IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 EUA) :
: : :
All : 91,842: 6,432 766 3,971 81,388 87,051 91,791 91,788: 51 54
Old : 91,842: 6,432 766 3,971 81,388 87,051 91,791 91,788: 51 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.8 4.3 88.6 94.8 99.9 99.9: 0.1 0.1
Old : 100.0: 7.0 0.8 4.3 88.6 94.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 3 9 13 14 17:
Old : 20: 3 3 3 9 13 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 83.2 98.1 95.7 41.2 40.4 42.9 42.7
Old : 75.4 83.2 98.1 95.7 41.2 40.4 42.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 4, 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 : 46,477: 1,297 546 596 44,105 45,163 45,998 46,305: 479 172
Old : 46,477: 1,297 546 596 44,105 45,163 45,998 46,305: 479 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,756: 108 -24 14 1,705 1,622 1,827 1,612: -71 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.2 1.3 94.9 97.2 99.0 99.6: 1.0 0.4
Old : 100.0: 2.8 1.2 1.3 94.9 97.2 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 4 2 41 44 43 49:
Old : 57: 1 4 2 41 44 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 37.0 61.7 56.2 21.1 18.3 31.6 29.5
Old : 38.8 37.0 61.7 56.2 21.1 18.3 31.6 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 4, 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 : 12,771: 0 330 0 12,531 12,353 12,531 12,683: 240 88
Old : 12,771: 0 330 0 12,531 12,353 12,531 12,683: 240 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 337: 0 330 0 357 32 357 362: -20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 98.1 96.7 98.1 99.3: 1.9 0.7
Old : 100.0: 0.0 2.6 0.0 98.1 96.7 98.1 99.3: 1.9 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 : 41: 0 1 0 25 29 25 30:
Old : 41: 0 1 0 25 29 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 47.7 80.6 69.8 56.7 44.8 71.1 64.6
Old : 63.6 47.7 80.6 69.8 56.7 44.8 71.1 64.6
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, September 4, 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 : 16,291: 259 363 833 13,895 13,904 14,987 15,100: 1,304 1,191
Old : 16,291: 259 363 833 13,895 13,904 14,987 15,100: 1,304 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 465: 88 67 51 205 182 344 300: 121 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.2 5.1 85.3 85.3 92.0 92.7: 8.0 7.3
Old : 100.0: 1.6 2.2 5.1 85.3 85.3 92.0 92.7: 8.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 4 38 41 42 47:
Old : 48: 2 3 4 38 41 42 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 : 34.8 31.9 51.8 48.6 15.9 14.8 21.3 20.6
Old : 34.8 31.9 51.8 48.6 15.9 14.8 21.3 20.6
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,775: 671 65 275 6,047 6,652 6,993 6,992: 782 783
Old : 7,775: 671 65 275 6,047 6,652 6,993 6,992: 782 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 482: 8 -5 72 289 283 369 350: 113 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.8 3.5 77.8 85.6 89.9 89.9: 10.1 10.1
Old : 100.0: 8.6 0.8 3.5 77.8 85.6 89.9 89.9: 10.1 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 : 59: 5 2 6 45 47 52 54:
Old : 59: 5 2 6 45 47 52 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 24.5 41.5 35.9 21.7 22.6 30.4 30.0
Old : 26.9 24.5 41.5 35.9 21.7 22.6 30.4 30.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,168: 0 150 0 6,668 6,307 6,668 6,457: 500 711
Old : 7,168: 0 150 0 6,668 6,307 6,668 6,457: 500 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 217: 0 5 0 202 234 202 239: 15 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 93.0 88.0 93.0 90.1: 7.0 9.9
Old : 100.0: 0.0 2.1 0.0 93.0 88.0 93.0 90.1: 7.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 21 22 21 23:
Old : 24: 0 1 0 21 22 21 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 : 54.6 48.2 74.1 67.8 21.4 13.4 25.0 19.2
Old : 54.6 48.2 74.1 67.8 21.4 13.4 25.0 19.2
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,851: 0 738 395 5,573 5,401 5,968 6,534: 883 317
Old : 6,851: 0 738 395 5,573 5,401 5,968 6,534: 883 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 757: 0 70 25 665 600 690 695: 67 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 5.8 81.3 78.8 87.1 95.4: 12.9 4.6
Old : 100.0: 0.0 10.8 5.8 81.3 78.8 87.1 95.4: 12.9 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 : 31: 0 4 1 21 25 22 29:
Old : 31: 0 4 1 21 25 22 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 : 42.6 40.6 60.4 60.8 19.5 16.0 26.2 24.8
Old : 42.6 40.6 60.4 60.8 19.5 16.0 26.2 24.8
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, September 4, 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 : 2,613: 40 79 79 2,196 1,930 2,315 2,088: 298 525
Old : 2,613: 40 79 79 2,196 1,930 2,315 2,088: 298 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 308: 20 -15 5 293 293 318 283: -10 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.0 3.0 84.0 73.9 88.6 79.9: 11.4 20.1
Old : 100.0: 1.5 3.0 3.0 84.0 73.9 88.6 79.9: 11.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 21 18 25 21:
Old : 27: 2 2 3 21 18 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 32.9 63.5 55.8 29.9 24.1 41.2 32.5
Old : 46.7 32.9 63.5 55.8 29.9 24.1 41.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, September 4, 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 : 2,956: 215 0 61 2,151 2,259 2,427 2,320: 529 636
Old : 2,956: 215 0 61 2,151 2,259 2,427 2,320: 529 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 160: 72 0 4 102 72 178 76: -18 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 2.1 72.8 76.4 82.1 78.5: 17.9 21.5
Old : 100.0: 7.3 0.0 2.1 72.8 76.4 82.1 78.5: 17.9 21.5
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 : 29: 2 0 1 25 23 27 24:
Old : 29: 2 0 1 25 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 41.4 51.4 58.1 23.8 34.1 33.7 40.4
Old : 35.9 41.4 51.4 58.1 23.8 34.1 33.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, September 4, 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 : 11,708: 0 0 0 11,639 11,678 11,639 11,678: 69 30
Old : 11,708: 0 0 0 11,639 11,678 11,639 11,678: 69 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 127: 0 0 0 127 127 127 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.7 99.4 99.7: 0.6 0.3
Old : 100.0: 0.0 0.0 0.0 99.4 99.7 99.4 99.7: 0.6 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 : 28: 0 0 0 22 18 22 18:
Old : 28: 0 0 0 22 18 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 59.7 77.9 85.8 54.5 54.0 69.1 69.7
Old : 56.6 59.7 77.9 85.8 54.5 54.0 69.1 69.7
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, September 4, 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 : 8,728: 0 377 150 8,119 8,160 8,269 8,687: 459 41
Old : 8,728: 0 377 150 8,119 8,160 8,269 8,687: 459 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 168: 0 0 0 136 158 136 158: 32 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 1.7 93.0 93.5 94.7 99.5: 5.3 0.5
Old : 100.0: 0.0 4.3 1.7 93.0 93.5 94.7 99.5: 5.3 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 : 23: 0 1 1 17 19 18 21:
Old : 23: 0 1 1 17 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 : 51.0 47.1 74.5 67.3 37.1 31.2 47.4 46.8
Old : 51.0 47.1 74.5 67.3 37.1 31.2 47.4 46.8
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,820: 0 1,825 75 22,595 20,920 22,670 22,820: 150 0
Old : 22,820: 0 1,825 75 22,595 20,920 22,670 22,820: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,629: 0 -10 0 1,579 1,639 1,579 1,629: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 0.3 99.0 91.7 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 8.0 0.3 99.0 91.7 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 : 34: 0 1 1 30 26 31 27:
Old : 34: 0 1 1 30 26 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 46.0 64.0 71.9 41.2 37.4 57.3 56.3
Old : 42.5 46.0 64.0 71.9 41.2 37.4 57.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 4, 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 : 331,284: 51,468 37,307 46,928 186,163 220,985 284,559 305,220: 46,725 26,064
Old : 331,284: 51,468 37,307 46,928 186,163 220,985 284,559 305,220: 46,725 26,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 14,029: 4,721 1,908 888 6,565 10,311 12,174 13,107: 1,855 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.3 14.2 56.2 66.7 85.9 92.1: 14.1 7.9
Old : 100.0: 15.5 11.3 14.2 56.2 66.7 85.9 92.1: 14.1 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 : 156: 45 28 35 68 72 137 113:
Old : 156: 45 28 35 68 72 137 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 27.1 29.2 39.6 7.9 12.2 14.2 19.1
Old : 19.9 27.1 29.2 39.6 7.9 12.2 14.2 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 15,870: 134 6,033 279 15,346 9,465 15,759 15,777: 111 93
Old : 15,870: 134 6,033 279 15,346 9,465 15,759 15,777: 111 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,589: 0 1,178 0 1,600 402 1,600 1,580: -11 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 38.0 1.8 96.7 59.6 99.3 99.4: 0.7 0.6
Old : 100.0: 0.8 38.0 1.8 96.7 59.6 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 1 7 4 42 39 46 49:
Old : 63: 1 7 4 42 39 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 : 37.3 43.8 55.7 57.5 33.7 38.9 44.3 47.6
Old : 37.3 43.8 55.7 57.5 33.7 38.9 44.3 47.6
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, September 4, 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 : 17,180: 505 1,860 180 16,495 15,110 17,180 17,150: 0 30
Old : 17,180: 505 1,860 180 16,495 15,110 17,180 17,150: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -430: -65 360 -20 -345 -770 -430 -430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.8 1.0 96.0 88.0 100.0 99.8: 0.0 0.2
Old : 100.0: 2.9 10.8 1.0 96.0 88.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 1 22 26 25 29:
Old : 37: 2 3 1 22 26 25 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 : 58.3 46.4 79.2 71.0 44.2 36.4 54.8 48.7
Old : 58.3 46.4 79.2 71.0 44.2 36.4 54.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, September 4, 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 : 11,975: 50 705 1,475 10,450 9,795 11,975 11,975: 0 0
Old : 11,975: 50 705 1,475 10,450 9,795 11,975 11,975: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,305: -925 100 -100 -1,280 -2,305 -2,305 -2,305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 12.3 87.3 81.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 5.9 12.3 87.3 81.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 12 14 15 16:
Old : 20: 2 1 2 12 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 74.0 88.8 92.5 45.3 44.3 51.7 51.7
Old : 67.4 74.0 88.8 92.5 45.3 44.3 51.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 3,352: 420 824 85 2,381 2,024 2,886 2,933: 466 419
Old : 3,352: 420 824 85 2,381 2,024 2,886 2,933: 466 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -6: 0 0 0 0 -27 0 -27: -6 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 24.6 2.5 71.0 60.4 86.1 87.5: 13.9 12.5
Old : 100.0: 12.5 24.6 2.5 71.0 60.4 86.1 87.5: 13.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 10 11 14 15:
Old : 20: 2 3 3 10 11 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 51.4 83.1 72.9 72.0 51.1 74.8 68.5
Old : 75.7 51.4 83.1 72.9 72.0 51.1 74.8 68.5
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, September 4, 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 : 16,461: 525 150 0 14,785 16,133 15,310 16,283: 1,151 178
Old : 16,461: 525 150 0 14,785 16,133 15,310 16,283: 1,151 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 988: 0 0 0 1,112 1,112 1,112 1,112: -124 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.9 0.0 89.8 98.0 93.0 98.9: 7.0 1.1
Old : 100.0: 3.2 0.9 0.0 89.8 98.0 93.0 98.9: 7.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 0 23 20 25 21:
Old : 30: 2 1 0 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 59.1 66.9 81.5 38.6 45.4 51.8 62.5
Old : 49.0 59.1 66.9 81.5 38.6 45.4 51.8 62.5
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, September 4, 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 : 1,101,920: 246,921 337,313 382,360 398,664 334,429 1,027,945 1,054,102: 73,975 47,818
Old : 1,101,920: 246,921 337,313 382,360 398,664 334,429 1,027,945 1,054,102: 73,975 47,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 21,506: -6,868 4,673 23,436 2,940 -13,793 19,508 14,316: 1,998 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 30.6 34.7 36.2 30.3 93.3 95.7: 6.7 4.3
Old : 100.0: 22.4 30.6 34.7 36.2 30.3 93.3 95.7: 6.7 4.3
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 : 303: 106 106 141 73 62 263 239:
Old : 303: 106 106 141 73 62 263 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.9 29.5 34.8 11.7 16.4 20.6 23.0
Old : 16.8 20.9 29.5 34.8 11.7 16.4 20.6 23.0
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, September 4, 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 : 28,336: 297 3,660 898 24,209 17,684 25,404 22,242: 2,932 6,094
Old : 28,336: 297 3,660 898 24,209 17,684 25,404 22,242: 2,932 6,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 0: 0 0 0 0 -240 0 -240: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 12.9 3.2 85.4 62.4 89.7 78.5: 10.3 21.5
Old : 100.0: 1.0 12.9 3.2 85.4 62.4 89.7 78.5: 10.3 21.5
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 : 22: 1 2 1 11 13 12 16:
Old : 22: 1 2 1 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
Old : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
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, September 4, 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 : 92,161: 15,245 44,178 20,274 53,347 26,026 88,866 90,478: 3,295 1,683
Old : 92,161: 15,245 44,178 20,274 53,347 26,026 88,866 90,478: 3,295 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -9,460: 396 -6,975 681 -10,178 -2,954 -9,101 -9,248: -359 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 47.9 22.0 57.9 28.2 96.4 98.2: 3.6 1.8
Old : 100.0: 16.5 47.9 22.0 57.9 28.2 96.4 98.2: 3.6 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 : 37: 7 9 11 19 20 33 33:
Old : 37: 7 9 11 19 20 33 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 : 47.6 57.8 64.7 72.7 39.7 45.4 46.3 48.9
Old : 47.6 57.8 64.7 72.7 39.7 45.4 46.3 48.9
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 52,159: 0 355 2,036 46,033 42,314 48,069 44,705: 4,090 7,454
Old : 52,159: 0 355 2,036 46,033 42,314 48,069 44,705: 4,090 7,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,918: 0 -2 -146 -4,226 -3,974 -4,372 -4,122: -546 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 3.9 88.3 81.1 92.2 85.7: 7.8 14.3
Old : 100.0: 0.0 0.7 3.9 88.3 81.1 92.2 85.7: 7.8 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 : 20: 0 1 1 15 16 16 17:
Old : 20: 0 1 1 15 16 16 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 : 48.1 48.1 70.0 68.8 40.5 40.8 57.0 54.1
Old : 48.1 48.1 70.0 68.8 40.5 40.8 57.0 54.1
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, September 4, 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 : 2,567,405: 508,884 90,366 714,259 1,315,936 1,742,324 2,539,079 2,546,949: 28,326 20,456
Old : 2,567,405: 508,884 90,366 714,259 1,315,936 1,742,324 2,539,079 2,546,949: 28,326 20,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -114,970: 6,016 -21,085 -38,449 -81,206 -54,372 -113,639 -113,906: -1,331 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.5 27.8 51.3 67.9 98.9 99.2: 1.1 0.8
Old : 100.0: 19.8 3.5 27.8 51.3 67.9 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 37 13 41 93 82 141 126:
Old : 148: 37 13 41 93 82 141 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.8 41.2 41.8 15.0 15.7 22.7 25.0
Old : 26.3 26.8 41.2 41.8 15.0 15.7 22.7 25.0
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, September 4, 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 : 1,155,943: 118,728 102,264 312,830 720,561 738,423 1,152,119 1,153,517: 3,824 2,426
Old : 1,155,943: 118,728 102,264 312,830 720,561 738,423 1,152,119 1,153,517: 3,824 2,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -157,765: -92,806 -197 -30,914 -33,625 -126,795 -157,345 -157,906: -420 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.8 27.1 62.3 63.9 99.7 99.8: 0.3 0.2
Old : 100.0: 10.3 8.8 27.1 62.3 63.9 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 22 21 31 41 39 83 71:
Old : 89: 22 21 31 41 39 83 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 38.7 54.0 61.5 12.2 18.4 17.8 26.0
Old : 34.0 38.7 54.0 61.5 12.2 18.4 17.8 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 6,460: 495 0 0 5,200 5,485 5,695 5,485: 765 975
Old : 6,460: 495 0 0 5,200 5,485 5,695 5,485: 765 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -605: -510 -165 -60 -35 -620 -605 -845: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 80.5 84.9 88.2 84.9: 11.8 15.1
Old : 100.0: 7.7 0.0 0.0 80.5 84.9 88.2 84.9: 11.8 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 13 15 15 15:
Old : 20: 2 0 0 13 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 46.9 77.7 68.5 57.0 46.9 62.1 57.9
Old : 60.3 46.9 77.7 68.5 57.0 46.9 62.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders - Futures Only, September 4, 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 : 14,884: 4,998 7,558 3,401 5,830 3,121 14,229 14,080: 655 804
Old : 14,884: 4,998 7,558 3,401 5,830 3,121 14,229 14,080: 655 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 509: 200 185 -71 435 300 564 414: -55 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 50.8 22.9 39.2 21.0 95.6 94.6: 4.4 5.4
Old : 100.0: 33.6 50.8 22.9 39.2 21.0 95.6 94.6: 4.4 5.4
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 16 17 7 6 25 26:
Old : 28: 5 16 17 7 6 25 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 : 53.6 38.8 73.3 61.9 43.7 28.4 57.1 40.3
Old : 53.6 38.8 73.3 61.9 43.7 28.4 57.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,585: 2,990 2,055 1,595 1,625 2,320 6,210 5,970: 375 615
Old : 6,585: 2,990 2,055 1,595 1,625 2,320 6,210 5,970: 375 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 225: 0 -180 155 70 105 225 80: 0 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 31.2 24.2 24.7 35.2 94.3 90.7: 5.7 9.3
Old : 100.0: 45.4 31.2 24.2 24.7 35.2 94.3 90.7: 5.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 10 12 6 6 19 20:
Old : 21: 5 10 12 6 6 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 42.8 78.4 62.2 44.6 19.6 45.4 32.0
Old : 61.4 42.8 78.4 62.2 44.6 19.6 45.4 32.0
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, September 4, 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 : 18,916: 1,462 2,031 369 16,907 16,197 18,738 18,597: 178 319
Old : 18,916: 1,462 2,031 369 16,907 16,197 18,738 18,597: 178 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,355: 0 -326 44 -4,320 -4,032 -4,276 -4,314: -79 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.7 2.0 89.4 85.6 99.1 98.3: 0.9 1.7
Old : 100.0: 7.7 10.7 2.0 89.4 85.6 99.1 98.3: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 5 6 32 42 42 49:
Old : 57: 5 5 6 32 42 42 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 : 44.2 36.4 62.9 55.6 37.1 32.6 50.5 48.2
Old : 44.2 36.4 62.9 55.6 37.1 32.6 50.5 48.2
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, September 4, 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 : 2,985: 222 0 165 1,812 2,112 2,199 2,277: 786 708
Old : 2,985: 222 0 165 1,812 2,112 2,199 2,277: 786 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 165: 41 0 39 131 110 211 149: -46 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 5.5 60.7 70.8 73.7 76.3: 26.3 23.7
Old : 100.0: 7.4 0.0 5.5 60.7 70.8 73.7 76.3: 26.3 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 19 20 20 21:
Old : 22: 1 0 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 42.2 54.6 56.6 23.0 30.6 31.6 37.2
Old : 37.9 42.2 54.6 56.6 23.0 30.6 31.6 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, September 4, 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 : 2,110: 86 415 97 1,395 1,263 1,578 1,775: 532 335
Old : 2,110: 86 415 97 1,395 1,263 1,578 1,775: 532 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 210: 14 107 -29 292 258 277 336: -67 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 19.7 4.6 66.1 59.9 74.8 84.1: 25.2 15.9
Old : 100.0: 4.1 19.7 4.6 66.1 59.9 74.8 84.1: 25.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 25 25 27 28:
Old : 31: 2 1 2 25 25 27 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 : 24.6 41.5 41.7 53.4 20.5 38.4 33.1 45.8
Old : 24.6 41.5 41.7 53.4 20.5 38.4 33.1 45.8
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, September 4, 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 : 59,889: 5,407 376 4,874 48,403 53,606 58,684 58,856: 1,205 1,033
Old : 59,889: 5,407 376 4,874 48,403 53,606 58,684 58,856: 1,205 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -6,687: -4,514 147 -163 -1,825 -6,641 -6,502 -6,657: -185 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.6 8.1 80.8 89.5 98.0 98.3: 2.0 1.7
Old : 100.0: 9.0 0.6 8.1 80.8 89.5 98.0 98.3: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 1 3 34 31 40 34:
Old : 41: 5 1 3 34 31 40 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 : 43.7 52.4 67.8 76.8 30.1 43.8 41.4 52.2
Old : 43.7 52.4 67.8 76.8 30.1 43.8 41.4 52.2
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, September 4, 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 : 15,755: 1,058 222 2,012 11,471 12,985 14,541 15,219: 1,214 536
Old : 15,755: 1,058 222 2,012 11,471 12,985 14,541 15,219: 1,214 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,005: 490 -544 -330 -1,071 -97 -911 -971: -94 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 12.8 72.8 82.4 92.3 96.6: 7.7 3.4
Old : 100.0: 6.7 1.4 12.8 72.8 82.4 92.3 96.6: 7.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 3 20 18 23 21:
Old : 26: 2 1 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 : 49.1 48.5 76.4 71.5 40.6 43.1 54.7 54.7
Old : 49.1 48.5 76.4 71.5 40.6 43.1 54.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, September 4, 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 : 7,991: 0 1,278 18 6,240 5,416 6,258 6,712: 1,733 1,279
Old : 7,991: 0 1,278 18 6,240 5,416 6,258 6,712: 1,733 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -603: -264 -22 -18 -431 -473 -713 -513: 110 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 0.2 78.1 67.8 78.3 84.0: 21.7 16.0
Old : 100.0: 0.0 16.0 0.2 78.1 67.8 78.3 84.0: 21.7 16.0
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 1 16 15 17 17:
Old : 20: 0 2 1 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 46.7 60.5 69.9 30.5 35.4 43.7 48.0
Old : 41.3 46.7 60.5 69.9 30.5 35.4 43.7 48.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,721: 3,652 440 430 7,778 11,382 11,860 12,252: 861 469
Old : 12,721: 3,652 440 430 7,778 11,382 11,860 12,252: 861 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -591: 44 40 -226 -459 -607 -641 -793: 50 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.5 3.4 61.1 89.5 93.2 96.3: 6.8 3.7
Old : 100.0: 28.7 3.5 3.4 61.1 89.5 93.2 96.3: 6.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 17 20 20 22:
Old : 26: 2 1 2 17 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 39.5 72.2 60.4 48.9 35.3 59.3 49.2
Old : 51.0 39.5 72.2 60.4 48.9 35.3 59.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 4, 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 : 21,565: 406 1,680 658 18,220 18,317 19,284 20,655: 2,281 910
Old : 21,565: 406 1,680 658 18,220 18,317 19,284 20,655: 2,281 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,451: -26 -200 0 -1,410 -1,261 -1,436 -1,461: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.8 3.1 84.5 84.9 89.4 95.8: 10.6 4.2
Old : 100.0: 1.9 7.8 3.1 84.5 84.9 89.4 95.8: 10.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 26 25 29 28:
Old : 31: 2 1 3 26 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 39.7 52.7 65.0 26.0 33.5 37.9 49.8
Old : 34.0 39.7 52.7 65.0 26.0 33.5 37.9 49.8
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, September 4, 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 : 8,543: 1,364 0 66 5,598 6,961 7,028 7,027: 1,515 1,516
Old : 8,543: 1,364 0 66 5,598 6,961 7,028 7,027: 1,515 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -456: 50 0 -50 -481 -323 -481 -373: 25 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.0 0.8 65.5 81.5 82.3 82.3: 17.7 17.7
Old : 100.0: 16.0 0.0 0.8 65.5 81.5 82.3 82.3: 17.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 16 16 17 17:
Old : 21: 1 0 1 16 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 37.6 60.1 59.1 30.1 32.4 43.1 47.9
Old : 41.2 37.6 60.1 59.1 30.1 32.4 43.1 47.9
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, September 4, 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 : 11,435: 3,120 2,422 128 6,945 8,165 10,193 10,715: 1,242 720
Old : 11,435: 3,120 2,422 128 6,945 8,165 10,193 10,715: 1,242 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -704: -110 -104 -26 -410 -504 -546 -634: -158 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 21.2 1.1 60.7 71.4 89.1 93.7: 10.9 6.3
Old : 100.0: 27.3 21.2 1.1 60.7 71.4 89.1 93.7: 10.9 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 : 21: 1 2 3 16 16 19 19:
Old : 21: 1 2 3 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 49.5 73.7 71.6 49.3 35.8 52.5 50.9
Old : 55.3 49.5 73.7 71.6 49.3 35.8 52.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,006: 218 2,154 840 9,664 8,646 10,722 11,640: 1,284 366
Old : 12,006: 218 2,154 840 9,664 8,646 10,722 11,640: 1,284 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -570: -80 -472 0 -885 -176 -965 -648: 395 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 17.9 7.0 80.5 72.0 89.3 97.0: 10.7 3.0
Old : 100.0: 1.8 17.9 7.0 80.5 72.0 89.3 97.0: 10.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 17 15 19 18:
Old : 22: 1 2 2 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.5 68.3 77.4 41.8 46.1 55.7 65.1
Old : 46.2 52.5 68.3 77.4 41.8 46.1 55.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, September 4, 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 : 53,238: 0 0 0 52,900 53,238 52,900 53,238: 338 0
Old : 53,238: 0 0 0 52,900 53,238 52,900 53,238: 338 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,583: 0 0 0 -3,921 -3,583 -3,921 -3,583: 338 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 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: 0 0 0 20 16 20 16:
Old : 28: 0 0 0 20 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 83.9 85.9 95.2 69.8 77.2 83.4 86.7
Old : 69.8 83.9 85.9 95.2 69.8 77.2 83.4 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, September 4, 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 : 893,481: 0 0 0 893,481 893,481 893,481 893,481: 0 0
Old : 893,481: 0 0 0 893,481 893,481 893,481 893,481: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -42,065: 0 0 0 -42,065 -42,065 -42,065 -42,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 16 17 16 17:
Old : 26: 0 0 0 16 17 16 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 : 69.5 84.7 89.4 95.1 68.6 77.4 85.4 87.1
Old : 69.5 84.7 89.4 95.1 68.6 77.4 85.4 87.1
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, September 4, 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 : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190
Old : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -8,349: 0 0 0 -8,349 -8,326 -8,349 -8,326: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 16 28 16 28:
Old : 36: 0 0 0 16 28 16 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 : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
Old : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
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, September 4, 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 : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0
Old : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -113,176: -1,880 0 0 -111,296 -113,176 -113,176 -113,176: 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 : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5
Old : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, September 4, 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 : 61,709: 1,975 580 7,685 51,794 53,444 61,454 61,709: 255 0
Old : 61,709: 1,975 580 7,685 51,794 53,444 61,454 61,709: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,334: -1,134 445 -1,605 -1,850 -3,174 -4,589 -4,334: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.9 12.5 83.9 86.6 99.6 100.0: 0.4 0.0
Old : 100.0: 3.2 0.9 12.5 83.9 86.6 99.6 100.0: 0.4 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 : 34: 2 1 2 27 21 30 23:
Old : 34: 2 1 2 27 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 : 34.6 46.2 55.1 71.1 29.6 35.2 43.7 51.6
Old : 34.6 46.2 55.1 71.1 29.6 35.2 43.7 51.6
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, September 4, 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 : 1,227,214: 38,805 107,530 15,387 1,173,022 1,104,297 1,227,214 1,227,214: 0 0
Old : 1,227,214: 38,805 107,530 15,387 1,173,022 1,104,297 1,227,214 1,227,214: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -62,416: -1,504 -3,760 -2,256 -58,656 -56,400 -62,416 -62,416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.8 1.3 95.6 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 8.8 1.3 95.6 90.0 100.0 100.0: 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 : 39: 4 2 1 28 26 32 29:
Old : 39: 4 2 1 28 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 41.1 59.0 68.7 36.7 39.5 51.3 57.5
Old : 40.2 41.1 59.0 68.7 36.7 39.5 51.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, September 4, 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 : 48,232: 0 3,750 0 48,149 43,972 48,149 47,722: 83 510
Old : 48,232: 0 3,750 0 48,149 43,972 48,149 47,722: 83 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,228: 0 -184 0 -3,205 -3,044 -3,205 -3,228: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 99.8 91.2 99.8 98.9: 0.2 1.1
Old : 100.0: 0.0 7.8 0.0 99.8 91.2 99.8 98.9: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 18 14 18 16:
Old : 26: 0 2 0 18 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 72.3 82.0 88.0 58.1 61.3 72.2 75.7
Old : 60.3 72.3 82.0 88.0 58.1 61.3 72.2 75.7
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, September 4, 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 : 38,968: 830 5,515 0 37,609 33,453 38,439 38,968: 529 0
Old : 38,968: 830 5,515 0 37,609 33,453 38,439 38,968: 529 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,315: -230 -115 0 -2,062 -2,200 -2,292 -2,315: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 14.2 0.0 96.5 85.8 98.6 100.0: 1.4 0.0
Old : 100.0: 2.1 14.2 0.0 96.5 85.8 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 : 31: 1 1 0 16 20 17 21:
Old : 31: 1 1 0 16 20 17 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 : 63.8 61.2 86.8 80.9 46.0 41.6 57.6 55.4
Old : 63.8 61.2 86.8 80.9 46.0 41.6 57.6 55.4
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, September 4, 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 : 25,641: 11,193 0 530 13,918 24,856 25,641 25,386: 0 255
Old : 25,641: 11,193 0 530 13,918 24,856 25,641 25,386: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,657: -2,116 0 0 -1,541 -3,912 -3,657 -3,912: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 0.0 2.1 54.3 96.9 100.0 99.0: 0.0 1.0
Old : 100.0: 43.7 0.0 2.1 54.3 96.9 100.0 99.0: 0.0 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 : 20: 2 0 1 10 14 12 15:
Old : 20: 2 0 1 10 14 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 : 71.3 64.4 92.7 85.9 63.4 54.4 75.6 71.2
Old : 71.3 64.4 92.7 85.9 63.4 54.4 75.6 71.2
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 14,817: 249 1,577 19 13,678 13,055 13,946 14,651: 871 166
Old : 14,817: 249 1,577 19 13,678 13,055 13,946 14,651: 871 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,219: -69 -115 0 -1,127 -1,058 -1,196 -1,173: -23 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.6 0.1 92.3 88.1 94.1 98.9: 5.9 1.1
Old : 100.0: 1.7 10.6 0.1 92.3 88.1 94.1 98.9: 5.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 15 14 17 15:
Old : 24: 1 1 1 15 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 64.1 78.1 90.9 47.3 56.5 69.5 76.0
Old : 50.8 64.1 78.1 90.9 47.3 56.5 69.5 76.0
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, September 4, 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 : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0
Old : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -50,680: 0 -6,392 0 -50,680 -44,288 -50,680 -50,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 3.0 97.0 91.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 3.0 97.0 91.1 100.0 100.0: 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 : 26: 0 2 1 20 13 21 15:
Old : 26: 0 2 1 20 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
Old : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, September 4, 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 : 935,820: 16,010 122,810 4,160 915,650 808,850 935,820 935,820: 0 0
Old : 935,820: 16,010 122,810 4,160 915,650 808,850 935,820 935,820: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -43,048: -3,760 3,760 -3,760 -35,528 -43,048 -43,048 -43,048: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.1 0.4 97.8 86.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 13.1 0.4 97.8 86.4 100.0 100.0: 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 : 25: 1 1 1 15 16 17 17:
Old : 25: 1 1 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 75.4 87.7 89.0 47.4 55.7 66.8 67.6
Old : 63.1 75.4 87.7 89.0 47.4 55.7 66.8 67.6
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, September 4, 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 : 500,805: 101,666 0 87,571 311,568 413,234 500,805 500,805: 0 0
Old : 500,805: 101,666 0 87,571 311,568 413,234 500,805 500,805: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -47,376: -25,192 0 0 -22,184 -47,376 -47,376 -47,376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.0 17.5 62.2 82.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.3 0.0 17.5 62.2 82.5 100.0 100.0: 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 : 22: 2 0 2 16 13 18 15:
Old : 22: 2 0 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 62.0 82.9 89.5 36.9 43.6 50.1 56.1
Old : 62.5 62.0 82.9 89.5 36.9 43.6 50.1 56.1
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, September 4, 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 : 32,654: 1,856 0 0 30,295 32,232 32,151 32,232: 503 422
Old : 32,654: 1,856 0 0 30,295 32,232 32,151 32,232: 503 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,185: -176 0 0 1,361 1,185 1,185 1,185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 92.8 98.7 98.5 98.7: 1.5 1.3
Old : 100.0: 5.7 0.0 0.0 92.8 98.7 98.5 98.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 0 36 35 38 35:
Old : 44: 2 0 0 36 35 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 53.4 65.4 71.6 45.9 51.9 57.7 65.4
Old : 48.4 53.4 65.4 71.6 45.9 51.9 57.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, September 4, 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 : 5,125: 660 0 0 4,262 4,889 4,922 4,889: 203 236
Old : 5,125: 660 0 0 4,262 4,889 4,922 4,889: 203 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -936: 0 0 0 -969 -882 -969 -882: 33 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 0.0 83.2 95.4 96.0 95.4: 4.0 4.6
Old : 100.0: 12.9 0.0 0.0 83.2 95.4 96.0 95.4: 4.0 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 : 22: 1 0 0 14 14 15 14:
Old : 22: 1 0 0 14 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 65.2 87.6 83.2 70.9 65.2 82.4 82.3
Old : 72.0 65.2 87.6 83.2 70.9 65.2 82.4 82.3
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, September 4, 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 : 9,080: 293 1,275 46 8,466 7,359 8,805 8,680: 275 400
Old : 9,080: 293 1,275 46 8,466 7,359 8,805 8,680: 275 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -473: 10 0 -10 -503 -380 -503 -390: 30 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 14.0 0.5 93.2 81.0 97.0 95.6: 3.0 4.4
Old : 100.0: 3.2 14.0 0.5 93.2 81.0 97.0 95.6: 3.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 25 21 27 24:
Old : 32: 2 2 1 25 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 53.0 68.4 69.6 50.5 47.8 64.7 63.0
Old : 52.4 53.0 68.4 69.6 50.5 47.8 64.7 63.0
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, September 4, 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 : 10,281: 755 0 0 9,240 9,839 9,995 9,839: 286 442
Old : 10,281: 755 0 0 9,240 9,839 9,995 9,839: 286 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -598: -65 0 0 -519 -556 -584 -556: -14 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 89.9 95.7 97.2 95.7: 2.8 4.3
Old : 100.0: 7.3 0.0 0.0 89.9 95.7 97.2 95.7: 2.8 4.3
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: 1 0 0 19 21 20 21:
Old : 29: 1 0 0 19 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 47.9 79.6 70.8 53.1 46.3 72.3 63.3
Old : 53.5 47.9 79.6 70.8 53.1 46.3 72.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders - Futures Only, September 4, 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 : 5,204: 132 25 0 4,740 5,055 4,872 5,080: 332 124
Old : 5,204: 132 25 0 4,740 5,055 4,872 5,080: 332 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -482: 0 25 0 -435 -507 -435 -482: -47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.5 0.0 91.1 97.1 93.6 97.6: 6.4 2.4
Old : 100.0: 2.5 0.5 0.0 91.1 97.1 93.6 97.6: 6.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 17 17 18 18:
Old : 24: 1 1 0 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 57.3 88.2 82.2 78.1 56.1 84.2 78.6
Old : 78.8 57.3 88.2 82.2 78.1 56.1 84.2 78.6
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, September 4, 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 : 1,531,823: 374,147 135,555 426,796 652,677 901,929 1,453,620 1,464,280: 78,203 67,543
Old : 1,531,823: 374,147 135,555 426,796 652,677 901,929 1,453,620 1,464,280: 78,203 67,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 20,509: -5,483 5,187 11,434 5,851 1,924 11,802 18,545: 8,707 1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.8 27.9 42.6 58.9 94.9 95.6: 5.1 4.4
Old : 100.0: 24.4 8.8 27.9 42.6 58.9 94.9 95.6: 5.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 123 92 152 87 95 279 286:
Old : 337: 123 92 152 87 95 279 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 14.9 28.4 25.8 12.1 11.2 17.5 17.7
Old : 17.6 14.9 28.4 25.8 12.1 11.2 17.5 17.7
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, September 4, 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 : 180,644: 57,243 18,133 1,665 81,619 108,360 140,527 128,158: 40,117 52,486
Old : 180,644: 57,243 18,133 1,665 81,619 108,360 140,527 128,158: 40,117 52,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -9,633: -1,474 -1,555 301 -8,303 -11,086 -9,476 -12,340: -157 2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.0 0.9 45.2 60.0 77.8 70.9: 22.2 29.1
Old : 100.0: 31.7 10.0 0.9 45.2 60.0 77.8 70.9: 22.2 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 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 : 42.0 36.0 59.4 49.0 41.8 35.4 56.0 46.4
Old : 42.0 36.0 59.4 49.0 41.8 35.4 56.0 46.4
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, September 4, 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 : 18,678: 1,726 445 200 16,727 18,008 18,653 18,653: 25 25
Old : 18,678: 1,726 445 200 16,727 18,008 18,653 18,653: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -886: 0 -895 0 -779 99 -779 -796: -107 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.4 1.1 89.6 96.4 99.9 99.9: 0.1 0.1
Old : 100.0: 9.2 2.4 1.1 89.6 96.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 2 21 23 26 26:
Old : 36: 3 2 2 21 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 65.0 82.5 82.6 65.5 60.2 73.9 73.5
Old : 69.9 65.0 82.5 82.6 65.5 60.2 73.9 73.5
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, September 4, 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 : 93,897: 6,292 10,714 7,589 76,752 70,384 90,633 88,687: 3,264 5,210
Old : 93,897: 6,292 10,714 7,589 76,752 70,384 90,633 88,687: 3,264 5,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 563: 106 0 901 -354 -273 653 628: -90 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.4 8.1 81.7 75.0 96.5 94.5: 3.5 5.5
Old : 100.0: 6.7 11.4 8.1 81.7 75.0 96.5 94.5: 3.5 5.5
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 : 34: 4 6 10 21 19 33 30:
Old : 34: 4 6 10 21 19 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 40.4 69.6 63.2 26.3 21.3 32.8 28.3
Old : 47.3 40.4 69.6 63.2 26.3 21.3 32.8 28.3
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, September 4, 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 : 46,577: 4,878 2,198 6,877 32,794 35,515 44,549 44,590: 2,028 1,987
Old : 46,577: 4,878 2,198 6,877 32,794 35,515 44,549 44,590: 2,028 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 196: -117 50 392 -136 -203 139 239: 57 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.7 14.8 70.4 76.3 95.6 95.7: 4.4 4.3
Old : 100.0: 10.5 4.7 14.8 70.4 76.3 95.6 95.7: 4.4 4.3
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 : 26: 4 3 5 16 16 23 23:
Old : 26: 4 3 5 16 16 23 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 : 42.6 44.3 63.5 68.0 20.5 22.1 28.5 28.7
Old : 42.6 44.3 63.5 68.0 20.5 22.1 28.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,648: 734 417 150 2,653 3,015 3,537 3,582: 111 66
Old : 3,648: 734 417 150 2,653 3,015 3,537 3,582: 111 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 290: 284 0 150 -210 140 224 290: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.4 4.1 72.7 82.6 97.0 98.2: 3.0 1.8
Old : 100.0: 20.1 11.4 4.1 72.7 82.6 97.0 98.2: 3.0 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 : 23: 3 2 1 12 11 15 14:
Old : 23: 3 2 1 12 11 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 : 49.8 56.1 78.0 79.7 34.9 45.4 55.6 61.3
Old : 49.8 56.1 78.0 79.7 34.9 45.4 55.6 61.3
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,216: 2,763 4,843 8,860 12,540 10,378 24,163 24,081: 4,053 4,135
Old : 28,216: 2,763 4,843 8,860 12,540 10,378 24,163 24,081: 4,053 4,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -460: -341 -1,708 -198 -250 1,301 -789 -605: 329 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.2 31.4 44.4 36.8 85.6 85.3: 14.4 14.7
Old : 100.0: 9.8 17.2 31.4 44.4 36.8 85.6 85.3: 14.4 14.7
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 : 23: 4 8 8 10 10 19 21:
Old : 23: 4 8 8 10 10 19 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 : 48.1 40.8 65.3 61.5 25.1 24.7 32.5 31.7
Old : 48.1 40.8 65.3 61.5 25.1 24.7 32.5 31.7
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 19,901: 13,330 4,939 222 4,584 13,904 18,136 19,065: 1,765 836
Old : 19,901: 13,330 4,939 222 4,584 13,904 18,136 19,065: 1,765 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,829: -11 -599 -520 -1,373 -586 -1,904 -1,705: 75 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 24.8 1.1 23.0 69.9 91.1 95.8: 8.9 4.2
Old : 100.0: 67.0 24.8 1.1 23.0 69.9 91.1 95.8: 8.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 61 30 7 20 32 86 67:
Old : 141: 61 30 7 20 32 86 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 35.5 51.2 50.1 39.5 35.0 49.6 49.5
Old : 40.0 35.5 51.2 50.1 39.5 35.0 49.6 49.5
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, September 4, 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 : 54,977: 40,880 10,397 606 6,496 41,053 47,982 52,056: 6,995 2,921
Old : 54,977: 40,880 10,397 606 6,496 41,053 47,982 52,056: 6,995 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 519: 810 -1,010 -239 -457 1,425 114 176: 405 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 18.9 1.1 11.8 74.7 87.3 94.7: 12.7 5.3
Old : 100.0: 74.4 18.9 1.1 11.8 74.7 87.3 94.7: 12.7 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 : 176: 94 30 15 21 38 123 78:
Old : 176: 94 30 15 21 38 123 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 34.4 37.8 47.7 26.9 33.8 37.8 47.1
Old : 26.9 34.4 37.8 47.7 26.9 33.8 37.8 47.1
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, September 4, 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 : 284,399: 107,315 40,150 31,944 119,300 201,444 258,559 273,538: 25,840 10,861
Old : 284,399: 107,315 40,150 31,944 119,300 201,444 258,559 273,538: 25,840 10,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 9,202: 2,790 5,070 1,840 4,417 4,650 9,047 11,560: 155 -2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 14.1 11.2 41.9 70.8 90.9 96.2: 9.1 3.8
Old : 100.0: 37.7 14.1 11.2 41.9 70.8 90.9 96.2: 9.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 89 20 53 67 84 178 144:
Old : 213: 89 20 53 67 84 178 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 19.9 25.7 32.8 10.9 13.0 18.0 21.9
Old : 17.2 19.9 25.7 32.8 10.9 13.0 18.0 21.9
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, September 4, 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 : 15,815: 7,163 0 47 4,944 11,486 12,154 11,533: 3,661 4,282
Old : 15,815: 7,163 0 47 4,944 11,486 12,154 11,533: 3,661 4,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,380: -1,368 0 -36 -532 -1,800 -1,936 -1,836: -444 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 0.0 0.3 31.3 72.6 76.9 72.9: 23.1 27.1
Old : 100.0: 45.3 0.0 0.3 31.3 72.6 76.9 72.9: 23.1 27.1
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: 5 0 2 10 17 15 19:
Old : 23: 5 0 2 10 17 15 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 : 52.5 39.3 67.5 56.4 49.3 37.3 62.6 52.5
Old : 52.5 39.3 67.5 56.4 49.3 37.3 62.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 23,623: 0 0 0 22,959 21,855 22,959 21,855: 664 1,768
Old : 23,623: 0 0 0 22,959 21,855 22,959 21,855: 664 1,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 92.5 97.2 92.5: 2.8 7.5
Old : 100.0: 0.0 0.0 0.0 97.2 92.5 97.2 92.5: 2.8 7.5
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 13 14 13 14:
Old : 20: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 58.4 91.9 80.3 56.5 42.5 66.4 57.5
Old : 78.5 58.4 91.9 80.3 56.5 42.5 66.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,495: 7,211 1,200 2,403 11,805 17,046 21,419 20,649: 1,076 1,846
Old : 22,495: 7,211 1,200 2,403 11,805 17,046 21,419 20,649: 1,076 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,140: 1,791 0 -1,147 -2,527 441 -1,883 -706: -257 -1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.3 10.7 52.5 75.8 95.2 91.8: 4.8 8.2
Old : 100.0: 32.1 5.3 10.7 52.5 75.8 95.2 91.8: 4.8 8.2
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: 2 1 1 12 17 14 19:
Old : 21: 2 1 1 12 17 14 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 : 67.2 47.4 86.4 65.7 54.8 35.4 64.8 50.8
Old : 67.2 47.4 86.4 65.7 54.8 35.4 64.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, September 4, 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 : 13,988: 62 5,515 348 13,458 7,984 13,868 13,847: 120 141
Old : 13,988: 62 5,515 348 13,458 7,984 13,868 13,847: 120 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,293: 0 972 35 1,258 286 1,293 1,293: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 39.4 2.5 96.2 57.1 99.1 99.0: 0.9 1.0
Old : 100.0: 0.4 39.4 2.5 96.2 57.1 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 5 4 36 30 40 37:
Old : 46: 1 5 4 36 30 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 46.5 59.6 66.2 36.4 43.7 49.9 57.2
Old : 38.0 46.5 59.6 66.2 36.4 43.7 49.9 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, September 4, 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 : 45,523: 1,818 0 0 43,447 45,440 45,265 45,440: 258 83
Old : 45,523: 1,818 0 0 43,447 45,440 45,265 45,440: 258 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,208: 0 0 0 2,303 2,208 2,303 2,208: -95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 95.4 99.8 99.4 99.8: 0.6 0.2
Old : 100.0: 4.0 0.0 0.0 95.4 99.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 0 0 41 30 45 30:
Old : 53: 4 0 0 41 30 45 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 46.9 62.3 65.9 39.3 42.4 50.1 57.5
Old : 49.1 46.9 62.3 65.9 39.3 42.4 50.1 57.5
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 27,651: 590 0 0 26,911 27,651 27,501 27,651: 150 0
Old : 27,651: 590 0 0 26,911 27,651 27,501 27,651: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,848: 0 0 0 -3,848 -3,848 -3,848 -3,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.3 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 2.1 0.0 0.0 97.3 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 0 24 20 26 20:
Old : 32: 2 0 0 24 20 26 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 : 67.9 82.7 80.9 92.9 55.0 64.8 65.7 71.4
Old : 67.9 82.7 80.9 92.9 55.0 64.8 65.7 71.4
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, September 4, 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 : 15,005: 450 6,760 150 14,225 8,095 14,825 15,005: 180 0
Old : 15,005: 450 6,760 150 14,225 8,095 14,825 15,005: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 575: 0 400 0 575 275 575 675: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 45.1 1.0 94.8 53.9 98.8 100.0: 1.2 0.0
Old : 100.0: 3.0 45.1 1.0 94.8 53.9 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 1 28 20 30 25:
Old : 38: 2 4 1 28 20 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 60.9 69.7 80.2 43.7 57.3 54.6 68.7
Old : 52.7 60.9 69.7 80.2 43.7 57.3 54.6 68.7
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, September 4, 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 : 42,382: 2,625 6,900 5,491 34,106 29,905 42,222 42,296: 160 86
Old : 42,382: 2,625 6,900 5,491 34,106 29,905 42,222 42,296: 160 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,112: 82 827 -926 -3,266 -3,899 -4,110 -3,998: -2 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 16.3 13.0 80.5 70.6 99.6 99.8: 0.4 0.2
Old : 100.0: 6.2 16.3 13.0 80.5 70.6 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 6 5 6 46 43 55 52:
Old : 63: 6 5 6 46 43 55 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 : 39.6 49.5 57.1 68.5 23.1 27.1 30.7 36.0
Old : 39.6 49.5 57.1 68.5 23.1 27.1 30.7 36.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,631: 135 2,884 71 7,181 4,595 7,387 7,550: 244 81
Old : 7,631: 135 2,884 71 7,181 4,595 7,387 7,550: 244 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,407: 39 -1,552 -50 -1,341 135 -1,352 -1,467: -55 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 37.8 0.9 94.1 60.2 96.8 98.9: 3.2 1.1
Old : 100.0: 1.8 37.8 0.9 94.1 60.2 96.8 98.9: 3.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 2 21 13 24 16:
Old : 28: 1 3 2 21 13 24 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 : 48.5 68.6 72.2 88.4 38.6 61.7 52.2 68.3
Old : 48.5 68.6 72.2 88.4 38.6 61.7 52.2 68.3
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, September 4, 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 : 11,759: 1,656 1,999 340 9,691 9,131 11,687 11,470: 72 289
Old : 11,759: 1,656 1,999 340 9,691 9,131 11,687 11,470: 72 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,924: -132 -974 -227 -1,460 -703 -1,819 -1,904: -105 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.0 2.9 82.4 77.7 99.4 97.5: 0.6 2.5
Old : 100.0: 14.1 17.0 2.9 82.4 77.7 99.4 97.5: 0.6 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 : 40: 3 3 3 27 24 31 29:
Old : 40: 3 3 3 27 24 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 : 38.0 51.8 58.1 74.4 35.1 40.5 47.2 56.4
Old : 38.0 51.8 58.1 74.4 35.1 40.5 47.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,385: 8,576 1,446 314 13,644 21,065 22,534 22,825: 851 560
Old : 23,385: 8,576 1,446 314 13,644 21,065 22,534 22,825: 851 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,044: -1,819 -35 19 -1,181 -2,866 -2,981 -2,882: -63 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.2 1.3 58.3 90.1 96.4 97.6: 3.6 2.4
Old : 100.0: 36.7 6.2 1.3 58.3 90.1 96.4 97.6: 3.6 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 : 52: 6 5 4 27 32 35 40:
Old : 52: 6 5 4 27 32 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 40.3 70.9 59.8 53.5 37.7 65.5 51.9
Old : 56.9 40.3 70.9 59.8 53.5 37.7 65.5 51.9
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,769: 2,710 286 3,775 16,068 18,683 22,553 22,744: 216 25
Old : 22,769: 2,710 286 3,775 16,068 18,683 22,553 22,744: 216 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 270: 0 0 0 270 270 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.3 16.6 70.6 82.1 99.1 99.9: 0.9 0.1
Old : 100.0: 11.9 1.3 16.6 70.6 82.1 99.1 99.9: 0.9 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 : 20: 2 1 5 13 13 18 18:
Old : 20: 2 1 5 13 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 63.4 78.6 83.6 22.7 23.5 28.3 29.1
Old : 54.3 63.4 78.6 83.6 22.7 23.5 28.3 29.1
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, September 4, 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 : 25,380: 3,609 812 244 20,289 21,846 24,142 22,902: 1,238 2,478
Old : 25,380: 3,609 812 244 20,289 21,846 24,142 22,902: 1,238 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -575: 188 -687 1 -245 243 -56 -443: -519 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.2 1.0 79.9 86.1 95.1 90.2: 4.9 9.8
Old : 100.0: 14.2 3.2 1.0 79.9 86.1 95.1 90.2: 4.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 3 17 22 23 25:
Old : 32: 4 2 3 17 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 36.5 72.2 58.6 51.6 36.1 67.6 58.2
Old : 53.3 36.5 72.2 58.6 51.6 36.1 67.6 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012