GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 47,503: 665 921 2,106 44,420 44,476 47,191 47,503: 312 0
Old : 47,503: 665 921 2,106 44,420 44,476 47,191 47,503: 312 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 631: 0 -56 0 628 687 628 631: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.9 4.4 93.5 93.6 99.3 100.0: 0.7 0.0
Old : 100.0: 1.4 1.9 4.4 93.5 93.6 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 : 58: 2 3 2 42 45 45 49:
Old : 58: 2 3 2 42 45 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 35.2 64.4 57.6 22.2 14.5 29.0 22.0
Old : 45.0 35.2 64.4 57.6 22.2 14.5 29.0 22.0
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,067: 0 0 0 16,852 16,902 16,852 16,902: 215 165
Old : 17,067: 0 0 0 16,852 16,902 16,852 16,902: 215 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -40: 0 0 0 -40 -40 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 99.0 98.7 99.0: 1.3 1.0
Old : 100.0: 0.0 0.0 0.0 98.7 99.0 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 30 25 30 25:
Old : 36: 0 0 0 30 25 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 : 58.1 45.1 78.3 70.5 25.9 18.3 30.4 29.1
Old : 58.1 45.1 78.3 70.5 25.9 18.3 30.4 29.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 16,014: 230 762 650 13,998 13,495 14,878 14,907: 1,136 1,107
Old : 16,014: 230 762 650 13,998 13,495 14,878 14,907: 1,136 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 70: 0 100 51 50 -44 101 107: -31 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.8 4.1 87.4 84.3 92.9 93.1: 7.1 6.9
Old : 100.0: 1.4 4.8 4.1 87.4 84.3 92.9 93.1: 7.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 2 5 43 46 48 52:
Old : 53: 1 2 5 43 46 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 35.5 52.5 49.9 17.4 16.5 22.7 22.2
Old : 35.9 35.5 52.5 49.9 17.4 16.5 22.7 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,679: 420 108 603 6,952 7,402 7,975 8,113: 704 566
Old : 8,679: 420 108 603 6,952 7,402 7,975 8,113: 704 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 178: 25 -5 15 130 107 170 117: 8 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.2 6.9 80.1 85.3 91.9 93.5: 8.1 6.5
Old : 100.0: 4.8 1.2 6.9 80.1 85.3 91.9 93.5: 8.1 6.5
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 : 66: 6 4 9 50 53 59 63:
Old : 66: 6 4 9 50 53 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 25.5 39.3 39.1 14.9 21.7 22.9 30.3
Old : 25.0 25.5 39.3 39.1 14.9 21.7 22.9 30.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,179: 15 0 105 5,544 5,553 5,664 5,658: 515 521
Old : 6,179: 15 0 105 5,544 5,553 5,664 5,658: 515 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -5: 0 0 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.7 89.7 89.9 91.7 91.6: 8.3 8.4
Old : 100.0: 0.2 0.0 1.7 89.7 89.9 91.7 91.6: 8.3 8.4
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 : 25: 1 0 1 22 22 23 23:
Old : 25: 1 0 1 22 22 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 : 49.5 49.3 70.0 70.7 30.9 26.9 37.4 38.4
Old : 49.5 49.3 70.0 70.7 30.9 26.9 37.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,246: 115 280 906 6,831 6,851 7,852 8,037: 394 209
Old : 8,246: 115 280 906 6,831 6,851 7,852 8,037: 394 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 56: 0 0 0 56 56 56 56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.4 11.0 82.8 83.1 95.2 97.5: 4.8 2.5
Old : 100.0: 1.4 3.4 11.0 82.8 83.1 95.2 97.5: 4.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 32 29 35 32:
Old : 39: 2 2 2 32 29 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 36.1 54.7 57.8 13.5 15.0 20.3 22.1
Old : 34.7 36.1 54.7 57.8 13.5 15.0 20.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,610: 135 45 10 3,197 2,967 3,342 3,022: 268 588
Old : 3,610: 135 45 10 3,197 2,967 3,342 3,022: 268 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 119: 0 0 0 98 165 98 165: 21 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.2 0.3 88.6 82.2 92.6 83.7: 7.4 16.3
Old : 100.0: 3.7 1.2 0.3 88.6 82.2 92.6 83.7: 7.4 16.3
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 : 31: 1 1 1 23 23 25 24:
Old : 31: 1 1 1 23 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 33.9 65.3 52.5 36.1 22.3 50.3 34.0
Old : 45.0 33.9 65.3 52.5 36.1 22.3 50.3 34.0
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,209: 50 75 152 2,530 2,546 2,732 2,773: 477 436
Old : 3,209: 50 75 152 2,530 2,546 2,732 2,773: 477 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 209: 10 20 65 159 249 234 334: -25 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.3 4.7 78.8 79.3 85.1 86.4: 14.9 13.6
Old : 100.0: 1.6 2.3 4.7 78.8 79.3 85.1 86.4: 14.9 13.6
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 : 38: 2 3 4 30 28 34 33:
Old : 38: 2 3 4 30 28 34 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 : 36.1 28.8 49.5 45.6 34.5 21.0 40.3 33.6
Old : 36.1 28.8 49.5 45.6 34.5 21.0 40.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,756: 0 0 0 2,746 2,736 2,746 2,736: 10 20
Old : 2,756: 0 0 0 2,746 2,736 2,746 2,736: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.3 99.6 99.3: 0.4 0.7
Old : 100.0: 0.0 0.0 0.0 99.6 99.3 99.6 99.3: 0.4 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 : 22: 0 0 0 14 14 14 14:
Old : 22: 0 0 0 14 14 14 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 : 64.1 51.0 88.6 79.2 51.3 39.6 65.4 61.2
Old : 64.1 51.0 88.6 79.2 51.3 39.6 65.4 61.2
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 10,737: 0 0 0 10,612 10,699 10,612 10,699: 125 38
Old : 10,737: 0 0 0 10,612 10,699 10,612 10,699: 125 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.6 98.8 99.6: 1.2 0.4
Old : 100.0: 0.0 0.0 0.0 98.8 99.6 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 24 23 24 23:
Old : 33: 0 0 0 24 23 24 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 : 51.1 63.5 73.1 80.7 30.2 35.7 40.6 46.6
Old : 51.1 63.5 73.1 80.7 30.2 35.7 40.6 46.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 8,515: 0 207 260 7,960 7,904 8,220 8,371: 295 144
Old : 8,515: 0 207 260 7,960 7,904 8,220 8,371: 295 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 36: 0 0 0 36 36 36 36: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 3.1 93.5 92.8 96.5 98.3: 3.5 1.7
Old : 100.0: 0.0 2.4 3.1 93.5 92.8 96.5 98.3: 3.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 18 19 20 22:
Old : 24: 0 2 2 18 19 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 : 64.2 61.1 79.6 76.1 55.3 55.6 65.0 66.6
Old : 64.2 61.1 79.6 76.1 55.3 55.6 65.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,468: 0 2,649 825 29,623 26,994 30,448 30,468: 20 0
Old : 30,468: 0 2,649 825 29,623 26,994 30,448 30,468: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 265: 0 0 0 265 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 2.7 97.2 88.6 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 8.7 2.7 97.2 88.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 30 28 31 29:
Old : 37: 0 1 1 30 28 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 : 47.1 52.3 64.5 77.1 25.5 27.8 34.4 38.6
Old : 47.1 52.3 64.5 77.1 25.5 27.8 34.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 262,750: 53,945 25,045 42,790 128,355 171,057 225,090 238,892: 37,660 23,858
Old : 262,750: 53,945 25,045 42,790 128,355 171,057 225,090 238,892: 37,660 23,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -10,206: 3,265 -845 -6,020 -7,311 -1,325 -10,066 -8,190: -140 -2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 9.5 16.3 48.9 65.1 85.7 90.9: 14.3 9.1
Old : 100.0: 20.5 9.5 16.3 48.9 65.1 85.7 90.9: 14.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 28 35 65 74 123 120:
Old : 151: 36 28 35 65 74 123 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 16.7 22.8 29.7 10.2 10.7 17.5 17.4
Old : 12.7 16.7 22.8 29.7 10.2 10.7 17.5 17.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 12,255: 0 4,233 0 8,855 4,965 8,855 9,198: 3,400 3,057
Old : 12,255: 0 4,233 0 8,855 4,965 8,855 9,198: 3,400 3,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 905: 0 217 0 692 453 692 670: 213 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.5 0.0 72.3 40.5 72.3 75.1: 27.7 24.9
Old : 100.0: 0.0 34.5 0.0 72.3 40.5 72.3 75.1: 27.7 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 4 0 14 15 14 19:
Old : 20: 0 4 0 14 15 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 : 42.8 39.7 61.5 54.8 38.1 36.2 52.9 49.8
Old : 42.8 39.7 61.5 54.8 38.1 36.2 52.9 49.8
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,164,815: 240,199 400,648 401,743 457,116 318,930 1,099,058 1,121,321: 65,757 43,494
Old : 1,164,815: 240,199 400,648 401,743 457,116 318,930 1,099,058 1,121,321: 65,757 43,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 191: -11,228 -4,263 10,633 2,495 -4,100 1,900 2,270: -1,709 -2,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 34.4 34.5 39.2 27.4 94.4 96.3: 5.6 3.7
Old : 100.0: 20.6 34.4 34.5 39.2 27.4 94.4 96.3: 5.6 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 : 278: 96 93 121 74 60 247 209:
Old : 278: 96 93 121 74 60 247 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 26.2 30.6 39.6 11.3 16.5 19.6 24.1
Old : 18.7 26.2 30.6 39.6 11.3 16.5 19.6 24.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 131,954: 46,074 48,769 24,812 58,399 55,989 129,285 129,570: 2,669 2,384
Old : 131,954: 46,074 48,769 24,812 58,399 55,989 129,285 129,570: 2,669 2,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -17,102: -41 -7,363 -1,336 -15,237 -8,315 -16,614 -17,014: -488 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 37.0 18.8 44.3 42.4 98.0 98.2: 2.0 1.8
Old : 100.0: 34.9 37.0 18.8 44.3 42.4 98.0 98.2: 2.0 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 : 43: 14 7 13 21 21 41 35:
Old : 43: 14 7 13 21 21 41 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 : 42.8 48.5 61.0 74.8 34.0 36.4 44.2 46.2
Old : 42.8 48.5 61.0 74.8 34.0 36.4 44.2 46.2
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,264,650: 510,452 32,229 626,539 1,085,274 1,581,800 2,222,265 2,240,568: 42,385 24,082
Old : 2,264,650: 510,452 32,229 626,539 1,085,274 1,581,800 2,222,265 2,240,568: 42,385 24,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -177,309: -64,543 9,704 -41,965 -72,025 -146,710 -178,533 -178,971: 1,224 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 1.4 27.7 47.9 69.8 98.1 98.9: 1.9 1.1
Old : 100.0: 22.5 1.4 27.7 47.9 69.8 98.1 98.9: 1.9 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 : 136: 34 10 37 81 75 126 115:
Old : 136: 34 10 37 81 75 126 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 26.9 38.2 45.1 12.9 18.9 21.9 28.3
Old : 24.1 26.9 38.2 45.1 12.9 18.9 21.9 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 838,183: 35,493 139,703 188,241 605,246 503,287 828,980 831,231: 9,203 6,952
Old : 838,183: 35,493 139,703 188,241 605,246 503,287 828,980 831,231: 9,203 6,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -132,499: -51,773 -88,357 -18,222 -68,172 -28,535 -138,167 -135,114: 5,668 2,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 16.7 22.5 72.2 60.0 98.9 99.2: 1.1 0.8
Old : 100.0: 4.2 16.7 22.5 72.2 60.0 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 : 73: 13 24 24 33 33 63 64:
Old : 73: 13 24 24 33 33 63 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 34.0 58.9 59.3 16.9 19.1 23.5 26.0
Old : 38.2 34.0 58.9 59.3 16.9 19.1 23.5 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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,535: 1,739 310 633 4,585 6,270 6,957 7,213: 578 322
Old : 7,535: 1,739 310 633 4,585 6,270 6,957 7,213: 578 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -120: 10 40 -50 -110 -105 -150 -115: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.1 8.4 60.8 83.2 92.3 95.7: 7.7 4.3
Old : 100.0: 23.1 4.1 8.4 60.8 83.2 92.3 95.7: 7.7 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 : 21: 5 1 5 12 14 18 19:
Old : 21: 5 1 5 12 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 45.1 79.4 74.8 39.5 37.6 52.9 54.3
Old : 56.0 45.1 79.4 74.8 39.5 37.6 52.9 54.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 31,415: 9,865 10,978 7,757 13,573 12,430 31,195 31,165: 220 250
Old : 31,415: 9,865 10,978 7,757 13,573 12,430 31,195 31,165: 220 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -50: 120 120 -135 0 -60 -15 -75: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 34.9 24.7 43.2 39.6 99.3 99.2: 0.7 0.8
Old : 100.0: 31.4 34.9 24.7 43.2 39.6 99.3 99.2: 0.7 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 : 39: 12 13 21 13 13 35 37:
Old : 39: 12 13 21 13 13 35 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 : 46.1 44.8 64.4 65.2 42.2 32.9 50.2 46.1
Old : 46.1 44.8 64.4 65.2 42.2 32.9 50.2 46.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 12,800: 5,500 3,460 3,335 3,570 5,380 12,405 12,175: 395 625
Old : 12,800: 5,500 3,460 3,335 3,570 5,380 12,405 12,175: 395 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -45: 0 -195 -45 0 0 -45 -240: 0 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 27.0 26.1 27.9 42.0 96.9 95.1: 3.1 4.9
Old : 100.0: 43.0 27.0 26.1 27.9 42.0 96.9 95.1: 3.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 11 16 8 10 26 26:
Old : 29: 7 11 16 8 10 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 : 66.3 41.4 82.3 63.5 46.8 30.5 57.2 44.0
Old : 66.3 41.4 82.3 63.5 46.8 30.5 57.2 44.0
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 21,452: 1,264 617 936 19,123 19,702 21,323 21,255: 129 197
Old : 21,452: 1,264 617 936 19,123 19,702 21,323 21,255: 129 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -529: -48 -1 0 -281 -394 -329 -395: -200 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.9 4.4 89.1 91.8 99.4 99.1: 0.6 0.9
Old : 100.0: 5.9 2.9 4.4 89.1 91.8 99.4 99.1: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 4 5 30 38 38 46:
Old : 53: 5 4 5 30 38 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 32.6 61.6 56.3 18.7 25.5 33.0 35.0
Old : 41.6 32.6 61.6 56.3 18.7 25.5 33.0 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,924: 60 0 33 2,136 2,333 2,229 2,366: 695 558
Old : 2,924: 60 0 33 2,136 2,333 2,229 2,366: 695 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 82: 2 0 -2 216 218 216 216: -134 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 1.1 73.1 79.8 76.2 80.9: 23.8 19.1
Old : 100.0: 2.1 0.0 1.1 73.1 79.8 76.2 80.9: 23.8 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 20 22 22 23:
Old : 25: 2 0 1 20 22 22 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 : 30.2 42.2 50.0 56.1 12.9 24.6 22.0 29.5
Old : 30.2 42.2 50.0 56.1 12.9 24.6 22.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,788: 166 536 90 2,225 1,891 2,481 2,517: 307 271
Old : 2,788: 166 536 90 2,225 1,891 2,481 2,517: 307 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 80: 25 -27 14 73 67 112 54: -32 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 19.2 3.2 79.8 67.8 89.0 90.3: 11.0 9.7
Old : 100.0: 6.0 19.2 3.2 79.8 67.8 89.0 90.3: 11.0 9.7
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 : 35: 2 2 2 29 29 32 32:
Old : 35: 2 2 2 29 29 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 34.7 44.2 54.8 27.7 28.4 37.5 38.3
Old : 29.4 34.7 44.2 54.8 27.7 28.4 37.5 38.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 55,451: 3,320 1,907 1,824 48,981 50,586 54,125 54,317: 1,326 1,134
Old : 55,451: 3,320 1,907 1,824 48,981 50,586 54,125 54,317: 1,326 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -7,681: -537 1,088 -1,706 -2,585 -2,828 -4,828 -3,446: -2,853 -4,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.4 3.3 88.3 91.2 97.6 98.0: 2.4 2.0
Old : 100.0: 6.0 3.4 3.3 88.3 91.2 97.6 98.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 3 25 28 30 31:
Old : 37: 3 2 3 25 28 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 65.7 76.3 79.6 57.6 64.8 72.6 76.9
Old : 59.4 65.7 76.3 79.6 57.6 64.8 72.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 6,140: 84 0 0 5,655 5,549 5,739 5,549: 401 591
Old : 6,140: 84 0 0 5,655 5,549 5,739 5,549: 401 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 92.1 90.4 93.5 90.4: 6.5 9.6
Old : 100.0: 1.4 0.0 0.0 92.1 90.4 93.5 90.4: 6.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 15 17 15:
Old : 22: 1 0 0 16 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 63.4 82.0 82.7 54.1 53.9 73.9 70.8
Old : 54.4 63.4 82.0 82.7 54.1 53.9 73.9 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,890: 1,250 294 1,576 10,000 11,504 12,826 13,374: 1,064 516
Old : 13,890: 1,250 294 1,576 10,000 11,504 12,826 13,374: 1,064 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 136: 0 0 0 126 136 126 136: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.1 11.3 72.0 82.8 92.3 96.3: 7.7 3.7
Old : 100.0: 9.0 2.1 11.3 72.0 82.8 92.3 96.3: 7.7 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 : 27: 2 1 3 21 19 24 22:
Old : 27: 2 1 3 21 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 53.3 73.2 77.4 41.5 47.4 54.8 58.6
Old : 47.9 53.3 73.2 77.4 41.5 47.4 54.8 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,622: 1,758 480 774 8,602 9,657 11,134 10,911: 488 711
Old : 11,622: 1,758 480 774 8,602 9,657 11,134 10,911: 488 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -574: -60 40 -40 -465 -829 -565 -829: -9 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 4.1 6.7 74.0 83.1 95.8 93.9: 4.2 6.1
Old : 100.0: 15.1 4.1 6.7 74.0 83.1 95.8 93.9: 4.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 16 17 18 20:
Old : 25: 2 1 2 16 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 38.8 67.2 63.6 35.2 36.3 54.6 55.1
Old : 42.2 38.8 67.2 63.6 35.2 36.3 54.6 55.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 18,588: 578 1,080 598 15,783 16,180 16,959 17,858: 1,629 730
Old : 18,588: 578 1,080 598 15,783 16,180 16,959 17,858: 1,629 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.8 3.2 84.9 87.0 91.2 96.1: 8.8 3.9
Old : 100.0: 3.1 5.8 3.2 84.9 87.0 91.2 96.1: 8.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 3 28 25 32 28:
Old : 34: 3 1 3 28 25 32 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 : 35.9 38.3 55.6 61.9 30.8 34.3 45.8 46.3
Old : 35.9 38.3 55.6 61.9 30.8 34.3 45.8 46.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 7,882: 938 0 192 4,921 5,813 6,051 6,005: 1,831 1,877
Old : 7,882: 938 0 192 4,921 5,813 6,051 6,005: 1,831 1,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 2.4 62.4 73.8 76.8 76.2: 23.2 23.8
Old : 100.0: 11.9 0.0 2.4 62.4 73.8 76.8 76.2: 23.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 15 18 16:
Old : 21: 1 0 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 39.5 53.5 59.5 27.0 33.0 45.1 49.4
Old : 33.7 39.5 53.5 59.5 27.0 33.0 45.1 49.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,865: 490 1,506 1,640 7,030 6,635 9,160 9,781: 1,705 1,084
Old : 10,865: 490 1,506 1,640 7,030 6,635 9,160 9,781: 1,705 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 12: 0 0 0 16 12 16 12: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.9 15.1 64.7 61.1 84.3 90.0: 15.7 10.0
Old : 100.0: 4.5 13.9 15.1 64.7 61.1 84.3 90.0: 15.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 3 16 16 19 19:
Old : 22: 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 : 53.3 44.4 72.4 68.7 27.7 30.4 37.7 40.9
Old : 53.3 44.4 72.4 68.7 27.7 30.4 37.7 40.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,745: 0 2,016 790 8,492 7,447 9,282 10,253: 1,463 492
Old : 10,745: 0 2,016 790 8,492 7,447 9,282 10,253: 1,463 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 11: 0 0 0 11 11 11 11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.8 7.4 79.0 69.3 86.4 95.4: 13.6 4.6
Old : 100.0: 0.0 18.8 7.4 79.0 69.3 86.4 95.4: 13.6 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 : 23: 0 3 3 19 13 22 16:
Old : 23: 0 3 3 19 13 22 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 : 43.9 54.3 65.2 82.2 41.9 48.3 54.1 65.6
Old : 43.9 54.3 65.2 82.2 41.9 48.3 54.1 65.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,775: 0 0 0 55,775 55,775 55,775 55,775: 0 0
Old : 55,775: 0 0 0 55,775 55,775 55,775 55,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 462: 0 0 0 462 462 462 462: 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 28 19 28 19:
Old : 33: 0 0 0 28 19 28 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 : 68.1 75.0 85.5 93.0 67.7 69.2 83.5 86.8
Old : 68.1 75.0 85.5 93.0 67.7 69.2 83.5 86.8
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 856,918: 0 0 0 856,918 856,918 856,918 856,918: 0 0
Old : 856,918: 0 0 0 856,918 856,918 856,918 856,918: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,096: 0 0 0 5,096 5,096 5,096 5,096: 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 : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 80.7 84.5 91.1 58.6 74.2 82.1 84.5
Old : 61.0 80.7 84.5 91.1 58.6 74.2 82.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 456,710: 44,656 372,209 0 412,054 84,501 456,710 456,710: 0 0
Old : 456,710: 44,656 372,209 0 412,054 84,501 456,710 456,710: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,504: 2,976 0 0 3,528 6,504 6,504 6,504: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 81.5 0.0 90.2 18.5 100.0 100.0: 0.0 0.0
Old : 100.0: 9.8 81.5 0.0 90.2 18.5 100.0 100.0: 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 : 21: 1 1 0 11 12 12 13:
Old : 21: 1 1 0 11 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 88.3 96.9 94.9 70.3 88.3 93.5 94.7
Old : 71.3 88.3 96.9 94.9 70.3 88.3 93.5 94.7
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 67,788: 805 0 0 66,728 67,661 67,533 67,661: 255 127
Old : 67,788: 805 0 0 66,728 67,661 67,533 67,661: 255 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 66: 0 0 0 66 66 66 66: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.4 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 1.2 0.0 0.0 98.4 99.8 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 : 38: 2 0 0 17 29 19 29:
Old : 38: 2 0 0 17 29 19 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 : 75.6 44.1 89.2 72.1 74.9 44.1 86.1 69.1
Old : 75.6 44.1 89.2 72.1 74.9 44.1 86.1 69.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 MEGAWATT HOURS) :
: : :
All : 901,206: 848 0 0 900,358 901,206 901,206 901,206: 0 0
Old : 901,206: 848 0 0 900,358 901,206 901,206 901,206: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 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 : 36: 1 0 0 20 25 21 25:
Old : 36: 1 0 0 20 25 21 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 : 68.8 45.6 85.8 67.6 66.5 45.6 77.2 63.2
Old : 68.8 45.6 85.8 67.6 66.5 45.6 77.2 63.2
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,647: 5,530 381 2,260 47,602 53,006 55,392 55,647: 255 0
Old : 55,647: 5,530 381 2,260 47,602 53,006 55,392 55,647: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 447: 0 381 0 447 66 447 447: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.7 4.1 85.5 95.3 99.5 100.0: 0.5 0.0
Old : 100.0: 9.9 0.7 4.1 85.5 95.3 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 2 28 21 31 24:
Old : 36: 3 1 2 28 21 31 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 : 39.8 49.3 61.0 72.4 35.1 42.9 55.4 61.4
Old : 39.8 49.3 61.0 72.4 35.1 42.9 55.4 61.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,114,702: 32,892 97,840 8,325 1,073,485 1,008,537 1,114,702 1,114,702: 0 0
Old : 1,114,702: 32,892 97,840 8,325 1,073,485 1,008,537 1,114,702 1,114,702: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,568: 0 0 0 -1,568 -1,568 -1,568 -1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.8 0.7 96.3 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 8.8 0.7 96.3 90.5 100.0 100.0: 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 : 41: 4 2 1 29 26 33 29:
Old : 41: 4 2 1 29 26 33 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 : 44.7 43.7 63.6 68.5 43.1 42.2 59.0 63.1
Old : 44.7 43.7 63.6 68.5 43.1 42.2 59.0 63.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 39,255: 0 3,520 0 39,235 35,480 39,235 39,000: 20 255
Old : 39,255: 0 3,520 0 39,235 35,480 39,235 39,000: 20 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 63: 0 63 0 63 0 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 99.9 90.4 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 9.0 0.0 99.9 90.4 99.9 99.4: 0.1 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 : 28: 0 3 0 20 15 20 18:
Old : 28: 0 3 0 20 15 20 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 : 60.4 78.7 84.0 93.1 57.7 68.6 74.1 79.0
Old : 60.4 78.7 84.0 93.1 57.7 68.6 74.1 79.0
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 36,220: 200 5,200 0 36,020 31,020 36,220 36,220: 0 0
Old : 36,220: 200 5,200 0 36,020 31,020 36,220 36,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 330: 0 0 0 330 330 330 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.4 0.0 99.4 85.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 14.4 0.0 99.4 85.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 16 22 17 23:
Old : 30: 1 1 0 16 22 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 : 66.3 64.2 87.4 81.9 53.2 46.6 67.6 64.3
Old : 66.3 64.2 87.4 81.9 53.2 46.6 67.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 23,957: 5,425 0 3,305 15,227 20,652 23,957 23,957: 0 0
Old : 23,957: 5,425 0 3,305 15,227 20,652 23,957 23,957: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 0.0 13.8 63.6 86.2 100.0 100.0: 0.0 0.0
Old : 100.0: 22.6 0.0 13.8 63.6 86.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 12 16 14 18:
Old : 23: 2 0 2 12 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 52.3 91.5 79.6 51.4 41.4 60.7 57.2
Old : 68.4 52.3 91.5 79.6 51.4 41.4 60.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 8,824: 126 0 0 8,379 7,400 8,505 7,400: 319 1,424
Old : 8,824: 126 0 0 8,379 7,400 8,505 7,400: 319 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 95.0 83.9 96.4 83.9: 3.6 16.1
Old : 100.0: 1.4 0.0 0.0 95.0 83.9 96.4 83.9: 3.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 15 15 16 15:
Old : 22: 1 0 0 15 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 53.0 82.2 74.5 54.0 50.3 74.5 65.4
Old : 59.3 53.0 82.2 74.5 54.0 50.3 74.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 23,243: 60 3,166 0 22,120 20,057 22,180 23,223: 1,063 20
Old : 23,243: 60 3,166 0 22,120 20,057 22,180 23,223: 1,063 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.6 0.0 95.2 86.3 95.4 99.9: 4.6 0.1
Old : 100.0: 0.3 13.6 0.0 95.2 86.3 95.4 99.9: 4.6 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 : 30: 1 3 0 20 15 21 18:
Old : 30: 1 3 0 20 15 21 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 : 46.7 78.1 68.3 91.0 45.4 70.4 63.6 83.2
Old : 46.7 78.1 68.3 91.0 45.4 70.4 63.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 12,820: 0 60 0 12,483 12,611 12,483 12,671: 337 149
Old : 12,820: 0 60 0 12,483 12,611 12,483 12,671: 337 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 97.4 98.4 97.4 98.8: 2.6 1.2
Old : 100.0: 0.0 0.5 0.0 97.4 98.4 97.4 98.8: 2.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 12 16 13:
Old : 21: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 66.0 86.7 91.7 53.2 61.2 78.9 76.0
Old : 55.3 66.0 86.7 91.7 53.2 61.2 78.9 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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 606,899: 0 20,963 23,400 583,499 562,536 606,899 606,899: 0 0
Old : 606,899: 0 20,963 23,400 583,499 562,536 606,899 606,899: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.9 96.1 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 3.9 96.1 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.9 77.5 81.6 91.5 51.2 56.8 64.2 67.5
Old : 57.9 77.5 81.6 91.5 51.2 56.8 64.2 67.5
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 877,626: 4,240 119,360 0 873,386 758,266 877,626 877,626: 0 0
Old : 877,626: 4,240 119,360 0 873,386 758,266 877,626 877,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,096: 0 0 0 5,096 5,096 5,096 5,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.6 0.0 99.5 86.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 13.6 0.0 99.5 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 : 29: 1 1 0 18 22 19 23:
Old : 29: 1 1 0 18 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 70.0 88.4 83.9 42.7 50.3 61.6 59.9
Old : 58.9 70.0 88.4 83.9 42.7 50.3 61.6 59.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 507,199: 77,317 6,226 57,406 372,476 443,567 507,199 507,199: 0 0
Old : 507,199: 77,317 6,226 57,406 372,476 443,567 507,199 507,199: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,568: 0 0 0 1,568 1,568 1,568 1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.2 11.3 73.4 87.5 100.0 100.0: 0.0 0.0
Old : 100.0: 15.2 1.2 11.3 73.4 87.5 100.0 100.0: 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 : 25: 2 1 2 15 17 18 19:
Old : 25: 2 1 2 15 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 49.6 78.2 78.5 37.7 34.9 48.6 46.8
Old : 53.8 49.6 78.2 78.5 37.7 34.9 48.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 237,016: 0 7,791 0 237,016 229,225 237,016 237,016: 0 0
Old : 237,016: 0 7,791 0 237,016 229,225 237,016 237,016: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 16 15 16 17:
Old : 24: 0 2 0 16 15 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 : 45.4 57.6 77.0 84.8 41.6 49.4 68.0 70.3
Old : 45.4 57.6 77.0 84.8 41.6 49.4 68.0 70.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 32,654: 1,095 0 63 30,784 32,305 31,942 32,368: 712 286
Old : 32,654: 1,095 0 63 30,784 32,305 31,942 32,368: 712 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 24: 0 0 0 0 30 0 30: 24 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.2 94.3 98.9 97.8 99.1: 2.2 0.9
Old : 100.0: 3.4 0.0 0.2 94.3 98.9 97.8 99.1: 2.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 1 35 35 37 36:
Old : 43: 2 0 1 35 35 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 55.1 64.1 73.2 40.4 44.1 48.9 52.7
Old : 44.4 55.1 64.1 73.2 40.4 44.1 48.9 52.7
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,596: 1,710 0 0 4,451 6,322 6,161 6,322: 435 274
Old : 6,596: 1,710 0 0 4,451 6,322 6,161 6,322: 435 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 -30 0 -30: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.0 0.0 67.5 95.8 93.4 95.8: 6.6 4.2
Old : 100.0: 25.9 0.0 0.0 67.5 95.8 93.4 95.8: 6.6 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 : 22: 2 0 0 13 17 15 17:
Old : 22: 2 0 0 13 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 51.7 87.0 78.1 58.2 44.5 63.7 58.2
Old : 64.9 51.7 87.0 78.1 58.2 44.5 63.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,517: 122 1,010 41 6,089 5,064 6,252 6,115: 265 402
Old : 6,517: 122 1,010 41 6,089 5,064 6,252 6,115: 265 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 60: 0 0 0 105 117 105 117: -45 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 15.5 0.6 93.4 77.7 95.9 93.8: 4.1 6.2
Old : 100.0: 1.9 15.5 0.6 93.4 77.7 95.9 93.8: 4.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 1 24 25 26 29:
Old : 34: 2 3 1 24 25 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 42.8 64.3 62.8 45.4 39.5 59.4 55.9
Old : 48.1 42.8 64.3 62.8 45.4 39.5 59.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,783: 795 0 0 8,498 9,389 9,293 9,389: 490 394
Old : 9,783: 795 0 0 8,498 9,389 9,293 9,389: 490 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.0 0.0 86.9 96.0 95.0 96.0: 5.0 4.0
Old : 100.0: 8.1 0.0 0.0 86.9 96.0 95.0 96.0: 5.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 18 20 20 20:
Old : 30: 2 0 0 18 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 49.2 78.3 74.3 55.2 47.1 68.8 65.3
Old : 55.2 49.2 78.3 74.3 55.2 47.1 68.8 65.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,448: 104 0 0 3,913 4,199 4,017 4,199: 431 249
Old : 4,448: 104 0 0 3,913 4,199 4,017 4,199: 431 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 84: 0 0 0 29 -7 29 -7: 55 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 88.0 94.4 90.3 94.4: 9.7 5.6
Old : 100.0: 2.3 0.0 0.0 88.0 94.4 90.3 94.4: 9.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 15 17 15:
Old : 21: 1 0 0 16 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 58.9 83.7 83.5 70.1 58.4 78.6 80.5
Old : 71.7 58.9 83.7 83.5 70.1 58.4 78.6 80.5
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,473,345: 336,952 138,874 480,783 584,809 784,502 1,402,544 1,404,159: 70,801 69,186
Old : 1,473,345: 336,952 138,874 480,783 584,809 784,502 1,402,544 1,404,159: 70,801 69,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,307: -7,928 -11,299 12,704 -8,377 -989 -3,601 416: 294 -3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.4 32.6 39.7 53.2 95.2 95.3: 4.8 4.7
Old : 100.0: 22.9 9.4 32.6 39.7 53.2 95.2 95.3: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 112 78 136 85 96 269 255:
Old : 311: 112 78 136 85 96 269 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 15.7 28.8 26.0 13.9 10.9 19.9 17.6
Old : 18.8 15.7 28.8 26.0 13.9 10.9 19.9 17.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 177,062: 60,285 15,058 3,551 67,609 109,771 131,445 128,380: 45,617 48,682
Old : 177,062: 60,285 15,058 3,551 67,609 109,771 131,445 128,380: 45,617 48,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 2,329: 513 865 -41 1,524 792 1,996 1,616: 333 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 8.5 2.0 38.2 62.0 74.2 72.5: 25.8 27.5
Old : 100.0: 34.0 8.5 2.0 38.2 62.0 74.2 72.5: 25.8 27.5
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 : 31: 4 6 5 17 20 25 27:
Old : 31: 4 6 5 17 20 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 37.9 60.5 50.9 39.5 37.5 55.9 48.6
Old : 39.9 37.9 60.5 50.9 39.5 37.5 55.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 67,490: 6,955 2,553 5,881 52,380 52,384 65,216 60,818: 2,274 6,672
Old : 67,490: 6,955 2,553 5,881 52,380 52,384 65,216 60,818: 2,274 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 128: 9 0 100 20 -141 129 -41: -1 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.8 8.7 77.6 77.6 96.6 90.1: 3.4 9.9
Old : 100.0: 10.3 3.8 8.7 77.6 77.6 96.6 90.1: 3.4 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 : 27: 5 3 6 17 16 26 22:
Old : 27: 5 3 6 17 16 26 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 : 39.1 47.4 66.3 70.2 21.7 18.4 28.7 22.7
Old : 39.1 47.4 66.3 70.2 21.7 18.4 28.7 22.7
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 53,499: 3,035 2,523 11,334 36,994 37,650 51,363 51,507: 2,136 1,992
Old : 53,499: 3,035 2,523 11,334 36,994 37,650 51,363 51,507: 2,136 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -273: 6 0 100 -579 -323 -473 -223: 200 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.7 21.2 69.1 70.4 96.0 96.3: 4.0 3.7
Old : 100.0: 5.7 4.7 21.2 69.1 70.4 96.0 96.3: 4.0 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 : 20: 2 3 4 14 13 18 19:
Old : 20: 2 3 4 14 13 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.8 72.3 72.8 17.5 17.6 21.2 21.7
Old : 47.7 45.8 72.3 72.8 17.5 17.6 21.2 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 54,589: 0 3,532 496 28,186 27,176 28,682 31,204: 25,907 23,385
Old : 54,589: 0 3,532 496 28,186 27,176 28,682 31,204: 25,907 23,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 83: 0 0 0 -1,528 -337 -1,528 -337: 1,611 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.9 51.6 49.8 52.5 57.2: 47.5 42.8
Old : 100.0: 0.0 6.5 0.9 51.6 49.8 52.5 57.2: 47.5 42.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 16 17 19 20:
Old : 21: 0 3 3 16 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.2 45.6 42.6 23.5 22.7 29.1 29.6
Old : 34.8 30.2 45.6 42.6 23.5 22.7 29.1 29.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,855: 4,179 7,333 8,730 13,011 10,143 25,920 26,206: 2,935 2,649
Old : 28,855: 4,179 7,333 8,730 13,011 10,143 25,920 26,206: 2,935 2,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -98: 11 195 -52 0 0 -41 143: -57 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 25.4 30.3 45.1 35.2 89.8 90.8: 10.2 9.2
Old : 100.0: 14.5 25.4 30.3 45.1 35.2 89.8 90.8: 10.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 6 6 12 12 19 21:
Old : 24: 3 6 6 12 12 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 : 54.3 46.5 72.9 67.6 23.6 24.9 33.1 31.9
Old : 54.3 46.5 72.9 67.6 23.6 24.9 33.1 31.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 28,532: 22,691 3,149 297 2,892 24,275 25,880 27,721: 2,652 811
Old : 28,532: 22,691 3,149 297 2,892 24,275 25,880 27,721: 2,652 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 2,207: 1,892 -350 82 151 2,462 2,125 2,194: 82 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 11.0 1.0 10.1 85.1 90.7 97.2: 9.3 2.8
Old : 100.0: 79.5 11.0 1.0 10.1 85.1 90.7 97.2: 9.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 85 26 9 17 36 109 69:
Old : 166: 85 26 9 17 36 109 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.7 45.8 52.5 34.6 35.7 45.8 52.5
Old : 34.6 35.7 45.8 52.5 34.6 35.7 45.8 52.5
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 59,593: 43,479 7,423 445 8,857 49,479 52,781 57,347: 6,812 2,246
Old : 59,593: 43,479 7,423 445 8,857 49,479 52,781 57,347: 6,812 2,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,873: -217 2,091 -657 -1,303 -4,502 -2,177 -3,068: -696 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 12.5 0.7 14.9 83.0 88.6 96.2: 11.4 3.8
Old : 100.0: 73.0 12.5 0.7 14.9 83.0 88.6 96.2: 11.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 96 31 13 29 29 131 67:
Old : 175: 96 31 13 29 29 131 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 : 24.9 46.3 35.3 61.8 24.9 45.6 34.9 61.1
Old : 24.9 46.3 35.3 61.8 24.9 45.6 34.9 61.1
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 281,699: 99,492 29,180 38,656 118,209 203,607 256,357 271,443: 25,342 10,256
Old : 281,699: 99,492 29,180 38,656 118,209 203,607 256,357 271,443: 25,342 10,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -11,540: 3,890 1,831 -2,697 -12,732 -7,041 -11,539 -7,907: -1 -3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 10.4 13.7 42.0 72.3 91.0 96.4: 9.0 3.6
Old : 100.0: 35.3 10.4 13.7 42.0 72.3 91.0 96.4: 9.0 3.6
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 : 197: 75 21 46 68 82 165 137:
Old : 197: 75 21 46 68 82 165 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 19.2 26.4 33.6 12.0 13.7 19.2 23.4
Old : 16.5 19.2 26.4 33.6 12.0 13.7 19.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 13,160: 3,877 937 259 7,181 8,048 11,317 9,244: 1,843 3,916
Old : 13,160: 3,877 937 259 7,181 8,048 11,317 9,244: 1,843 3,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 20: 3 -34 14 0 2 17 -18: 3 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.1 2.0 54.6 61.2 86.0 70.2: 14.0 29.8
Old : 100.0: 29.5 7.1 2.0 54.6 61.2 86.0 70.2: 14.0 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 16 17 19 21:
Old : 25: 2 2 3 16 17 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 : 52.8 29.9 70.5 49.6 48.8 26.6 57.8 41.3
Old : 52.8 29.9 70.5 49.6 48.8 26.6 57.8 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 9,428: 0 0 200 8,071 8,094 8,271 8,294: 1,157 1,134
Old : 9,428: 0 0 200 8,071 8,094 8,271 8,294: 1,157 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -60: 0 0 0 -50 -110 -50 -110: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 2.1 85.6 85.9 87.7 88.0: 12.3 12.0
Old : 100.0: 0.0 0.0 2.1 85.6 85.9 87.7 88.0: 12.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 1 19 16 20 17:
Old : 21: 0 0 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 46.9 65.8 71.6 35.7 35.8 45.8 49.9
Old : 47.6 46.9 65.8 71.6 35.7 35.8 45.8 49.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,431: 11,396 400 216 8,438 18,308 20,050 18,924: 1,381 2,507
Old : 21,431: 11,396 400 216 8,438 18,308 20,050 18,924: 1,381 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 612: 845 0 0 -232 486 613 486: -1 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 1.9 1.0 39.4 85.4 93.6 88.3: 6.4 11.7
Old : 100.0: 53.2 1.9 1.0 39.4 85.4 93.6 88.3: 6.4 11.7
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: 3 1 1 12 17 15 19:
Old : 22: 3 1 1 12 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 : 76.7 59.2 88.7 71.3 74.6 59.0 80.3 69.3
Old : 76.7 59.2 88.7 71.3 74.6 59.0 80.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,545: 685 465 135 7,695 7,945 8,515 8,545: 30 0
Old : 8,545: 685 465 135 7,695 7,945 8,515 8,545: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.4 1.6 90.1 93.0 99.6 100.0: 0.4 0.0
Old : 100.0: 8.0 5.4 1.6 90.1 93.0 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 : 22: 4 1 1 10 14 15 15:
Old : 22: 4 1 1 10 14 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 : 71.6 75.8 89.5 93.4 61.8 66.6 70.6 71.6
Old : 71.6 75.8 89.5 93.4 61.8 66.6 70.6 71.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,557: 150 3,545 436 9,971 6,379 10,557 10,360: 0 197
Old : 10,557: 150 3,545 436 9,971 6,379 10,557 10,360: 0 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 102: 0 223 -32 134 -89 102 102: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 33.6 4.1 94.4 60.4 100.0 98.1: 0.0 1.9
Old : 100.0: 1.4 33.6 4.1 94.4 60.4 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 6 4 32 26 36 34:
Old : 43: 1 6 4 32 26 36 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 : 38.5 56.7 58.1 72.4 36.4 53.9 53.8 64.5
Old : 38.5 56.7 58.1 72.4 36.4 53.9 53.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 45,789: 2,712 850 0 42,559 44,899 45,271 45,749: 518 40
Old : 45,789: 2,712 850 0 42,559 44,899 45,271 45,749: 518 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,638: 0 50 0 1,638 1,588 1,638 1,638: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.9 0.0 92.9 98.1 98.9 99.9: 1.1 0.1
Old : 100.0: 5.9 1.9 0.0 92.9 98.1 98.9 99.9: 1.1 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 : 62: 8 3 0 44 35 52 38:
Old : 62: 8 3 0 44 35 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 48.9 64.8 70.1 41.5 44.5 51.0 62.7
Old : 52.9 48.9 64.8 70.1 41.5 44.5 51.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,209: 650 50 300 8,103 8,859 9,053 9,209: 156 0
Old : 9,209: 650 50 300 8,103 8,859 9,053 9,209: 156 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,076: 0 -600 300 776 1,376 1,076 1,076: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.5 3.3 88.0 96.2 98.3 100.0: 1.7 0.0
Old : 100.0: 7.1 0.5 3.3 88.0 96.2 98.3 100.0: 1.7 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 : 23: 1 1 1 17 11 19 12:
Old : 23: 1 1 1 17 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 82.8 75.3 95.8 44.1 65.2 56.6 67.9
Old : 57.5 82.8 75.3 95.8 44.1 65.2 56.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,331: 589 400 0 16,519 16,931 17,108 17,331: 223 0
Old : 17,331: 589 400 0 16,519 16,931 17,108 17,331: 223 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,275: 50 0 0 1,225 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.3 0.0 95.3 97.7 98.7 100.0: 1.3 0.0
Old : 100.0: 3.4 2.3 0.0 95.3 97.7 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 0 22 20 24 22:
Old : 33: 2 2 0 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 57.8 70.6 78.5 15.5 19.4 25.6 27.0
Old : 51.4 57.8 70.6 78.5 15.5 19.4 25.6 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,879: 1,300 8,429 100 14,429 7,300 15,829 15,829: 50 50
Old : 15,879: 1,300 8,429 100 14,429 7,300 15,829 15,829: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 150: 0 0 0 100 100 100 100: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 53.1 0.6 90.9 46.0 99.7 99.7: 0.3 0.3
Old : 100.0: 8.2 53.1 0.6 90.9 46.0 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 4 3 31 21 36 28:
Old : 46: 5 4 3 31 21 36 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 : 52.9 68.7 66.2 83.9 49.4 65.8 62.2 77.2
Old : 52.9 68.7 66.2 83.9 49.4 65.8 62.2 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,474: 1,998 1,928 0 5,446 5,546 7,444 7,474: 30 0
Old : 7,474: 1,998 1,928 0 5,446 5,546 7,444 7,474: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.8 0.0 72.9 74.2 99.6 100.0: 0.4 0.0
Old : 100.0: 26.7 25.8 0.0 72.9 74.2 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 : 22: 2 2 0 11 13 13 15:
Old : 22: 2 2 0 11 13 13 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 : 79.0 78.9 93.7 92.5 73.8 74.0 84.5 82.9
Old : 79.0 78.9 93.7 92.5 73.8 74.0 84.5 82.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 64,829: 3,983 4,239 12,066 48,662 48,402 64,711 64,707: 118 122
Old : 64,829: 3,983 4,239 12,066 48,662 48,402 64,711 64,707: 118 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 41: 792 -51 36 -751 131 77 116: -36 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.5 18.6 75.1 74.7 99.8 99.8: 0.2 0.2
Old : 100.0: 6.1 6.5 18.6 75.1 74.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 7 9 7 43 47 53 60:
Old : 70: 7 9 7 43 47 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 42.5 60.3 63.1 16.0 21.1 24.1 28.8
Old : 39.1 42.5 60.3 63.1 16.0 21.1 24.1 28.8
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,800: 521 0 50 5,013 5,291 5,584 5,341: 216 459
Old : 5,800: 521 0 50 5,013 5,291 5,584 5,341: 216 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.9 86.4 91.2 96.3 92.1: 3.7 7.9
Old : 100.0: 9.0 0.0 0.9 86.4 91.2 96.3 92.1: 3.7 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 : 22: 3 0 1 14 14 17 15:
Old : 22: 3 0 1 14 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 : 57.0 57.4 78.8 80.8 40.3 49.7 53.8 57.3
Old : 57.0 57.4 78.8 80.8 40.3 49.7 53.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,999: 1,544 0 180 2,265 3,549 3,989 3,729: 10 270
Old : 3,999: 1,544 0 180 2,265 3,549 3,989 3,729: 10 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 0.0 4.5 56.6 88.7 99.7 93.2: 0.3 6.8
Old : 100.0: 38.6 0.0 4.5 56.6 88.7 99.7 93.2: 0.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 2 16 8 20 10:
Old : 21: 4 0 2 16 8 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 70.2 74.9 90.0 48.3 59.7 66.2 68.0
Old : 50.8 70.2 74.9 90.0 48.3 59.7 66.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,411: 232 5,075 1,260 17,787 12,620 19,279 18,955: 132 456
Old : 19,411: 232 5,075 1,260 17,787 12,620 19,279 18,955: 132 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 791: -153 0 108 836 621 791 729: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 26.1 6.5 91.6 65.0 99.3 97.7: 0.7 2.3
Old : 100.0: 1.2 26.1 6.5 91.6 65.0 99.3 97.7: 0.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 6 3 27 24 30 32:
Old : 40: 2 6 3 27 24 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 44.4 74.3 69.2 41.3 32.2 47.8 43.6
Old : 50.0 44.4 74.3 69.2 41.3 32.2 47.8 43.6
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,426: 3,742 1,966 785 22,212 20,817 26,739 23,568: 687 3,858
Old : 27,426: 3,742 1,966 785 22,212 20,817 26,739 23,568: 687 3,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 473: 116 42 0 365 464 481 506: -8 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.2 2.9 81.0 75.9 97.5 85.9: 2.5 14.1
Old : 100.0: 13.6 7.2 2.9 81.0 75.9 97.5 85.9: 2.5 14.1
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 : 34: 4 2 1 23 25 27 28:
Old : 34: 4 2 1 23 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 : 48.0 30.9 65.8 48.2 44.1 29.6 58.5 44.5
Old : 48.0 30.9 65.8 48.2 44.1 29.6 58.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013