GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 52,455: 486 0 347 51,149 51,857 51,982 52,204: 473 251
Old : 52,455: 486 0 347 51,149 51,857 51,982 52,204: 473 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,587: 121 0 -205 3,675 3,849 3,591 3,644: -4 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.7 97.5 98.9 99.1 99.5: 0.9 0.5
Old : 100.0: 0.9 0.0 0.7 97.5 98.9 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 0 1 39 44 41 45:
Old : 53: 2 0 1 39 44 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.3 62.1 59.0 13.4 13.8 22.1 20.2
Old : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 18,701: 0 0 0 18,534 18,661 18,534 18,661: 167 40
Old : 18,701: 0 0 0 18,534 18,661 18,534 18,661: 167 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,921: 0 0 0 1,921 1,921 1,921 1,921: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 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 : 33: 0 0 0 21 32 21 32:
Old : 33: 0 0 0 21 32 21 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 : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
Old : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 10,826: 0 532 249 9,533 9,068 9,782 9,849: 1,044 977
Old : 10,826: 0 532 249 9,533 9,068 9,782 9,849: 1,044 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 435: 0 73 -3 351 328 348 398: 87 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 2.3 88.1 83.8 90.4 91.0: 9.6 9.0
Old : 100.0: 0.0 4.9 2.3 88.1 83.8 90.4 91.0: 9.6 9.0
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 : 42: 0 2 2 34 39 36 42:
Old : 42: 0 2 2 34 39 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
Old : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 6,898: 771 38 192 5,217 5,904 6,180 6,134: 718 764
Old : 6,898: 771 38 192 5,217 5,904 6,180 6,134: 718 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 137: 8 -31 -25 100 228 83 172: 54 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.6 2.8 75.6 85.6 89.6 88.9: 10.4 11.1
Old : 100.0: 11.2 0.6 2.8 75.6 85.6 89.6 88.9: 10.4 11.1
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 : 54: 4 1 5 43 46 48 52:
Old : 54: 4 1 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 : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
Old : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 4,051: 85 0 62 3,574 3,089 3,721 3,151: 330 900
Old : 4,051: 85 0 62 3,574 3,089 3,721 3,151: 330 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 64: 0 0 0 45 93 45 93: 19 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 1.5 88.2 76.3 91.9 77.8: 8.1 22.2
Old : 100.0: 2.1 0.0 1.5 88.2 76.3 91.9 77.8: 8.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 19 23 21 24:
Old : 26: 1 0 1 19 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
Old : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 2,984: 124 512 6 2,172 2,181 2,302 2,699: 682 285
Old : 2,984: 124 512 6 2,172 2,181 2,302 2,699: 682 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 62: 34 20 -4 36 86 66 102: -4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.2 0.2 72.8 73.1 77.1 90.4: 22.9 9.6
Old : 100.0: 4.2 17.2 0.2 72.8 73.1 77.1 90.4: 22.9 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 : 30: 2 3 1 21 21 23 25:
Old : 30: 2 3 1 21 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
Old : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 2,036: 13 0 13 1,571 1,728 1,597 1,741: 439 295
Old : 2,036: 13 0 13 1,571 1,728 1,597 1,741: 439 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: -10 -5 -35 31 39 -14 -1: 16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.6 77.2 84.9 78.4 85.5: 21.6 14.5
Old : 100.0: 0.6 0.0 0.6 77.2 84.9 78.4 85.5: 21.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 15 17 16:
Old : 20: 1 0 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Old : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 9,447: 0 0 0 9,261 9,321 9,261 9,321: 186 126
Old : 9,447: 0 0 0 9,261 9,321 9,261 9,321: 186 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 673: 0 0 0 673 673 673 673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 98.7 98.0 98.7: 2.0 1.3
Old : 100.0: 0.0 0.0 0.0 98.0 98.7 98.0 98.7: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 16 16 16 16:
Old : 25: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
Old : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 29,665: 0 938 35 29,390 28,692 29,425 29,665: 240 0
Old : 29,665: 0 938 35 29,390 28,692 29,425 29,665: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 463: 0 195 -12 475 280 463 463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.1 99.1 96.7 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 3.2 0.1 99.1 96.7 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 1 29 26 30 27:
Old : 36: 0 1 1 29 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
Old : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 303,896: 49,197 28,664 47,330 162,260 205,228 258,787 281,222: 45,108 22,674
Old : 303,896: 49,197 28,664 47,330 162,260 205,228 258,787 281,222: 45,108 22,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -9,502: -1,152 -1,537 -2,981 -1,770 -1,584 -5,902 -6,102: -3,600 -3,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.4 15.6 53.4 67.5 85.2 92.5: 14.8 7.5
Old : 100.0: 16.2 9.4 15.6 53.4 67.5 85.2 92.5: 14.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 44 24 38 71 85 134 130:
Old : 160: 44 24 38 71 85 134 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 23.2 25.7 33.9 8.5 12.0 15.4 17.9
Old : 16.7 23.2 25.7 33.9 8.5 12.0 15.4 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 44,277: 0 8,975 13,386 29,331 20,666 42,717 43,027: 1,560 1,250
Old : 44,277: 0 8,975 13,386 29,331 20,666 42,717 43,027: 1,560 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -2,562: 0 -1,363 -249 -2,309 -831 -2,559 -2,443: -4 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.3 30.2 66.2 46.7 96.5 97.2: 3.5 2.8
Old : 100.0: 0.0 20.3 30.2 66.2 46.7 96.5 97.2: 3.5 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 : 20: 0 5 5 15 15 20 20:
Old : 20: 0 5 5 15 15 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 : 45.7 54.3 70.4 75.2 18.2 20.7 21.6 22.8
Old : 45.7 54.3 70.4 75.2 18.2 20.7 21.6 22.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 16,158: 259 3,341 200 15,681 12,617 16,140 16,158: 18 0
Old : 16,158: 259 3,341 200 15,681 12,617 16,140 16,158: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,858: 0 900 -50 1,908 1,549 1,858 2,399: 0 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.7 1.2 97.0 78.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 20.7 1.2 97.0 78.1 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 : 62: 2 4 2 43 42 46 48:
Old : 62: 2 4 2 43 42 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Old : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 10,203: 758 50 50 9,341 10,103 10,149 10,203: 54 0
Old : 10,203: 758 50 50 9,341 10,103 10,149 10,203: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 258: -12 50 50 250 158 288 258: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.5 0.5 91.6 99.0 99.5 100.0: 0.5 0.0
Old : 100.0: 7.4 0.5 0.5 91.6 99.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 1 1 22 23 27 24:
Old : 34: 4 1 1 22 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Old : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Old : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 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 : 21: 0 0 0 13 14 13 14:
Old : 21: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Old : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 1,245,201: 270,285 398,264 447,825 453,307 350,319 1,171,417 1,196,408: 73,785 48,793
Old : 1,245,201: 270,285 398,264 447,825 453,307 350,319 1,171,417 1,196,408: 73,785 48,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 39,073: 22,788 7,771 4,776 18,248 31,746 45,812 44,292: -6,739 -5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 32.0 36.0 36.4 28.1 94.1 96.1: 5.9 3.9
Old : 100.0: 21.7 32.0 36.0 36.4 28.1 94.1 96.1: 5.9 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 : 348: 115 140 150 78 75 286 280:
Old : 348: 115 140 150 78 75 286 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 23.9 31.6 36.5 12.3 16.7 20.5 22.4
Old : 19.1 23.9 31.6 36.5 12.3 16.7 20.5 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 2,321,706: 99,584 163,333 936,755 1,279,609 1,212,762 2,315,948 2,312,849: 5,759 8,857
Old : 2,321,706: 99,584 163,333 936,755 1,279,609 1,212,762 2,315,948 2,312,849: 5,759 8,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -37,788: 5,035 11,651 -31,979 -11,699 -17,921 -38,643 -38,248: 855 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.0 40.3 55.1 52.2 99.8 99.6: 0.2 0.4
Old : 100.0: 4.3 7.0 40.3 55.1 52.2 99.8 99.6: 0.2 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 : 145: 42 37 56 63 57 129 126:
Old : 145: 42 37 56 63 57 129 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 33.8 53.5 56.4 5.5 5.5 7.9 7.3
Old : 33.6 33.8 53.5 56.4 5.5 5.5 7.9 7.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 92,611: 15,951 11,580 22,091 51,984 57,149 90,026 90,820: 2,585 1,791
Old : 92,611: 15,951 11,580 22,091 51,984 57,149 90,026 90,820: 2,585 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29,257: -1,210 -421 3,846 26,702 26,254 29,338 29,679: -81 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 23.9 56.1 61.7 97.2 98.1: 2.8 1.9
Old : 100.0: 17.2 12.5 23.9 56.1 61.7 97.2 98.1: 2.8 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 : 24: 7 6 12 10 10 22 23:
Old : 24: 7 6 12 10 10 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 : 71.8 73.7 86.9 88.9 16.3 14.4 17.8 17.8
Old : 71.8 73.7 86.9 88.9 16.3 14.4 17.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 119,552: 60,508 49,919 44,000 13,983 25,052 118,491 118,971: 1,060 580
Old : 119,552: 60,508 49,919 44,000 13,983 25,052 118,491 118,971: 1,060 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,303: 3,011 3,125 -1,569 -65 -338 1,377 1,218: -74 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 41.8 36.8 11.7 21.0 99.1 99.5: 0.9 0.5
Old : 100.0: 50.6 41.8 36.8 11.7 21.0 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 17 18 11 16 31 40:
Old : 44: 9 17 18 11 16 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 53.3 89.4 78.5 48.1 32.3 53.3 45.8
Old : 79.4 53.3 89.4 78.5 48.1 32.3 53.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 52,789: 0 7,806 2,438 46,580 34,534 49,018 44,778: 3,771 8,011
Old : 52,789: 0 7,806 2,438 46,580 34,534 49,018 44,778: 3,771 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 62 0 0 0 0 62: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 4.6 88.2 65.4 92.9 84.8: 7.1 15.2
Old : 100.0: 0.0 14.8 4.6 88.2 65.4 92.9 84.8: 7.1 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 12 14 15 17:
Old : 20: 0 3 3 12 14 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 : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
Old : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 85,964: 173 705 3,270 73,364 71,952 76,807 75,927: 9,157 10,037
Old : 85,964: 173 705 3,270 73,364 71,952 76,807 75,927: 9,157 10,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -522: -60 -73 -3 -459 -446 -522 -522: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 3.8 85.3 83.7 89.3 88.3: 10.7 11.7
Old : 100.0: 0.2 0.8 3.8 85.3 83.7 89.3 88.3: 10.7 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 : 25: 1 2 3 17 17 20 20:
Old : 25: 1 2 3 17 17 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 : 45.1 39.6 67.6 63.6 33.5 34.9 53.5 55.2
Old : 45.1 39.6 67.6 63.6 33.5 34.9 53.5 55.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 2,809,751: 543,537 328,124 764,162 1,466,385 1,695,481 2,774,084 2,787,767: 35,667 21,984
Old : 2,809,751: 543,537 328,124 764,162 1,466,385 1,695,481 2,774,084 2,787,767: 35,667 21,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 23,154: 40,050 51,436 -17,598 -3,752 -10,052 18,700 23,786: 4,454 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.7 27.2 52.2 60.3 98.7 99.2: 1.3 0.8
Old : 100.0: 19.3 11.7 27.2 52.2 60.3 98.7 99.2: 1.3 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 : 156: 34 23 48 92 86 149 137:
Old : 156: 34 23 48 92 86 149 137:
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 : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
Old : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 1,268,111: 284,454 117,525 261,652 717,386 886,903 1,263,492 1,266,080: 4,619 2,031
Old : 1,268,111: 284,454 117,525 261,652 717,386 886,903 1,263,492 1,266,080: 4,619 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -33,654: 5,157 -15,171 -25,254 -13,714 7,024 -33,811 -33,401: 157 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.3 20.6 56.6 69.9 99.6 99.8: 0.4 0.2
Old : 100.0: 22.4 9.3 20.6 56.6 69.9 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 : 87: 19 20 31 40 41 74 77:
Old : 87: 19 20 31 40 41 74 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
Old : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 13,071: 357 601 325 12,065 11,920 12,747 12,846: 324 225
Old : 13,071: 357 601 325 12,065 11,920 12,747 12,846: 324 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 635: 56 94 -1 645 488 700 581: -65 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.6 2.5 92.3 91.2 97.5 98.3: 2.5 1.7
Old : 100.0: 2.7 4.6 2.5 92.3 91.2 97.5 98.3: 2.5 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 : 55: 4 4 5 36 38 43 44:
Old : 55: 4 4 5 36 38 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 32.5 52.8 53.6 20.3 26.3 32.2 38.0
Old : 35.3 32.5 52.8 53.6 20.3 26.3 32.2 38.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 2,132: 131 0 29 1,176 1,407 1,336 1,436: 796 696
Old : 2,132: 131 0 29 1,176 1,407 1,336 1,436: 796 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: 0 0 0 16 -64 16 -64: -14 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.4 55.2 66.0 62.7 67.4: 37.3 32.6
Old : 100.0: 6.1 0.0 1.4 55.2 66.0 62.7 67.4: 37.3 32.6
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 : 20: 2 0 1 16 17 18 18:
Old : 20: 2 0 1 16 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Old : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 1,894: 25 432 46 1,547 1,134 1,618 1,612: 276 282
Old : 1,894: 25 432 46 1,547 1,134 1,618 1,612: 276 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 215: -24 3 22 189 224 187 249: 28 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 22.8 2.4 81.7 59.9 85.4 85.1: 14.6 14.9
Old : 100.0: 1.3 22.8 2.4 81.7 59.9 85.4 85.1: 14.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 2 23 20 25 24:
Old : 31: 1 3 2 23 20 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 : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
Old : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 233,211: 16,059 2,110 37,058 177,420 192,522 230,536 231,689: 2,674 1,521
Old : 233,211: 16,059 2,110 37,058 177,420 192,522 230,536 231,689: 2,674 1,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -13,519: -956 -58 -2,679 -9,528 -10,490 -13,162 -13,227: -357 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.9 15.9 76.1 82.6 98.9 99.3: 1.1 0.7
Old : 100.0: 6.9 0.9 15.9 76.1 82.6 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 6 32 32 39 38:
Old : 41: 5 2 6 32 32 39 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 : 39.8 40.0 69.9 72.3 11.7 14.0 16.0 18.1
Old : 39.8 40.0 69.9 72.3 11.7 14.0 16.0 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 37,695: 4,510 448 4,313 27,730 32,348 36,553 37,109: 1,142 586
Old : 37,695: 4,510 448 4,313 27,730 32,348 36,553 37,109: 1,142 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -708: 139 -30 -219 -626 -477 -706 -726: -2 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.2 11.4 73.6 85.8 97.0 98.4: 3.0 1.6
Old : 100.0: 12.0 1.2 11.4 73.6 85.8 97.0 98.4: 3.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 24 23 27 27:
Old : 32: 2 2 3 24 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 56.2 74.4 76.7 30.0 27.5 35.3 34.1
Old : 52.4 56.2 74.4 76.7 30.0 27.5 35.3 34.1
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 with Delta-adjusted Options and Futures Combined, January 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 : 13,349: 3,638 1,054 553 8,310 11,404 12,501 13,011: 848 338
Old : 13,349: 3,638 1,054 553 8,310 11,404 12,501 13,011: 848 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -361: 76 0 -17 -577 -435 -518 -452: 157 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.9 4.1 62.3 85.4 93.6 97.5: 6.4 2.5
Old : 100.0: 27.3 7.9 4.1 62.3 85.4 93.6 97.5: 6.4 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 : 25: 2 1 2 17 17 20 19:
Old : 25: 2 1 2 17 17 20 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 : 53.9 41.3 74.1 66.1 50.4 29.9 56.5 48.6
Old : 53.9 41.3 74.1 66.1 50.4 29.9 56.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 28,632: 1,540 2,690 274 24,427 23,992 26,241 26,956: 2,391 1,676
Old : 28,632: 1,540 2,690 274 24,427 23,992 26,241 26,956: 2,391 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -110: -120 0 -180 292 60 -8 -120: -102 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.4 1.0 85.3 83.8 91.6 94.1: 8.4 5.9
Old : 100.0: 5.4 9.4 1.0 85.3 83.8 91.6 94.1: 8.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 25 22 28 25:
Old : 29: 2 1 3 25 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 51.6 58.6 74.1 22.2 45.4 35.7 54.6
Old : 39.2 51.6 58.6 74.1 22.2 45.4 35.7 54.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 10,220: 2,382 0 380 6,121 7,896 8,883 8,276: 1,337 1,944
Old : 10,220: 2,382 0 380 6,121 7,896 8,883 8,276: 1,337 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9: -320 0 0 329 9 9 9: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.0 3.7 59.9 77.3 86.9 81.0: 13.1 19.0
Old : 100.0: 23.3 0.0 3.7 59.9 77.3 86.9 81.0: 13.1 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 16 18 18 20:
Old : 22: 2 0 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 37.7 68.7 59.5 42.4 30.4 61.8 47.3
Old : 47.3 37.7 68.7 59.5 42.4 30.4 61.8 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 14,821: 3,540 3,044 158 9,725 10,545 13,423 13,747: 1,398 1,074
Old : 14,821: 3,540 3,044 158 9,725 10,545 13,423 13,747: 1,398 1,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.5 1.1 65.6 71.1 90.6 92.8: 9.4 7.2
Old : 100.0: 23.9 20.5 1.1 65.6 71.1 90.6 92.8: 9.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 15 18 18:
Old : 20: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 55.5 76.3 79.9 51.7 46.9 60.8 62.3
Old : 56.2 55.5 76.3 79.9 51.7 46.9 60.8 62.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 12,742: 0 2,236 416 10,994 9,234 11,410 11,886: 1,332 856
Old : 12,742: 0 2,236 416 10,994 9,234 11,410 11,886: 1,332 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 160: 0 -60 0 76 220 76 160: 84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 3.3 86.3 72.5 89.5 93.3: 10.5 6.7
Old : 100.0: 0.0 17.5 3.3 86.3 72.5 89.5 93.3: 10.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 16 14 18 17:
Old : 24: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 41.0 72.9 66.6 45.6 28.8 58.3 49.1
Old : 50.1 41.0 72.9 66.6 45.6 28.8 58.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 70,379: 0 0 0 70,379 70,379 70,379 70,379: 0 0
Old : 70,379: 0 0 0 70,379 70,379 70,379 70,379: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 15 18 15:
Old : 26: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
Old : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Old : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 16 17 16:
Old : 25: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
Old : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Old : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 13 15 13:
Old : 24: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
Old : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Old : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 11 14 11:
Old : 22: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Old : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 133,348: 0 0 0 133,348 133,348 133,348 133,348: 0 0
Old : 133,348: 0 0 0 133,348 133,348 133,348 133,348: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 15,715: 0 0 0 15,715 15,715 15,715 15,715: 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 : 38: 0 0 0 17 29 17 29:
Old : 38: 0 0 0 17 29 17 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 : 64.6 38.1 86.1 57.2 63.9 38.1 82.2 57.2
Old : 64.6 38.1 86.1 57.2 63.9 38.1 82.2 57.2
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 with Delta-adjusted Options and Futures Combined, January 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 MEGAWATT HOURS) :
: : :
All : 1,976,783: 0 0 0 1,976,783 1,976,783 1,976,783 1,976,783: 0 0
Old : 1,976,783: 0 0 0 1,976,783 1,976,783 1,976,783 1,976,783: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 101,475: 0 0 0 101,475 101,475 101,475 101,475: 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 : 37: 0 0 0 16 27 16 27:
Old : 37: 0 0 0 16 27 16 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 : 63.8 43.9 87.0 66.9 61.7 43.5 84.0 66.5
Old : 63.8 43.9 87.0 66.9 61.7 43.5 84.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 73,381: 2,550 4,283 10,737 60,094 58,106 73,381 73,126: 0 255
Old : 73,381: 2,550 4,283 10,737 60,094 58,106 73,381 73,126: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,845: 0 0 0 4,845 4,845 4,845 4,845: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.8 14.6 81.9 79.2 100.0 99.7: 0.0 0.3
Old : 100.0: 3.5 5.8 14.6 81.9 79.2 100.0 99.7: 0.0 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 : 36: 2 3 3 25 20 29 24:
Old : 36: 2 3 3 25 20 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 47.6 57.6 78.7 27.8 41.1 44.6 59.9
Old : 35.4 47.6 57.6 78.7 27.8 41.1 44.6 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 1,219,024: 37,512 76,435 23,325 1,158,187 1,119,264 1,219,024 1,219,024: 0 0
Old : 1,219,024: 37,512 76,435 23,325 1,158,187 1,119,264 1,219,024 1,219,024: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 35,613: 0 0 0 35,613 35,613 35,613 35,613: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.3 1.9 95.0 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 6.3 1.9 95.0 91.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 1 28 23 31 26:
Old : 39: 2 3 1 28 23 31 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 : 38.5 52.3 59.0 71.9 36.8 45.7 55.5 60.3
Old : 38.5 52.3 59.0 71.9 36.8 45.7 55.5 60.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Old : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 17 14 17 16:
Old : 26: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
Old : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Old : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 1.1
Old : 100.0: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 13 16 14 17:
Old : 26: 1 1 0 13 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Old : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Old : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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: 37.1 0.0 8.1 54.7 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 37.1 0.0 8.1 54.7 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 13 12 15 14:
Old : 22: 2 0 2 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
Old : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 16,368: 765 63 0 14,581 16,050 15,346 16,113: 1,022 255
Old : 16,368: 765 63 0 14,581 16,050 15,346 16,113: 1,022 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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: 4.7 0.4 0.0 89.1 98.1 93.8 98.4: 6.2 1.6
Old : 100.0: 4.7 0.4 0.0 89.1 98.1 93.8 98.4: 6.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 15 16 16:
Old : 23: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 55.1 74.7 78.6 42.6 51.7 62.2 71.9
Old : 54.6 55.1 74.7 78.6 42.6 51.7 62.2 71.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Old : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 18 16 19 17:
Old : 26: 1 1 0 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
Old : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Old : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 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: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 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 : 21: 2 0 0 12 15 14 15:
Old : 21: 2 0 0 12 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 77.7 93.1 93.2 62.2 61.3 74.2 73.0
Old : 74.0 77.7 93.1 93.2 62.2 61.3 74.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 7,007: 458 0 151 6,368 6,848 6,978 6,999: 29 8
Old : 7,007: 458 0 151 6,368 6,848 6,978 6,999: 29 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 231: 10 0 -20 233 251 224 232: 7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 2.2 90.9 97.7 99.6 99.9: 0.4 0.1
Old : 100.0: 6.5 0.0 2.2 90.9 97.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 14 17 17 20:
Old : 20: 3 0 3 14 17 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 49.1 76.1 73.5 17.8 17.4 24.1 23.8
Old : 46.4 49.1 76.1 73.5 17.8 17.4 24.1 23.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 18,981: 240 0 0 18,473 18,506 18,713 18,506: 268 475
Old : 18,981: 240 0 0 18,473 18,506 18,713 18,506: 268 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 372: 20 0 0 357 372 377 372: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.3 97.5 98.6 97.5: 1.4 2.5
Old : 100.0: 1.3 0.0 0.0 97.3 97.5 98.6 97.5: 1.4 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 : 45: 2 0 0 35 36 37 36:
Old : 45: 2 0 0 35 36 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 : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
Old : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 8,832: 150 60 0 8,050 8,167 8,200 8,227: 632 605
Old : 8,832: 150 60 0 8,050 8,167 8,200 8,227: 632 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29: 0 -30 0 -15 239 -15 209: 44 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 0.0 91.1 92.5 92.8 93.1: 7.2 6.9
Old : 100.0: 1.7 0.7 0.0 91.1 92.5 92.8 93.1: 7.2 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 : 21: 1 1 0 15 18 16 19:
Old : 21: 1 1 0 15 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
Old : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 6,350: 0 95 0 6,205 5,800 6,205 5,895: 145 455
Old : 6,350: 0 95 0 6,205 5,800 6,205 5,895: 145 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 59: 0 0 0 38 28 38 28: 21 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 97.7 91.3 97.7 92.8: 2.3 7.2
Old : 100.0: 0.0 1.5 0.0 97.7 91.3 97.7 92.8: 2.3 7.2
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: 0 2 0 20 15 20 17:
Old : 24: 0 2 0 20 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
Old : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 9,208: 30 0 15 8,553 8,611 8,598 8,626: 610 582
Old : 9,208: 30 0 15 8,553 8,611 8,598 8,626: 610 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 89: -15 0 15 99 14 99 29: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 92.9 93.5 93.4 93.7: 6.6 6.3
Old : 100.0: 0.3 0.0 0.2 92.9 93.5 93.4 93.7: 6.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 16 15 17 16:
Old : 24: 1 0 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
Old : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 2,320,615: 342,299 98,650 802,051 1,080,291 1,356,816 2,224,641 2,257,517: 95,974 63,097
Old : 2,320,615: 342,299 98,650 802,051 1,080,291 1,356,816 2,224,641 2,257,517: 95,974 63,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 75,378: -2,163 2,994 49,264 28,167 26,590 75,267 78,848: 111 -3,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.3 34.6 46.6 58.5 95.9 97.3: 4.1 2.7
Old : 100.0: 14.8 4.3 34.6 46.6 58.5 95.9 97.3: 4.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 162 81 195 94 96 333 307:
Old : 361: 162 81 195 94 96 333 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.0 27.8 26.8 8.6 7.3 11.5 11.6
Old : 18.6 14.0 27.8 26.8 8.6 7.3 11.5 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 208,646: 66,211 31,802 50,179 91,181 122,476 207,571 204,457: 1,075 4,189
Old : 208,646: 66,211 31,802 50,179 91,181 122,476 207,571 204,457: 1,075 4,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 15,591: -6,189 806 11,150 10,549 3,289 15,510 15,245: 82 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 15.2 24.0 43.7 58.7 99.5 98.0: 0.5 2.0
Old : 100.0: 31.7 15.2 24.0 43.7 58.7 99.5 98.0: 0.5 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 : 38: 8 8 11 19 21 31 36:
Old : 38: 8 8 11 19 21 31 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 : 63.6 46.9 82.8 72.5 44.4 37.9 53.3 50.1
Old : 63.6 46.9 82.8 72.5 44.4 37.9 53.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 198,113: 52,399 9,402 1,173 92,402 120,969 145,974 131,544: 52,139 66,569
Old : 198,113: 52,399 9,402 1,173 92,402 120,969 145,974 131,544: 52,139 66,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,775: 7,487 -90 135 -365 -215 7,257 -170: -5,482 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.7 0.6 46.6 61.1 73.7 66.4: 26.3 33.6
Old : 100.0: 26.4 4.7 0.6 46.6 61.1 73.7 66.4: 26.3 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 5 13 17 19 23:
Old : 25: 4 3 5 13 17 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 : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Old : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 88,456: 12,860 1,159 16,767 54,323 66,930 83,950 84,856: 4,506 3,600
Old : 88,456: 12,860 1,159 16,767 54,323 66,930 83,950 84,856: 4,506 3,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,300: -581 -89 -50 -620 -1,288 -1,251 -1,426: -50 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.3 19.0 61.4 75.7 94.9 95.9: 5.1 4.1
Old : 100.0: 14.5 1.3 19.0 61.4 75.7 94.9 95.9: 5.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 15 7 20 22 24 46 45:
Old : 49: 15 7 20 22 24 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.6 58.6 70.6 14.4 17.6 18.9 21.4
Old : 39.7 46.6 58.6 70.6 14.4 17.6 18.9 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 453,618: 27,017 1,246 74,861 339,128 363,118 441,006 439,225: 12,611 14,393
Old : 453,618: 27,017 1,246 74,861 339,128 363,118 441,006 439,225: 12,611 14,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -24,339: -358 666 -6,026 -17,131 -18,191 -23,515 -23,551: -823 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.3 16.5 74.8 80.0 97.2 96.8: 2.8 3.2
Old : 100.0: 6.0 0.3 16.5 74.8 80.0 97.2 96.8: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 2 11 32 32 43 43:
Old : 43: 9 2 11 32 32 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 26.0 52.6 43.5 9.7 6.3 14.5 11.3
Old : 31.7 26.0 52.6 43.5 9.7 6.3 14.5 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 20,190: 0 842 575 19,606 18,773 20,181 20,190: 9 0
Old : 20,190: 0 842 575 19,606 18,773 20,181 20,190: 9 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,911: 0 0 0 2,911 2,911 2,911 2,911: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 2.8 97.1 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 2.8 97.1 93.0 100.0 100.0: 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 : 40: 0 2 3 30 27 33 31:
Old : 40: 0 2 3 30 27 33 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 : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
Old : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 73,759: 4,790 13,793 9,970 55,832 43,475 70,592 67,238: 3,167 6,521
Old : 73,759: 4,790 13,793 9,970 55,832 43,475 70,592 67,238: 3,167 6,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9,321: -23 -388 5,424 4,120 4,685 9,521 9,721: -200 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 18.7 13.5 75.7 58.9 95.7 91.2: 4.3 8.8
Old : 100.0: 6.5 18.7 13.5 75.7 58.9 95.7 91.2: 4.3 8.8
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 : 35: 3 6 10 23 18 35 28:
Old : 35: 3 6 10 23 18 35 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 : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
Old : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
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 with Delta-adjusted Options and Futures Combined, January 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 : 44,055: 5,070 1,647 8,484 28,636 30,763 42,190 40,894: 1,865 3,161
Old : 44,055: 5,070 1,647 8,484 28,636 30,763 42,190 40,894: 1,865 3,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 11,324: -124 -213 6,153 5,272 5,112 11,301 11,052: 23 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.7 19.3 65.0 69.8 95.8 92.8: 4.2 7.2
Old : 100.0: 11.5 3.7 19.3 65.0 69.8 95.8 92.8: 4.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 6 13 15 20 22:
Old : 23: 3 3 6 13 15 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 : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Old : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 8,460: 3,075 0 282 5,055 8,160 8,412 8,442: 48 18
Old : 8,460: 3,075 0 282 5,055 8,160 8,412 8,442: 48 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 270: 300 -181 0 -30 500 270 319: 0 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 3.3 59.8 96.5 99.4 99.8: 0.6 0.2
Old : 100.0: 36.3 0.0 3.3 59.8 96.5 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 1 11 13 15 14:
Old : 22: 3 0 1 11 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
Old : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 24,991: 5,861 3,381 6,913 9,067 10,652 21,840 20,945: 3,151 4,046
Old : 24,991: 5,861 3,381 6,913 9,067 10,652 21,840 20,945: 3,151 4,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -110: 287 507 -87 -106 -145 94 275: -204 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.5 27.7 36.3 42.6 87.4 83.8: 12.6 16.2
Old : 100.0: 23.5 13.5 27.7 36.3 42.6 87.4 83.8: 12.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 8 9 11 11 27 22:
Old : 29: 10 8 9 11 11 27 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 41.7 68.3 62.3 26.4 19.4 28.6 25.1
Old : 51.4 41.7 68.3 62.3 26.4 19.4 28.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 13,262: 1,490 1,315 970 9,749 10,287 12,209 12,572: 1,053 690
Old : 13,262: 1,490 1,315 970 9,749 10,287 12,209 12,572: 1,053 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -885: -180 -236 -82 -650 -581 -912 -899: 28 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.9 7.3 73.5 77.6 92.1 94.8: 7.9 5.2
Old : 100.0: 11.2 9.9 7.3 73.5 77.6 92.1 94.8: 7.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 6 8 14 14 24 26:
Old : 30: 8 6 8 14 14 24 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 : 44.6 46.6 69.3 70.9 15.5 19.8 20.0 24.4
Old : 44.6 46.6 69.3 70.9 15.5 19.8 20.0 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 93,227: 2,974 302 12,219 69,879 69,961 85,072 82,482: 8,156 10,746
Old : 93,227: 2,974 302 12,219 69,879 69,961 85,072 82,482: 8,156 10,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,512: -727 -304 576 -2,308 -2,312 -2,459 -2,040: 947 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.3 13.1 75.0 75.0 91.3 88.5: 8.7 11.5
Old : 100.0: 3.2 0.3 13.1 75.0 75.0 91.3 88.5: 8.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 6 21 22 27 28:
Old : 28: 3 3 6 21 22 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 : 40.2 33.0 56.5 54.9 18.7 15.9 23.2 18.9
Old : 40.2 33.0 56.5 54.9 18.7 15.9 23.2 18.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 20,511: 11,608 3,029 577 6,457 15,905 18,642 19,511: 1,869 1,000
Old : 20,511: 11,608 3,029 577 6,457 15,905 18,642 19,511: 1,869 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,260: 787 -214 189 188 1,489 1,165 1,465: 95 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 14.8 2.8 31.5 77.5 90.9 95.1: 9.1 4.9
Old : 100.0: 56.6 14.8 2.8 31.5 77.5 90.9 95.1: 9.1 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 : 136: 58 26 13 27 37 94 72:
Old : 136: 58 26 13 27 37 94 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 38.7 47.9 54.9 37.0 37.8 46.4 54.0
Old : 38.4 38.7 47.9 54.9 37.0 37.8 46.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 47,153: 31,453 6,006 519 8,335 38,314 40,307 44,838: 6,847 2,315
Old : 47,153: 31,453 6,006 519 8,335 38,314 40,307 44,838: 6,847 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,033: 683 -2,298 0 -203 3,649 481 1,351: 552 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 12.7 1.1 17.7 81.3 85.5 95.1: 14.5 4.9
Old : 100.0: 66.7 12.7 1.1 17.7 81.3 85.5 95.1: 14.5 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 : 154: 83 25 13 22 38 108 73:
Old : 154: 83 25 13 22 38 108 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 37.5 35.5 51.5 23.4 36.7 35.4 50.6
Old : 23.4 37.5 35.5 51.5 23.4 36.7 35.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 339,777: 100,392 17,749 43,339 169,852 265,013 313,583 326,101: 26,195 13,676
Old : 339,777: 100,392 17,749 43,339 169,852 265,013 313,583 326,101: 26,195 13,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -12,075: 6,047 1,265 -2,682 -14,473 -9,199 -11,108 -10,616: -967 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.2 12.8 50.0 78.0 92.3 96.0: 7.7 4.0
Old : 100.0: 29.5 5.2 12.8 50.0 78.0 92.3 96.0: 7.7 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 : 219: 100 19 52 80 91 194 150:
Old : 219: 100 19 52 80 91 194 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 21.4 23.4 35.0 8.4 13.3 13.5 21.0
Old : 14.6 21.4 23.4 35.0 8.4 13.3 13.5 21.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 23,714: 9,747 690 588 8,775 17,177 19,110 18,455: 4,604 5,259
Old : 23,714: 9,747 690 588 8,775 17,177 19,110 18,455: 4,604 5,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 669: -9 690 -156 178 580 13 1,114: 656 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 2.9 2.5 37.0 72.4 80.6 77.8: 19.4 22.2
Old : 100.0: 41.1 2.9 2.5 37.0 72.4 80.6 77.8: 19.4 22.2
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 : 28: 6 2 3 9 19 15 24:
Old : 28: 6 2 3 9 19 15 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 : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
Old : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 9,013: 0 0 0 8,434 8,022 8,434 8,022: 579 991
Old : 9,013: 0 0 0 8,434 8,022 8,434 8,022: 579 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 533: 0 0 0 733 608 733 608: -200 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 89.0 93.6 89.0: 6.4 11.0
Old : 100.0: 0.0 0.0 0.0 93.6 89.0 93.6 89.0: 6.4 11.0
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 0 16 15 16 15:
Old : 21: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
Old : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 7,827: 396 1,636 204 7,171 5,937 7,771 7,777: 56 50
Old : 7,827: 396 1,636 204 7,171 5,937 7,771 7,777: 56 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 468: 100 468 0 368 0 468 468: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 20.9 2.6 91.6 75.9 99.3 99.4: 0.7 0.6
Old : 100.0: 5.1 20.9 2.6 91.6 75.9 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 1 27 28 30 32:
Old : 41: 3 3 1 27 28 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 : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
Old : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 53,359: 650 0 0 51,585 53,066 52,235 53,066: 1,124 293
Old : 53,359: 650 0 0 51,585 53,066 52,235 53,066: 1,124 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,813: 275 0 0 4,337 4,799 4,612 4,799: 201 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 96.7 99.5 97.9 99.5: 2.1 0.5
Old : 100.0: 1.2 0.0 0.0 96.7 99.5 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 0 0 42 37 45 37:
Old : 56: 3 0 0 42 37 45 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 : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
Old : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 18,625: 0 0 0 18,263 18,475 18,263 18,475: 362 150
Old : 18,625: 0 0 0 18,263 18,475 18,263 18,475: 362 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,586: 0 0 0 2,586 2,586 2,586 2,586: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 0.8
Old : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 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 : 25: 0 0 0 21 15 21 15:
Old : 25: 0 0 0 21 15 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 : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
Old : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
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 with Delta-adjusted Options and Futures Combined, January 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 : 8,275: 325 3,425 350 7,600 4,480 8,275 8,255: 0 20
Old : 8,275: 325 3,425 350 7,600 4,480 8,275 8,255: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 475: -100 300 0 575 175 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 41.4 4.2 91.8 54.1 100.0 99.8: 0.0 0.2
Old : 100.0: 3.9 41.4 4.2 91.8 54.1 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 27 15 30 19:
Old : 36: 2 2 2 27 15 30 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 : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
Old : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 3,648: 492 115 21 2,966 3,465 3,479 3,601: 169 47
Old : 3,648: 492 115 21 2,966 3,465 3,479 3,601: 169 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 142: 15 115 -3 130 30 142 142: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.2 0.6 81.3 95.0 95.4 98.7: 4.6 1.3
Old : 100.0: 13.5 3.2 0.6 81.3 95.0 95.4 98.7: 4.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 13 12 15 15:
Old : 20: 2 2 1 13 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
Old : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 26,545: 724 4,725 1,197 24,567 20,514 26,488 26,436: 57 109
Old : 26,545: 724 4,725 1,197 24,567 20,514 26,488 26,436: 57 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 632: -553 -42 120 1,128 486 695 564: -63 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 17.8 4.5 92.5 77.3 99.8 99.6: 0.2 0.4
Old : 100.0: 2.7 17.8 4.5 92.5 77.3 99.8 99.6: 0.2 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 : 61: 3 4 4 38 43 43 49:
Old : 61: 3 4 4 38 43 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
Old : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 13,276: 1,307 1,340 459 11,376 11,475 13,142 13,274: 134 2
Old : 13,276: 1,307 1,340 459 11,376 11,475 13,142 13,274: 134 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -382: -1,135 384 0 753 -766 -382 -382: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.1 3.5 85.7 86.4 99.0 100.0: 1.0 0.0
Old : 100.0: 9.8 10.1 3.5 85.7 86.4 99.0 100.0: 1.0 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 : 43: 2 5 1 26 30 29 35:
Old : 43: 2 5 1 26 30 29 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 : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
Old : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 30,786: 9,969 3,084 596 19,801 26,242 30,366 29,922: 420 864
Old : 30,786: 9,969 3,084 596 19,801 26,242 30,366 29,922: 420 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 115: -46 261 0 161 -230 115 31: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.0 1.9 64.3 85.2 98.6 97.2: 1.4 2.8
Old : 100.0: 32.4 10.0 1.9 64.3 85.2 98.6 97.2: 1.4 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 : 46: 5 6 5 23 30 28 41:
Old : 46: 5 6 5 23 30 28 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
Old : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 26,896: 3,232 0 1,374 19,118 19,558 23,724 20,932: 3,172 5,964
Old : 26,896: 3,232 0 1,374 19,118 19,558 23,724 20,932: 3,172 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,443: 118 0 250 1,874 204 2,242 454: -799 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 5.1 71.1 72.7 88.2 77.8: 11.8 22.2
Old : 100.0: 12.0 0.0 5.1 71.1 72.7 88.2 77.8: 11.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 17 18 19 20:
Old : 23: 2 0 2 17 18 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 : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Old : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012