GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 39,089: 314 0 598 37,779 38,294 38,691 38,892: 398 197
Old : 39,089: 314 0 598 37,779 38,294 38,691 38,892: 398 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -10,056: -212 0 -142 -9,673 -9,897 -10,027 -10,039: -29 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 1.5 96.6 98.0 99.0 99.5: 1.0 0.5
Old : 100.0: 0.8 0.0 1.5 96.6 98.0 99.0 99.5: 1.0 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 : 52: 2 0 1 37 43 39 44:
Old : 52: 2 0 1 37 43 39 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 : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1
Old : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1
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, March 6, 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 : 24,153: 0 0 0 23,986 24,131 23,986 24,131: 167 22
Old : 24,153: 0 0 0 23,986 24,131 23,986 24,131: 167 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -544: 0 0 0 -548 -538 -548 -538: 4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 0.1
Old : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 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 : 34: 0 0 0 21 31 21 31:
Old : 34: 0 0 0 21 31 21 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 : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8
Old : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8
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, March 6, 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 : 9,757: 0 284 315 8,589 8,204 8,904 8,803: 853 954
Old : 9,757: 0 284 315 8,589 8,204 8,904 8,803: 853 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -513: 0 -175 22 -379 -488 -357 -641: -156 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 3.2 88.0 84.1 91.3 90.2: 8.7 9.8
Old : 100.0: 0.0 2.9 3.2 88.0 84.1 91.3 90.2: 8.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 2 2 35 37 37 40:
Old : 40: 0 2 2 35 37 37 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 : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3
Old : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 6,370: 429 145 310 4,873 5,217 5,612 5,672: 758 698
Old : 6,370: 429 145 310 4,873 5,217 5,612 5,672: 758 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -411: -219 0 77 -200 -473 -342 -396: -69 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.3 4.9 76.5 81.9 88.1 89.0: 11.9 11.0
Old : 100.0: 6.7 2.3 4.9 76.5 81.9 88.1 89.0: 11.9 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 : 55: 4 2 4 43 43 49 49:
Old : 55: 4 2 4 43 43 49 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 : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6
Old : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 2,369: 53 212 44 1,375 1,764 1,472 2,020: 897 349
Old : 2,369: 53 212 44 1,375 1,764 1,472 2,020: 897 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -235: -27 -127 22 -505 -116 -510 -221: 275 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.9 1.9 58.0 74.5 62.1 85.3: 37.9 14.7
Old : 100.0: 2.2 8.9 1.9 58.0 74.5 62.1 85.3: 37.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 16 15 18 17:
Old : 22: 1 2 1 16 15 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 : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1
Old : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1
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, March 6, 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 : 1,936: 121 0 52 1,507 1,612 1,680 1,664: 256 272
Old : 1,936: 121 0 52 1,507 1,612 1,680 1,664: 256 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -205: 70 0 12 -118 -186 -36 -174: -169 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 2.7 77.8 83.3 86.8 86.0: 13.2 14.0
Old : 100.0: 6.3 0.0 2.7 77.8 83.3 86.8 86.0: 13.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 14 14 16 16:
Old : 20: 2 0 2 14 14 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 : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5
Old : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5
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, March 6, 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 : 9,529: 0 0 0 9,343 9,403 9,343 9,403: 186 126
Old : 9,529: 0 0 0 9,343 9,403 9,343 9,403: 186 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,526: 0 0 0 -1,526 -1,526 -1,526 -1,526: 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 15 17 15 17:
Old : 25: 0 0 0 15 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9
Old : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 8,464: 0 176 0 8,074 7,875 8,074 8,051: 390 413
Old : 8,464: 0 176 0 8,074 7,875 8,074 8,051: 390 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,215: 0 -89 0 -1,191 -1,052 -1,191 -1,141: -24 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 95.4 93.0 95.4 95.1: 4.6 4.9
Old : 100.0: 0.0 2.1 0.0 95.4 93.0 95.4 95.1: 4.6 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 : 20: 0 1 0 14 14 14 15:
Old : 20: 0 1 0 14 14 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 : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7
Old : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,474: 0 107 319 23,155 23,048 23,474 23,474: 0 0
Old : 23,474: 0 107 319 23,155 23,048 23,474 23,474: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -4,085: 0 -523 12 -4,097 -3,574 -4,085 -4,085: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.4 98.6 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 1.4 98.6 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 27 26 28 27:
Old : 33: 0 1 1 27 26 28 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 : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3
Old : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3
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, March 6, 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 : 314,123: 69,855 41,593 48,679 146,815 200,119 265,348 290,391: 48,774 23,732
Old : 314,123: 69,855 41,593 48,679 146,815 200,119 265,348 290,391: 48,774 23,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -14,164: -1,188 718 6,694 -19,574 -25,240 -14,068 -17,827: -97 3,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.2 15.5 46.7 63.7 84.5 92.4: 15.5 7.6
Old : 100.0: 22.2 13.2 15.5 46.7 63.7 84.5 92.4: 15.5 7.6
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 : 174: 54 25 42 74 86 147 137:
Old : 174: 54 25 42 74 86 147 137:
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 : 11.1 22.9 19.7 36.0 8.1 17.5 15.0 25.7
Old : 11.1 22.9 19.7 36.0 8.1 17.5 15.0 25.7
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, March 6, 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 : 52,901: 0 10,150 16,975 33,639 24,552 50,615 51,677: 2,287 1,224
Old : 52,901: 0 10,150 16,975 33,639 24,552 50,615 51,677: 2,287 1,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,758: 0 -655 -2,355 -4,507 -3,439 -6,863 -6,449: 105 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.2 32.1 63.6 46.4 95.7 97.7: 4.3 2.3
Old : 100.0: 0.0 19.2 32.1 63.6 46.4 95.7 97.7: 4.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.4 52.4 67.4 73.3 16.0 19.2 19.2 21.3
Old : 44.4 52.4 67.4 73.3 16.0 19.2 19.2 21.3
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, March 6, 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 : 11,688: 0 2,837 150 11,503 8,639 11,653 11,626: 35 62
Old : 11,688: 0 2,837 150 11,503 8,639 11,653 11,626: 35 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,609: -59 -206 -50 -3,488 -3,328 -3,597 -3,584: -12 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.3 1.3 98.4 73.9 99.7 99.5: 0.3 0.5
Old : 100.0: 0.0 24.3 1.3 98.4 73.9 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 0 8 1 36 40 37 49:
Old : 60: 0 8 1 36 40 37 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5
Old : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,348: 758 50 0 8,536 9,298 9,294 9,348: 54 0
Old : 9,348: 758 50 0 8,536 9,298 9,294 9,348: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -785: 0 -50 0 -785 -735 -785 -785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.5 0.0 91.3 99.5 99.4 100.0: 0.6 0.0
Old : 100.0: 8.1 0.5 0.0 91.3 99.5 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 1 0 25 27 29 28:
Old : 42: 4 1 0 25 27 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6
Old : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6
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, March 6, 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 : 1,253,210: 266,782 396,602 426,474 479,909 378,002 1,173,165 1,201,078: 80,045 52,132
Old : 1,253,210: 266,782 396,602 426,474 479,909 378,002 1,173,165 1,201,078: 80,045 52,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 21,599: 18,789 14,328 6,250 -8,943 -2,849 16,097 17,730: 5,502 3,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 31.6 34.0 38.3 30.2 93.6 95.8: 6.4 4.2
Old : 100.0: 21.3 31.6 34.0 38.3 30.2 93.6 95.8: 6.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 128 138 143 76 75 296 273:
Old : 358: 128 138 143 76 75 296 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 23.4 30.6 35.8 11.1 18.3 18.4 23.6
Old : 18.0 23.4 30.6 35.8 11.1 18.3 18.4 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 59,108: 621 14,218 882 51,717 37,529 53,220 52,629: 5,888 6,479
Old : 59,108: 621 14,218 882 51,717 37,529 53,220 52,629: 5,888 6,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,932: 194 -661 -194 -2,497 -1,758 -2,497 -2,613: -435 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 24.1 1.5 87.5 63.5 90.0 89.0: 10.0 11.0
Old : 100.0: 1.1 24.1 1.5 87.5 63.5 90.0 89.0: 10.0 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: 1 3 2 10 12 12 16:
Old : 21: 1 3 2 10 12 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
Old : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
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, March 6, 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 : 2,373,194: 126,070 132,539 958,207 1,284,325 1,274,862 2,368,602 2,365,608: 4,592 7,587
Old : 2,373,194: 126,070 132,539 958,207 1,284,325 1,274,862 2,368,602 2,365,608: 4,592 7,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 116,450: 11,647 7,375 61,893 46,084 48,479 119,625 117,747: -3,175 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.6 40.4 54.1 53.7 99.8 99.7: 0.2 0.3
Old : 100.0: 5.3 5.6 40.4 54.1 53.7 99.8 99.7: 0.2 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 : 137: 39 36 57 62 57 129 122:
Old : 137: 39 36 57 62 57 129 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.6 55.0 57.5 3.6 4.4 5.9 6.1
Old : 33.6 35.6 55.0 57.5 3.6 4.4 5.9 6.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 104,332: 21,412 18,794 26,930 53,231 56,424 101,574 102,148: 2,758 2,184
Old : 104,332: 21,412 18,794 26,930 53,231 56,424 101,574 102,148: 2,758 2,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,234: 105 -544 1,410 -305 344 1,210 1,209: 23 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.0 25.8 51.0 54.1 97.4 97.9: 2.6 2.1
Old : 100.0: 20.5 18.0 25.8 51.0 54.1 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 6 16 10 11 27 27:
Old : 28: 11 6 16 10 11 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 : 64.9 67.9 79.3 87.2 17.4 17.3 22.6 22.3
Old : 64.9 67.9 79.3 87.2 17.4 17.3 22.6 22.3
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, March 6, 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 : 98,987: 38,319 25,346 44,922 15,300 28,158 98,541 98,427: 446 561
Old : 98,987: 38,319 25,346 44,922 15,300 28,158 98,541 98,427: 446 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 3,147: -1,803 -1,367 3,976 1,132 549 3,306 3,158: -158 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 25.6 45.4 15.5 28.4 99.5 99.4: 0.5 0.6
Old : 100.0: 38.7 25.6 45.4 15.5 28.4 99.5 99.4: 0.5 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 : 39: 6 17 16 9 16 26 38:
Old : 39: 6 17 16 9 16 26 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 : 82.2 55.3 91.8 78.9 38.9 27.7 41.6 33.5
Old : 82.2 55.3 91.8 78.9 38.9 27.7 41.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 78,782: 0 2,533 1,139 68,454 65,081 69,593 68,753: 9,189 10,029
Old : 78,782: 0 2,533 1,139 68,454 65,081 69,593 68,753: 9,189 10,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,102: -337 786 -1,548 -3,606 -4,674 -5,491 -5,437: 389 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.4 86.9 82.6 88.3 87.3: 11.7 12.7
Old : 100.0: 0.0 3.2 1.4 86.9 82.6 88.3 87.3: 11.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 16 16 18 18:
Old : 23: 0 2 2 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 39.4 71.1 63.9 34.0 33.6 55.7 54.4
Old : 46.7 39.4 71.1 63.9 34.0 33.6 55.7 54.4
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, March 6, 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 : 2,762,512: 516,249 326,486 747,145 1,464,116 1,667,376 2,727,510 2,741,007: 35,002 21,505
Old : 2,762,512: 516,249 326,486 747,145 1,464,116 1,667,376 2,727,510 2,741,007: 35,002 21,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 529: 12,156 44,320 -5,961 -4,971 -38,162 1,224 197: -695 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.8 27.0 53.0 60.4 98.7 99.2: 1.3 0.8
Old : 100.0: 18.7 11.8 27.0 53.0 60.4 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 : 155: 29 26 42 92 83 146 129:
Old : 155: 29 26 42 92 83 146 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 26.6 45.2 44.3 23.1 17.5 29.5 27.5
Old : 31.2 26.6 45.2 44.3 23.1 17.5 29.5 27.5
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, March 6, 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 : 1,325,843: 253,981 188,622 308,089 759,200 826,783 1,321,270 1,323,494: 4,573 2,349
Old : 1,325,843: 253,981 188,622 308,089 759,200 826,783 1,321,270 1,323,494: 4,573 2,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 94,664: 32,242 30,890 35,930 26,867 27,699 95,039 94,519: -375 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 14.2 23.2 57.3 62.4 99.7 99.8: 0.3 0.2
Old : 100.0: 19.2 14.2 23.2 57.3 62.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 23 20 33 42 38 82 74:
Old : 89: 23 20 33 42 38 82 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 39.0 59.1 58.3 18.1 25.5 27.4 37.5
Old : 37.6 39.0 59.1 58.3 18.1 25.5 27.4 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,006: 30 540 90 6,552 5,893 6,672 6,523: 334 483
Old : 7,006: 30 540 90 6,552 5,893 6,672 6,523: 334 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.7 1.3 93.5 84.1 95.2 93.1: 4.8 6.9
Old : 100.0: 0.4 7.7 1.3 93.5 84.1 95.2 93.1: 4.8 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 : 20: 1 3 1 13 13 14 17:
Old : 20: 1 3 1 13 13 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 48.0 91.2 73.9 77.1 46.5 80.5 66.3
Old : 77.3 48.0 91.2 73.9 77.1 46.5 80.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 15,432: 132 618 339 14,682 14,290 15,153 15,247: 279 185
Old : 15,432: 132 618 339 14,682 14,290 15,153 15,247: 279 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -736: -202 -129 117 -614 -658 -699 -670: -37 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.0 2.2 95.1 92.6 98.2 98.8: 1.8 1.2
Old : 100.0: 0.9 4.0 2.2 95.1 92.6 98.2 98.8: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 3 5 34 37 40 43:
Old : 54: 2 3 5 34 37 40 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 : 42.6 36.4 61.6 57.9 37.9 31.9 52.5 45.9
Old : 42.6 36.4 61.6 57.9 37.9 31.9 52.5 45.9
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, March 6, 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 : 1,262: 57 201 0 1,025 742 1,082 943: 180 319
Old : 1,262: 57 201 0 1,025 742 1,082 943: 180 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -584: 21 -95 -25 -626 -515 -630 -635: 46 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 15.9 0.0 81.2 58.8 85.7 74.7: 14.3 25.3
Old : 100.0: 4.5 15.9 0.0 81.2 58.8 85.7 74.7: 14.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 17 16 18 17:
Old : 23: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6
Old : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6
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, March 6, 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 : 230,672: 14,191 2,100 35,175 178,503 191,733 227,869 229,008: 2,803 1,664
Old : 230,672: 14,191 2,100 35,175 178,503 191,733 227,869 229,008: 2,803 1,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,854: 4 -2 -420 -1,537 -1,629 -1,953 -2,050: 99 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.9 15.2 77.4 83.1 98.8 99.3: 1.2 0.7
Old : 100.0: 6.2 0.9 15.2 77.4 83.1 98.8 99.3: 1.2 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 : 38: 5 1 6 30 29 36 35:
Old : 38: 5 1 6 30 29 36 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 : 38.9 39.9 68.9 70.9 11.0 13.2 15.4 16.7
Old : 38.9 39.9 68.9 70.9 11.0 13.2 15.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 36,450: 3,968 310 4,298 26,868 31,356 35,134 35,964: 1,316 486
Old : 36,450: 3,968 310 4,298 26,868 31,356 35,134 35,964: 1,316 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -123: -190 -172 306 -366 -140 -249 -5: 126 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.9 11.8 73.7 86.0 96.4 98.7: 3.6 1.3
Old : 100.0: 10.9 0.9 11.8 73.7 86.0 96.4 98.7: 3.6 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 : 27: 1 2 3 21 20 24 23:
Old : 27: 1 2 3 21 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 56.1 74.1 79.4 29.3 27.3 33.1 33.4
Old : 50.5 56.1 74.1 79.4 29.3 27.3 33.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 9,261: 400 680 364 6,689 7,290 7,453 8,334: 1,808 927
Old : 9,261: 400 680 364 6,689 7,290 7,453 8,334: 1,808 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.3 3.9 72.2 78.7 80.5 90.0: 19.5 10.0
Old : 100.0: 4.3 7.3 3.9 72.2 78.7 80.5 90.0: 19.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 16 14 18 17:
Old : 21: 2 1 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 : 42.2 52.2 62.8 74.7 29.4 34.6 43.7 53.8
Old : 42.2 52.2 62.8 74.7 29.4 34.6 43.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 13,700: 3,712 1,074 508 8,770 11,766 12,990 13,347: 710 353
Old : 13,700: 3,712 1,074 508 8,770 11,766 12,990 13,347: 710 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -611: -29 8 -23 -447 -706 -498 -720: -113 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.8 3.7 64.0 85.9 94.8 97.4: 5.2 2.6
Old : 100.0: 27.1 7.8 3.7 64.0 85.9 94.8 97.4: 5.2 2.6
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: 1 2 2 16 17 19 19:
Old : 25: 1 2 2 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 38.4 74.3 65.0 50.0 29.5 56.0 45.5
Old : 55.5 38.4 74.3 65.0 50.0 29.5 56.0 45.5
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, March 6, 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 : 28,883: 1,572 3,430 360 24,928 24,134 26,860 27,924: 2,023 959
Old : 28,883: 1,572 3,430 360 24,928 24,134 26,860 27,924: 2,023 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,276: 76 -170 106 -1,339 -1,140 -1,157 -1,204: -119 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.9 1.2 86.3 83.6 93.0 96.7: 7.0 3.3
Old : 100.0: 5.4 11.9 1.2 86.3 83.6 93.0 96.7: 7.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 24 22 26 25:
Old : 29: 2 1 2 24 22 26 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 : 36.5 52.4 57.6 75.1 24.9 45.7 40.2 56.6
Old : 36.5 52.4 57.6 75.1 24.9 45.7 40.2 56.6
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, March 6, 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 : 10,165: 1,202 0 240 7,502 7,795 8,944 8,035: 1,221 2,130
Old : 10,165: 1,202 0 240 7,502 7,795 8,944 8,035: 1,221 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -105: -104 0 -50 336 101 182 51: -287 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.0 2.4 73.8 76.7 88.0 79.0: 12.0 21.0
Old : 100.0: 11.8 0.0 2.4 73.8 76.7 88.0 79.0: 12.0 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 15 19 16:
Old : 22: 1 0 1 18 15 19 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 : 40.9 36.3 62.7 58.4 31.8 30.6 45.9 41.1
Old : 40.9 36.3 62.7 58.4 31.8 30.6 45.9 41.1
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, March 6, 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 : 12,748: 0 2,298 400 10,866 9,032 11,266 11,730: 1,482 1,018
Old : 12,748: 0 2,298 400 10,866 9,032 11,266 11,730: 1,482 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -280: 0 -136 0 -151 -246 -151 -382: -129 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 3.1 85.2 70.9 88.4 92.0: 11.6 8.0
Old : 100.0: 0.0 18.0 3.1 85.2 70.9 88.4 92.0: 11.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 1 17 14 18 17:
Old : 23: 0 3 1 17 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 : 49.8 40.1 71.1 65.8 45.5 28.0 55.4 48.4
Old : 49.8 40.1 71.1 65.8 45.5 28.0 55.4 48.4
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, March 6, 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 : 66,156: 0 0 0 66,156 66,156 66,156 66,156: 0 0
Old : 66,156: 0 0 0 66,156 66,156 66,156 66,156: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,429: 0 0 0 -3,429 -3,429 -3,429 -3,429: 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 19 16 19 16:
Old : 26: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 83.5 84.7 97.3 70.0 79.7 84.0 91.7
Old : 70.0 83.5 84.7 97.3 70.0 79.7 84.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 1,039,136: 0 0 0 1,039,136 1,039,136 1,039,136 1,039,136: 0 0
Old : 1,039,136: 0 0 0 1,039,136 1,039,136 1,039,136 1,039,136: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -40,734: 0 0 0 -40,734 -40,734 -40,734 -40,734: 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 17 15 17 15:
Old : 24: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 84.6 91.6 94.1 71.9 80.1 87.6 87.1
Old : 72.7 84.6 91.6 94.1 71.9 80.1 87.6 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, March 6, 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 : 35,215: 0 0 0 35,215 35,215 35,215 35,215: 0 0
Old : 35,215: 0 0 0 35,215 35,215 35,215 35,215: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,591: 0 0 0 -3,591 -3,591 -3,591 -3,591: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 15 15 15 15:
Old : 25: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
Old : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
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, March 6, 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 : 634,289: 0 0 0 634,289 634,289 634,289 634,289: 0 0
Old : 634,289: 0 0 0 634,289 634,289 634,289 634,289: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -66,960: 0 0 0 -66,960 -66,960 -66,960 -66,960: 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 : 23: 0 0 0 14 13 14 13:
Old : 23: 0 0 0 14 13 14 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 : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
Old : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
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, March 6, 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 : 125,057: 0 0 0 125,057 125,057 125,057 125,057: 0 0
Old : 125,057: 0 0 0 125,057 125,057 125,057 125,057: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -9,736: 0 0 0 -9,736 -9,736 -9,736 -9,736: 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 28 17 28:
Old : 38: 0 0 0 17 28 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 39.6 86.5 59.7 66.5 39.6 83.8 59.5
Old : 66.5 39.6 86.5 59.7 66.5 39.6 83.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 1,791,118: 0 0 0 1,791,118 1,791,118 1,791,118 1,791,118: 0 0
Old : 1,791,118: 0 0 0 1,791,118 1,791,118 1,791,118 1,791,118: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -153,728: 0 0 0 -153,728 -153,728 -153,728 -153,728: 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 : 35: 0 0 0 15 25 15 25:
Old : 35: 0 0 0 15 25 15 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 : 63.7 41.8 88.7 63.6 63.7 41.8 85.4 63.1
Old : 63.7 41.8 88.7 63.6 63.7 41.8 85.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 68,269: 4,952 3,525 8,125 55,192 56,364 68,269 68,014: 0 255
Old : 68,269: 4,952 3,525 8,125 55,192 56,364 68,269 68,014: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,192: -43 -253 -62 -2,087 -1,877 -2,192 -2,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.2 11.9 80.8 82.6 100.0 99.6: 0.0 0.4
Old : 100.0: 7.3 5.2 11.9 80.8 82.6 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 3 25 19 29 22:
Old : 34: 3 1 3 25 19 29 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 : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
Old : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
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, March 6, 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 : 1,215,461: 63,933 135,211 23,325 1,128,203 1,056,925 1,215,461 1,215,461: 0 0
Old : 1,215,461: 63,933 135,211 23,325 1,128,203 1,056,925 1,215,461 1,215,461: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -63,152: -1,080 16,200 -23,400 -38,672 -55,952 -63,152 -63,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.1 1.9 92.8 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 11.1 1.9 92.8 87.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 1 27 24 31 27:
Old : 39: 3 3 1 27 24 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 48.6 58.8 73.0 33.4 43.0 52.9 61.8
Old : 35.6 48.6 58.8 73.0 33.4 43.0 52.9 61.8
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, March 6, 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 : 47,386: 0 1,219 215 46,872 45,952 47,087 47,386: 299 0
Old : 47,386: 0 1,219 215 46,872 45,952 47,087 47,386: 299 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,982: 0 -63 105 -3,152 -3,024 -3,047 -2,982: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.5 98.9 97.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 2.6 0.5 98.9 97.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 19 15 21 18:
Old : 28: 0 3 2 19 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 69.5 75.9 85.1 52.2 59.8 68.2 73.8
Old : 55.2 69.5 75.9 85.1 52.2 59.8 68.2 73.8
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, March 6, 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 : 50,725: 2,130 2,550 0 48,001 47,581 50,131 50,131: 594 594
Old : 50,725: 2,130 2,550 0 48,001 47,581 50,131 50,131: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,457: -210 0 0 -2,247 -2,457 -2,457 -2,457: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.0 0.0 94.6 93.8 98.8 98.8: 1.2 1.2
Old : 100.0: 4.2 5.0 0.0 94.6 93.8 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 13 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 : 74.9 54.9 92.7 75.4 54.3 39.6 65.6 58.0
Old : 74.9 54.9 92.7 75.4 54.3 39.6 65.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 14,777: 683 0 132 12,961 14,219 13,776 14,351: 1,001 426
Old : 14,777: 683 0 132 12,961 14,219 13,776 14,351: 1,001 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -911: -19 -19 -44 -827 -806 -890 -869: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.9 87.7 96.2 93.2 97.1: 6.8 2.9
Old : 100.0: 4.6 0.0 0.9 87.7 96.2 93.2 97.1: 6.8 2.9
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: 2 0 1 16 15 18 16:
Old : 24: 2 0 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 54.9 73.1 78.6 41.5 51.3 59.0 70.6
Old : 54.4 54.9 73.1 78.6 41.5 51.3 59.0 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 12,414: 341 1,325 0 11,647 10,727 11,988 12,052: 426 362
Old : 12,414: 341 1,325 0 11,647 10,727 11,988 12,052: 426 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -333: -21 447 0 -270 -993 -291 -546: -42 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 10.7 0.0 93.8 86.4 96.6 97.1: 3.4 2.9
Old : 100.0: 2.7 10.7 0.0 93.8 86.4 96.6 97.1: 3.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 15 8 16 10:
Old : 20: 1 2 0 15 8 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 72.1 74.2 95.8 51.7 64.8 70.6 81.2
Old : 52.7 72.1 74.2 95.8 51.7 64.8 70.6 81.2
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, March 6, 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 : 807,432: 23,400 40,043 0 784,032 767,389 807,432 807,432: 0 0
Old : 807,432: 23,400 40,043 0 784,032 767,389 807,432 807,432: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -48,960: 0 -3,600 0 -48,960 -45,360 -48,960 -48,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.0 0.0 97.1 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 5.0 0.0 97.1 95.0 100.0 100.0: 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: 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 : 59.2 73.8 78.8 92.0 44.9 59.4 59.7 71.7
Old : 59.2 73.8 78.8 92.0 44.9 59.4 59.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 888,090: 60,850 0 17,645 809,595 870,445 888,090 888,090: 0 0
Old : 888,090: 60,850 0 17,645 809,595 870,445 888,090 888,090: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -45,360: -7,200 0 0 -38,160 -45,360 -45,360 -45,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 2.0 91.2 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 0.0 2.0 91.2 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 12 15 14 16:
Old : 21: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 77.3 93.5 92.5 58.2 58.6 67.8 68.5
Old : 72.5 77.3 93.5 92.5 58.2 58.6 67.8 68.5
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, March 6, 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 : 7,884: 293 0 333 7,230 7,544 7,856 7,877: 29 7
Old : 7,884: 293 0 333 7,230 7,544 7,856 7,877: 29 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 324: -15 0 72 266 253 323 325: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 4.2 91.7 95.7 99.6 99.9: 0.4 0.1
Old : 100.0: 3.7 0.0 4.2 91.7 95.7 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 : 23: 3 0 3 16 20 19 23:
Old : 23: 3 0 3 16 20 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 : 43.3 47.0 72.3 71.6 16.4 16.1 21.8 21.8
Old : 43.3 47.0 72.3 71.6 16.4 16.1 21.8 21.8
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, March 6, 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 : 19,190: 837 0 0 18,082 18,500 18,919 18,500: 271 690
Old : 19,190: 837 0 0 18,082 18,500 18,919 18,500: 271 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -707: 597 0 0 -1,247 -905 -650 -905: -57 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 94.2 96.4 98.6 96.4: 1.4 3.6
Old : 100.0: 4.4 0.0 0.0 94.2 96.4 98.6 96.4: 1.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 0 0 30 32 34 32:
Old : 42: 4 0 0 30 32 34 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 : 54.0 37.2 70.0 60.8 52.3 35.7 63.7 57.1
Old : 54.0 37.2 70.0 60.8 52.3 35.7 63.7 57.1
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, March 6, 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 : 9,301: 610 0 0 8,059 8,794 8,669 8,794: 632 507
Old : 9,301: 610 0 0 8,059 8,794 8,669 8,794: 632 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 151: -160 -30 0 272 226 112 196: 39 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 86.6 94.5 93.2 94.5: 6.8 5.5
Old : 100.0: 6.6 0.0 0.0 86.6 94.5 93.2 94.5: 6.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 16 16 18 16:
Old : 21: 2 0 0 16 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 64.7 72.7 84.7 48.9 59.1 62.7 71.4
Old : 52.6 64.7 72.7 84.7 48.9 59.1 62.7 71.4
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, March 6, 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 : 8,223: 445 30 0 6,950 7,684 7,395 7,714: 828 509
Old : 8,223: 445 30 0 6,950 7,684 7,395 7,714: 828 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -986: -15 -10 0 -901 -1,002 -916 -1,012: -70 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.4 0.0 84.5 93.4 89.9 93.8: 10.1 6.2
Old : 100.0: 5.4 0.4 0.0 84.5 93.4 89.9 93.8: 10.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 16 13 17 14:
Old : 23: 1 1 0 16 13 17 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 : 59.4 59.0 79.4 82.8 55.5 58.4 75.5 78.2
Old : 59.4 59.0 79.4 82.8 55.5 58.4 75.5 78.2
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, March 6, 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 : 2,584,822: 418,199 97,903 914,378 1,143,158 1,500,981 2,475,735 2,513,262: 109,087 71,560
Old : 2,584,822: 418,199 97,903 914,378 1,143,158 1,500,981 2,475,735 2,513,262: 109,087 71,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 85,525: -468 12,651 47,477 39,243 25,953 86,252 86,080: -727 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.8 35.4 44.2 58.1 95.8 97.2: 4.2 2.8
Old : 100.0: 16.2 3.8 35.4 44.2 58.1 95.8 97.2: 4.2 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 : 407: 194 87 227 99 100 389 336:
Old : 407: 194 87 227 99 100 389 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 14.4 25.0 26.4 7.5 6.8 10.7 11.0
Old : 17.1 14.4 25.0 26.4 7.5 6.8 10.7 11.0
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, March 6, 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 : 219,570: 87,004 34,468 49,364 81,661 132,108 218,029 215,941: 1,541 3,629
Old : 219,570: 87,004 34,468 49,364 81,661 132,108 218,029 215,941: 1,541 3,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,141: -2,234 2,700 5,623 3,300 -1,402 6,689 6,920: 452 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.7 22.5 37.2 60.2 99.3 98.3: 0.7 1.7
Old : 100.0: 39.6 15.7 22.5 37.2 60.2 99.3 98.3: 0.7 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 : 40: 7 9 14 20 23 34 39:
Old : 40: 7 9 14 20 23 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 51.1 84.3 74.1 51.0 43.2 58.4 53.6
Old : 67.1 51.1 84.3 74.1 51.0 43.2 58.4 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 195,830: 49,120 13,544 1,782 89,529 120,952 140,431 136,278: 55,399 59,552
Old : 195,830: 49,120 13,544 1,782 89,529 120,952 140,431 136,278: 55,399 59,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,300: -771 2,743 456 -4,549 -2,272 -4,864 927: -1,436 -7,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.9 0.9 45.7 61.8 71.7 69.6: 28.3 30.4
Old : 100.0: 25.1 6.9 0.9 45.7 61.8 71.7 69.6: 28.3 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 5 14 18 21 24:
Old : 27: 3 5 5 14 18 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 : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0
Old : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0
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, March 6, 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 : 90,983: 15,249 727 17,140 54,722 70,350 87,111 88,217: 3,872 2,766
Old : 90,983: 15,249 727 17,140 54,722 70,350 87,111 88,217: 3,872 2,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -45: -28 96 983 -692 -899 263 179: -307 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.8 18.8 60.1 77.3 95.7 97.0: 4.3 3.0
Old : 100.0: 16.8 0.8 18.8 60.1 77.3 95.7 97.0: 4.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 7 22 23 25 49 48:
Old : 52: 18 7 22 23 25 49 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 : 39.1 48.1 57.6 72.3 14.4 20.5 20.5 24.7
Old : 39.1 48.1 57.6 72.3 14.4 20.5 20.5 24.7
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, March 6, 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 : 472,718: 34,400 1,614 75,562 349,572 378,343 459,534 455,519: 13,184 17,199
Old : 472,718: 34,400 1,614 75,562 349,572 378,343 459,534 455,519: 13,184 17,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -28,009: -533 318 -6,313 -20,311 -21,234 -27,156 -27,229: -853 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.3 16.0 73.9 80.0 97.2 96.4: 2.8 3.6
Old : 100.0: 7.3 0.3 16.0 73.9 80.0 97.2 96.4: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 2 12 32 32 44 44:
Old : 44: 10 2 12 32 32 44 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 : 31.5 25.0 52.3 41.9 10.9 6.8 16.1 12.4
Old : 31.5 25.0 52.3 41.9 10.9 6.8 16.1 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,867: 675 875 200 14,992 14,792 15,867 15,867: 0 0
Old : 15,867: 675 875 200 14,992 14,792 15,867 15,867: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,500: 138 125 -250 -3,300 -3,375 -3,412 -3,500: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.5 1.3 94.5 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 5.5 1.3 94.5 93.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 1 22 21 25 25:
Old : 37: 3 3 1 22 21 25 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 : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2
Old : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 82,794: 5,041 12,874 11,653 62,359 52,016 79,053 76,543: 3,741 6,251
Old : 82,794: 5,041 12,874 11,653 62,359 52,016 79,053 76,543: 3,741 6,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,543: 72 200 1,590 2,421 2,552 4,083 4,342: 460 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.5 14.1 75.3 62.8 95.5 92.4: 4.5 7.6
Old : 100.0: 6.1 15.5 14.1 75.3 62.8 95.5 92.4: 4.5 7.6
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 : 35: 4 7 10 23 18 35 28:
Old : 35: 4 7 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 : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3
Old : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 41,120: 3,356 2,371 4,756 30,605 30,957 38,717 38,084: 2,403 3,036
Old : 41,120: 3,356 2,371 4,756 30,605 30,957 38,717 38,084: 2,403 3,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,594: -324 100 400 1,499 738 1,575 1,238: 19 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.8 11.6 74.4 75.3 94.2 92.6: 5.8 7.4
Old : 100.0: 8.2 5.8 11.6 74.4 75.3 94.2 92.6: 5.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 4 5 14 15 23 22:
Old : 26: 5 4 5 14 15 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3
Old : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,355: 4,680 0 213 4,420 9,085 9,313 9,298: 42 57
Old : 9,355: 4,680 0 213 4,420 9,085 9,313 9,298: 42 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -905: -96 0 -489 -260 -425 -845 -914: -60 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 2.3 47.2 97.1 99.6 99.4: 0.4 0.6
Old : 100.0: 50.0 0.0 2.3 47.2 97.1 99.6 99.4: 0.4 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 : 27: 5 0 1 14 16 20 17:
Old : 27: 5 0 1 14 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6
Old : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,830: 7,039 4,305 9,317 9,380 12,198 25,735 25,819: 3,094 3,011
Old : 28,830: 7,039 4,305 9,317 9,380 12,198 25,735 25,819: 3,094 3,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,236: -287 407 1,286 609 -401 1,607 1,291: -371 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.9 32.3 32.5 42.3 89.3 89.6: 10.7 10.4
Old : 100.0: 24.4 14.9 32.3 32.5 42.3 89.3 89.6: 10.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 8 12 13 14 30 27:
Old : 32: 10 8 12 13 14 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 : 45.3 39.8 60.5 60.9 22.7 18.6 28.2 26.3
Old : 45.3 39.8 60.5 60.9 22.7 18.6 28.2 26.3
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, March 6, 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 : 24,039: 6,027 1,307 3,311 13,327 18,380 22,666 22,998: 1,373 1,041
Old : 24,039: 6,027 1,307 3,311 13,327 18,380 22,666 22,998: 1,373 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -522: 791 92 -459 -371 19 -39 -347: -484 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.4 13.8 55.4 76.5 94.3 95.7: 5.7 4.3
Old : 100.0: 25.1 5.4 13.8 55.4 76.5 94.3 95.7: 5.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 8 13 16 14 34 32:
Old : 40: 15 8 13 16 14 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 50.9 60.3 70.4 16.0 17.6 21.2 23.8
Old : 40.1 50.9 60.3 70.4 16.0 17.6 21.2 23.8
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, March 6, 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 : 109,393: 5,046 4 13,472 81,012 83,422 99,530 96,898: 9,863 12,495
Old : 109,393: 5,046 4 13,472 81,012 83,422 99,530 96,898: 9,863 12,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,920: 1,495 4 -1,828 -5,816 -5,209 -6,148 -7,032: -772 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 12.3 74.1 76.3 91.0 88.6: 9.0 11.4
Old : 100.0: 4.6 0.0 12.3 74.1 76.3 91.0 88.6: 9.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 1 6 20 20 26 26:
Old : 26: 5 1 6 20 20 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 35.5 56.0 55.6 16.8 13.9 19.8 16.9
Old : 38.7 35.5 56.0 55.6 16.8 13.9 19.8 16.9
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 21,112: 12,768 2,389 672 5,769 17,448 19,210 20,509: 1,902 603
Old : 21,112: 12,768 2,389 672 5,769 17,448 19,210 20,509: 1,902 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,446: -1,371 -11 -92 401 -1,393 -1,062 -1,495: -385 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 11.3 3.2 27.3 82.6 91.0 97.1: 9.0 2.9
Old : 100.0: 60.5 11.3 3.2 27.3 82.6 91.0 97.1: 9.0 2.9
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 : 129: 62 20 9 21 36 90 60:
Old : 129: 62 20 9 21 36 90 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 41.5 50.1 57.1 36.9 41.1 47.7 56.7
Old : 39.3 41.5 50.1 57.1 36.9 41.1 47.7 56.7
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, March 6, 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 : 47,312: 29,785 3,077 1,572 9,133 40,779 40,490 45,428: 6,822 1,884
Old : 47,312: 29,785 3,077 1,572 9,133 40,779 40,490 45,428: 6,822 1,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,459: -1,241 166 197 -604 -2,962 -1,648 -2,600: -810 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 6.5 3.3 19.3 86.2 85.6 96.0: 14.4 4.0
Old : 100.0: 63.0 6.5 3.3 19.3 86.2 85.6 96.0: 14.4 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 : 156: 83 20 17 26 40 117 72:
Old : 156: 83 20 17 26 40 117 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 : 18.5 39.5 31.0 53.1 18.5 35.9 29.5 49.6
Old : 18.5 39.5 31.0 53.1 18.5 35.9 29.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 390,953: 116,302 20,513 50,229 195,057 305,794 361,587 376,537: 29,366 14,417
Old : 390,953: 116,302 20,513 50,229 195,057 305,794 361,587 376,537: 29,366 14,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 17,623: 4,667 1,029 7,683 3,898 7,744 16,249 16,456: 1,374 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 5.2 12.8 49.9 78.2 92.5 96.3: 7.5 3.7
Old : 100.0: 29.7 5.2 12.8 49.9 78.2 92.5 96.3: 7.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 95 21 61 87 98 207 165:
Old : 237: 95 21 61 87 98 207 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 23.1 25.1 36.5 7.4 11.5 12.8 18.6
Old : 17.4 23.1 25.1 36.5 7.4 11.5 12.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 21,401: 7,211 179 313 9,623 15,326 17,147 15,818: 4,254 5,583
Old : 21,401: 7,211 179 313 9,623 15,326 17,147 15,818: 4,254 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,360: -2,605 -239 0 -293 -2,736 -2,898 -2,975: -462 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 0.8 1.5 45.0 71.6 80.1 73.9: 19.9 26.1
Old : 100.0: 33.7 0.8 1.5 45.0 71.6 80.1 73.9: 19.9 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 1 4 12 18 19 22:
Old : 29: 6 1 4 12 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5
Old : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 26,407: 0 0 0 24,938 23,507 24,938 23,507: 1,469 2,900
Old : 26,407: 0 0 0 24,938 23,507 24,938 23,507: 1,469 2,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 89.0 94.4 89.0: 5.6 11.0
Old : 100.0: 0.0 0.0 0.0 94.4 89.0 94.4 89.0: 5.6 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 : 20: 0 0 0 12 16 12 16:
Old : 20: 0 0 0 12 16 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3
Old : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3
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, March 6, 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 : 8,637: 146 1,897 254 8,162 6,436 8,562 8,587: 75 50
Old : 8,637: 146 1,897 254 8,162 6,436 8,562 8,587: 75 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,461: -150 -83 0 -1,330 -1,378 -1,480 -1,461: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 22.0 2.9 94.5 74.5 99.1 99.4: 0.9 0.6
Old : 100.0: 1.7 22.0 2.9 94.5 74.5 99.1 99.4: 0.9 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 : 38: 2 2 1 27 27 29 30:
Old : 38: 2 2 1 27 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6
Old : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6
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, March 6, 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 : 53,596: 1,305 99 101 51,555 53,094 52,961 53,294: 635 302
Old : 53,596: 1,305 99 101 51,555 53,094 52,961 53,294: 635 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,025: -295 -200 100 -4,745 -4,854 -4,940 -4,954: -85 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.2 0.2 96.2 99.1 98.8 99.4: 1.2 0.6
Old : 100.0: 2.4 0.2 0.2 96.2 99.1 98.8 99.4: 1.2 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 : 57: 3 2 2 40 33 45 35:
Old : 57: 3 2 2 40 33 45 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 : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8
Old : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,977: 0 0 0 16,860 16,827 16,860 16,827: 117 150
Old : 16,977: 0 0 0 16,860 16,827 16,860 16,827: 117 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,099: 0 0 0 -1,989 -2,099 -1,989 -2,099: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Old : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 24 13 24 13:
Old : 26: 0 0 0 24 13 24 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 : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8
Old : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8
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, March 6, 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 : 8,185: 0 3,545 0 8,185 4,640 8,185 8,185: 0 0
Old : 8,185: 0 3,545 0 8,185 4,640 8,185 8,185: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -180: -625 45 0 445 -225 -180 -180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 43.3 0.0 100.0 56.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 43.3 0.0 100.0 56.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 0 24 17 24 19:
Old : 33: 0 2 0 24 17 24 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 : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6
Old : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6
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, March 6, 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 : 4,682: 310 385 446 3,724 3,851 4,480 4,682: 202 0
Old : 4,682: 310 385 446 3,724 3,851 4,480 4,682: 202 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -358: -180 -15 75 -297 -418 -402 -358: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.2 9.5 79.5 82.3 95.7 100.0: 4.3 0.0
Old : 100.0: 6.6 8.2 9.5 79.5 82.3 95.7 100.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 2 14 9 17 13:
Old : 21: 3 2 2 14 9 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2
Old : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,468: 904 2,090 1,770 19,756 18,530 22,430 22,390: 38 78
Old : 22,468: 904 2,090 1,770 19,756 18,530 22,430 22,390: 38 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,290: -77 -825 -4 -2,217 -1,438 -2,298 -2,267: 8 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.3 7.9 87.9 82.5 99.8 99.7: 0.2 0.3
Old : 100.0: 4.0 9.3 7.9 87.9 82.5 99.8 99.7: 0.2 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 : 59: 5 4 3 38 40 45 45:
Old : 59: 5 4 3 38 40 45 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 : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4
Old : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 3,069: 100 967 0 2,969 1,981 3,069 2,948: 0 121
Old : 3,069: 100 967 0 2,969 1,981 3,069 2,948: 0 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,258: 0 -1,132 0 -1,258 -116 -1,258 -1,248: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 31.5 0.0 96.7 64.5 100.0 96.1: 0.0 3.9
Old : 100.0: 3.3 31.5 0.0 96.7 64.5 100.0 96.1: 0.0 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 : 23: 1 5 0 9 12 10 17:
Old : 23: 1 5 0 9 12 10 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 : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2
Old : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,343: 484 2,025 240 8,591 7,078 9,315 9,343: 28 0
Old : 9,343: 484 2,025 240 8,591 7,078 9,315 9,343: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,185: -442 -204 0 -2,695 -2,961 -3,137 -3,165: -48 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 21.7 2.6 92.0 75.8 99.7 100.0: 0.3 0.0
Old : 100.0: 5.2 21.7 2.6 92.0 75.8 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 5 1 29 27 33 32:
Old : 46: 3 5 1 29 27 33 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 : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1
Old : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,976: 11,291 1,880 249 14,071 23,152 25,611 25,281: 365 695
Old : 25,976: 11,291 1,880 249 14,071 23,152 25,611 25,281: 365 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,496: -1,359 -1,002 -76 -2,041 -2,386 -3,476 -3,464: -20 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 7.2 1.0 54.2 89.1 98.6 97.3: 1.4 2.7
Old : 100.0: 43.5 7.2 1.0 54.2 89.1 98.6 97.3: 1.4 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 : 49: 7 5 4 23 29 30 38:
Old : 49: 7 5 4 23 29 30 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 : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8
Old : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,386: 3,455 0 674 18,647 21,231 22,776 21,905: 4,610 5,481
Old : 27,386: 3,455 0 674 18,647 21,231 22,776 21,905: 4,610 5,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,589: 1,189 0 -1,150 -3,261 -1,402 -3,222 -2,552: 633 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.0 2.5 68.1 77.5 83.2 80.0: 16.8 20.0
Old : 100.0: 12.6 0.0 2.5 68.1 77.5 83.2 80.0: 16.8 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 15 17 17 19:
Old : 23: 2 0 2 15 17 17 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 : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4
Old : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012