GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 41,653: 2,128 250 960 38,035 40,274 41,123 41,484: 530 169
Old : 41,653: 2,128 250 960 38,035 40,274 41,123 41,484: 530 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,068: 491 0 -180 746 1,248 1,057 1,068: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.6 2.3 91.3 96.7 98.7 99.6: 1.3 0.4
Old : 100.0: 5.1 0.6 2.3 91.3 96.7 98.7 99.6: 1.3 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 : 56: 1 2 1 40 46 41 49:
Old : 56: 1 2 1 40 46 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 37.2 71.3 61.1 31.5 28.8 44.1 40.0
Old : 50.6 37.2 71.3 61.1 31.5 28.8 44.1 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 24,468: 0 0 0 24,298 24,456 24,298 24,456: 170 12
Old : 24,468: 0 0 0 24,298 24,456 24,298 24,456: 170 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 718: 0 0 0 655 742 655 742: 63 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 0.0 0.0 99.3 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 25 32 25 32:
Old : 35: 0 0 0 25 32 25 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 : 54.5 49.0 74.9 76.1 25.6 20.9 33.3 31.9
Old : 54.5 49.0 74.9 76.1 25.6 20.9 33.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 11,985: 297 321 314 9,546 9,491 10,157 10,126: 1,828 1,859
Old : 11,985: 297 321 314 9,546 9,491 10,157 10,126: 1,828 1,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 436: 46 -10 -80 82 229 48 139: 388 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.7 2.6 79.6 79.2 84.7 84.5: 15.3 15.5
Old : 100.0: 2.5 2.7 2.6 79.6 79.2 84.7 84.5: 15.3 15.5
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 : 42: 2 1 2 36 39 38 42:
Old : 42: 2 1 2 36 39 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.2 44.4 40.4 16.0 12.5 19.6 18.2
Old : 25.4 23.2 44.4 40.4 16.0 12.5 19.6 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,285: 323 135 394 5,832 6,223 6,549 6,752: 736 533
Old : 7,285: 323 135 394 5,832 6,223 6,549 6,752: 736 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 748: 25 50 86 775 676 886 812: -138 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 5.4 80.1 85.4 89.9 92.7: 10.1 7.3
Old : 100.0: 4.4 1.9 5.4 80.1 85.4 89.9 92.7: 10.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 3 5 48 52 55 58:
Old : 65: 4 3 5 48 52 55 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 20.9 37.0 35.2 13.5 14.4 20.6 22.7
Old : 25.2 20.9 37.0 35.2 13.5 14.4 20.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,971: 1,075 35 269 1,997 3,196 3,341 3,500: 630 471
Old : 3,971: 1,075 35 269 1,997 3,196 3,341 3,500: 630 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 317: 128 0 25 179 280 332 305: -15 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 0.9 6.8 50.3 80.5 84.1 88.1: 15.9 11.9
Old : 100.0: 27.1 0.9 6.8 50.3 80.5 84.1 88.1: 15.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 18 25 20 27:
Old : 31: 2 1 1 18 25 20 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 : 45.2 32.9 62.4 55.4 37.5 28.1 46.7 42.3
Old : 45.2 32.9 62.4 55.4 37.5 28.1 46.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 2,104: 60 293 0 1,770 1,447 1,830 1,740: 274 364
Old : 2,104: 60 293 0 1,770 1,447 1,830 1,740: 274 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 200: 0 35 0 166 162 166 197: 34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.9 0.0 84.1 68.8 87.0 82.7: 13.0 17.3
Old : 100.0: 2.9 13.9 0.0 84.1 68.8 87.0 82.7: 13.0 17.3
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 : 22: 1 2 0 16 15 17 17:
Old : 22: 1 2 0 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 34.6 70.2 58.6 40.0 25.2 49.3 37.5
Old : 47.2 34.6 70.2 58.6 40.0 25.2 49.3 37.5
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, May 15, 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 : 13,478: 0 800 0 13,292 12,599 13,292 13,399: 186 79
Old : 13,478: 0 800 0 13,292 12,599 13,292 13,399: 186 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,475: 0 100 0 1,430 1,375 1,430 1,475: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 98.6 93.5 98.6 99.4: 1.4 0.6
Old : 100.0: 0.0 5.9 0.0 98.6 93.5 98.6 99.4: 1.4 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 : 30: 0 1 0 21 18 21 19:
Old : 30: 0 1 0 21 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 66.7 81.6 89.2 59.7 63.2 77.4 84.6
Old : 61.6 66.7 81.6 89.2 59.7 63.2 77.4 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 6,741: 0 413 0 6,473 6,208 6,473 6,621: 268 120
Old : 6,741: 0 413 0 6,473 6,208 6,473 6,621: 268 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 405: 0 168 0 443 312 443 480: -38 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 96.0 92.1 96.0 98.2: 4.0 1.8
Old : 100.0: 0.0 6.1 0.0 96.0 92.1 96.0 98.2: 4.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 16 17 16 19:
Old : 22: 0 2 0 16 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 54.0 80.8 76.0 48.3 39.2 58.4 55.9
Old : 63.1 54.0 80.8 76.0 48.3 39.2 58.4 55.9
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,860: 0 3,388 318 20,382 17,154 20,700 20,860: 160 0
Old : 20,860: 0 3,388 318 20,382 17,154 20,700 20,860: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -314: 0 550 0 -314 -864 -314 -314: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 1.5 97.7 82.2 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 16.2 1.5 97.7 82.2 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 25 26 26 27:
Old : 33: 0 1 1 25 26 26 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 : 44.8 58.8 70.0 78.7 38.8 41.1 56.4 55.3
Old : 44.8 58.8 70.0 78.7 38.8 41.1 56.4 55.3
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, May 15, 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 : 345,777: 45,074 38,517 65,051 199,567 211,627 309,692 315,195: 36,085 30,582
Old : 345,777: 45,074 38,517 65,051 199,567 211,627 309,692 315,195: 36,085 30,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 7,468: -4,630 -1,284 4,743 10,914 3,007 11,027 6,467: -3,559 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.1 18.8 57.7 61.2 89.6 91.2: 10.4 8.8
Old : 100.0: 13.0 11.1 18.8 57.7 61.2 89.6 91.2: 10.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 35 36 47 67 81 133 138:
Old : 160: 35 36 47 67 81 133 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 19.9 29.9 33.0 13.0 12.3 19.6 18.4
Old : 19.3 19.9 29.9 33.0 13.0 12.3 19.6 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 14,086: 450 3,119 107 13,335 10,674 13,892 13,900: 194 186
Old : 14,086: 450 3,119 107 13,335 10,674 13,892 13,900: 194 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 914: 0 250 0 932 667 932 917: -18 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.1 0.8 94.7 75.8 98.6 98.7: 1.4 1.3
Old : 100.0: 3.2 22.1 0.8 94.7 75.8 98.6 98.7: 1.4 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 : 62: 3 4 1 41 43 45 47:
Old : 62: 3 4 1 41 43 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 33.1 54.9 48.2 31.0 31.0 44.0 41.7
Old : 33.5 33.1 54.9 48.2 31.0 31.0 44.0 41.7
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,692: 783 0 0 10,869 11,692 11,652 11,692: 40 0
Old : 11,692: 783 0 0 10,869 11,692 11,652 11,692: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,585: 0 0 0 1,585 1,585 1,585 1,585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 93.0 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 6.7 0.0 0.0 93.0 100.0 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 : 43: 4 0 0 24 31 28 31:
Old : 43: 4 0 0 24 31 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 33.0 67.3 52.6 36.2 28.5 53.0 45.1
Old : 43.7 33.0 67.3 52.6 36.2 28.5 53.0 45.1
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, May 15, 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 : 1,265,953: 261,400 369,946 470,197 456,290 373,838 1,187,887 1,213,981: 78,066 51,972
Old : 1,265,953: 261,400 369,946 470,197 456,290 373,838 1,187,887 1,213,981: 78,066 51,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,963: -2,883 -7,866 6,473 -9,594 869 -6,004 -524: 4,042 -1,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.2 37.1 36.0 29.5 93.8 95.9: 6.2 4.1
Old : 100.0: 20.6 29.2 37.1 36.0 29.5 93.8 95.9: 6.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 114 145 164 75 75 297 284:
Old : 347: 114 145 164 75 75 297 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 23.0 26.8 35.1 10.6 16.7 18.3 21.7
Old : 15.4 23.0 26.8 35.1 10.6 16.7 18.3 21.7
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, May 15, 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 : 45,837: 625 9,867 586 40,685 29,411 41,896 39,864: 3,941 5,973
Old : 45,837: 625 9,867 586 40,685 29,411 41,896 39,864: 3,941 5,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 21.5 1.3 88.8 64.2 91.4 87.0: 8.6 13.0
Old : 100.0: 1.4 21.5 1.3 88.8 64.2 91.4 87.0: 8.6 13.0
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 9 12 11 16:
Old : 21: 1 3 2 9 12 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 47.9 87.4 71.9 73.0 46.5 85.1 69.0
Old : 74.4 47.9 87.4 71.9 73.0 46.5 85.1 69.0
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, May 15, 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 : 2,380,436: 161,504 132,006 939,257 1,274,632 1,302,950 2,375,392 2,374,213: 5,043 6,223
Old : 2,380,436: 161,504 132,006 939,257 1,274,632 1,302,950 2,375,392 2,374,213: 5,043 6,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 21,680: -2,079 -2,426 6,441 17,319 17,620 21,681 21,635: -2 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.5 39.5 53.5 54.7 99.8 99.7: 0.2 0.3
Old : 100.0: 6.8 5.5 39.5 53.5 54.7 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 : 156: 42 47 74 62 62 144 143:
Old : 156: 42 47 74 62 62 144 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 36.7 53.6 57.5 4.9 6.5 7.5 7.9
Old : 33.5 36.7 53.6 57.5 4.9 6.5 7.5 7.9
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, May 15, 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 : 85,685: 12,555 23,637 30,481 39,594 29,555 82,630 83,673: 3,055 2,012
Old : 85,685: 12,555 23,637 30,481 39,594 29,555 82,630 83,673: 3,055 2,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,722: -1,265 -911 2,563 1,318 1,006 2,617 2,658: 106 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.6 35.6 46.2 34.5 96.4 97.7: 3.6 2.3
Old : 100.0: 14.7 27.6 35.6 46.2 34.5 96.4 97.7: 3.6 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 : 32: 9 8 14 13 15 27 32:
Old : 32: 9 8 14 13 15 27 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 : 55.4 67.8 72.8 81.0 42.0 43.7 47.4 49.8
Old : 55.4 67.8 72.8 81.0 42.0 43.7 47.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 97,051: 38,994 32,415 37,652 20,081 26,684 96,726 96,750: 324 301
Old : 97,051: 38,994 32,415 37,652 20,081 26,684 96,726 96,750: 324 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -5,760: -1,942 -1,403 -3,296 -631 -918 -5,868 -5,617: 108 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 33.4 38.8 20.7 27.5 99.7 99.7: 0.3 0.3
Old : 100.0: 40.2 33.4 38.8 20.7 27.5 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 13 16 15 20 32 38:
Old : 39: 6 13 16 15 20 32 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 : 76.7 46.7 89.2 76.3 39.8 30.2 43.9 38.7
Old : 76.7 46.7 89.2 76.3 39.8 30.2 43.9 38.7
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, May 15, 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 : 72,292: 0 2,208 2,253 63,170 58,972 65,423 63,433: 6,869 8,859
Old : 72,292: 0 2,208 2,253 63,170 58,972 65,423 63,433: 6,869 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 395: 0 -375 131 876 639 1,007 395: -612 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 3.1 87.4 81.6 90.5 87.7: 9.5 12.3
Old : 100.0: 0.0 3.1 3.1 87.4 81.6 90.5 87.7: 9.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 16 17 18 19:
Old : 24: 0 2 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 38.7 69.2 61.7 34.2 33.5 54.1 50.3
Old : 45.7 38.7 69.2 61.7 34.2 33.5 54.1 50.3
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, May 15, 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 : 2,766,982: 503,301 195,576 778,593 1,452,950 1,768,005 2,734,844 2,742,174: 32,138 24,808
Old : 2,766,982: 503,301 195,576 778,593 1,452,950 1,768,005 2,734,844 2,742,174: 32,138 24,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 40,108: 2,115 -1,438 11,561 29,258 31,174 42,934 41,297: -2,826 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.1 28.1 52.5 63.9 98.8 99.1: 1.2 0.9
Old : 100.0: 18.2 7.1 28.1 52.5 63.9 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 31 19 42 96 83 146 128:
Old : 154: 31 19 42 96 83 146 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 27.5 42.0 43.7 18.3 17.0 25.4 27.3
Old : 29.1 27.5 42.0 43.7 18.3 17.0 25.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,469,754: 316,711 288,345 306,067 842,220 872,016 1,464,998 1,466,428: 4,756 3,326
Old : 1,469,754: 316,711 288,345 306,067 842,220 872,016 1,464,998 1,466,428: 4,756 3,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 26,958: 22,041 4,426 5,679 -474 16,979 27,246 27,084: -288 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.6 20.8 57.3 59.3 99.7 99.8: 0.3 0.2
Old : 100.0: 21.5 19.6 20.8 57.3 59.3 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 : 91: 26 20 37 43 38 83 81:
Old : 91: 26 20 37 43 38 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 43.8 61.3 60.8 24.5 29.9 35.2 42.1
Old : 39.8 43.8 61.3 60.8 24.5 29.9 35.2 42.1
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 24,757: 104 1,505 63 24,160 22,749 24,327 24,317: 430 440
Old : 24,757: 104 1,505 63 24,160 22,749 24,327 24,317: 430 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,678: -3 206 -56 2,651 2,334 2,592 2,484: 86 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.1 0.3 97.6 91.9 98.3 98.2: 1.7 1.8
Old : 100.0: 0.4 6.1 0.3 97.6 91.9 98.3 98.2: 1.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 3 2 34 41 38 45:
Old : 56: 3 3 2 34 41 38 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 : 46.9 45.0 66.5 62.8 36.3 33.7 45.7 42.9
Old : 46.9 45.0 66.5 62.8 36.3 33.7 45.7 42.9
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, May 15, 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 : 1,611: 20 112 52 1,261 1,044 1,333 1,208: 278 403
Old : 1,611: 20 112 52 1,261 1,044 1,333 1,208: 278 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 141: 13 15 0 122 153 135 168: 6 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.0 3.2 78.3 64.8 82.7 75.0: 17.3 25.0
Old : 100.0: 1.2 7.0 3.2 78.3 64.8 82.7 75.0: 17.3 25.0
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: 1 1 1 18 17 19 19:
Old : 24: 1 1 1 18 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 : 40.3 33.0 58.2 52.5 36.3 31.9 47.0 43.0
Old : 40.3 33.0 58.2 52.5 36.3 31.9 47.0 43.0
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, May 15, 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 : 208,468: 12,019 0 27,074 166,112 179,005 205,204 206,079: 3,264 2,389
Old : 208,468: 12,019 0 27,074 166,112 179,005 205,204 206,079: 3,264 2,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 135: -737 0 354 481 -190 98 163: 37 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 13.0 79.7 85.9 98.4 98.9: 1.6 1.1
Old : 100.0: 5.8 0.0 13.0 79.7 85.9 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 0 4 31 30 36 34:
Old : 37: 5 0 4 31 30 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 39.6 63.9 70.0 12.2 12.9 15.9 16.9
Old : 35.9 39.6 63.9 70.0 12.2 12.9 15.9 16.9
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, May 15, 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 : 33,804: 3,870 764 3,554 25,058 28,872 32,482 33,190: 1,322 614
Old : 33,804: 3,870 764 3,554 25,058 28,872 32,482 33,190: 1,322 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -52: -105 20 -8 61 -184 -52 -172: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.3 10.5 74.1 85.4 96.1 98.2: 3.9 1.8
Old : 100.0: 11.4 2.3 10.5 74.1 85.4 96.1 98.2: 3.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 3 22 18 25 21:
Old : 27: 2 1 3 22 18 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 52.6 72.9 74.2 31.6 27.3 35.8 35.2
Old : 48.7 52.6 72.9 74.2 31.6 27.3 35.8 35.2
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, May 15, 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 : 8,960: 348 870 198 6,434 6,737 6,980 7,805: 1,980 1,155
Old : 8,960: 348 870 198 6,434 6,737 6,980 7,805: 1,980 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 110: 0 48 0 110 34 110 82: -0 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.7 2.2 71.8 75.2 77.9 87.1: 22.1 12.9
Old : 100.0: 3.9 9.7 2.2 71.8 75.2 77.9 87.1: 22.1 12.9
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 2 16 14 18 17:
Old : 20: 1 2 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 : 43.2 51.1 62.6 72.2 27.7 33.7 41.5 49.4
Old : 43.2 51.1 62.6 72.2 27.7 33.7 41.5 49.4
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, May 15, 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 : 13,715: 4,284 1,011 538 7,960 11,855 12,782 13,404: 932 310
Old : 13,715: 4,284 1,011 538 7,960 11,855 12,782 13,404: 932 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 697: 820 34 -7 -67 758 746 785: -49 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 7.4 3.9 58.0 86.4 93.2 97.7: 6.8 2.3
Old : 100.0: 31.2 7.4 3.9 58.0 86.4 93.2 97.7: 6.8 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 : 25: 1 2 2 16 19 19 21:
Old : 25: 1 2 2 16 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 36.3 75.2 61.8 52.6 28.9 57.1 44.2
Old : 57.6 36.3 75.2 61.8 52.6 28.9 57.1 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 26,405: 626 2,840 548 23,137 21,890 24,311 25,278: 2,094 1,127
Old : 26,405: 626 2,840 548 23,137 21,890 24,311 25,278: 2,094 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 267: -48 0 48 227 211 227 259: 40 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 10.8 2.1 87.6 82.9 92.1 95.7: 7.9 4.3
Old : 100.0: 2.4 10.8 2.1 87.6 82.9 92.1 95.7: 7.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 25 23 28 26:
Old : 29: 2 1 3 25 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 46.0 57.3 70.1 24.2 40.0 38.8 50.5
Old : 37.2 46.0 57.3 70.1 24.2 40.0 38.8 50.5
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,457: 1,104 0 276 6,596 7,161 7,976 7,437: 1,481 2,020
Old : 9,457: 1,104 0 276 6,596 7,161 7,976 7,437: 1,481 2,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 24: 0 0 0 0 24 0 24: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 2.9 69.7 75.7 84.3 78.6: 15.7 21.4
Old : 100.0: 11.7 0.0 2.9 69.7 75.7 84.3 78.6: 15.7 21.4
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 : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 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 : 41.5 34.9 63.3 56.3 31.0 29.8 45.4 42.2
Old : 41.5 34.9 63.3 56.3 31.0 29.8 45.4 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,337: 4,072 2,862 122 8,227 9,577 12,421 12,561: 916 776
Old : 13,337: 4,072 2,862 122 8,227 9,577 12,421 12,561: 916 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 500: 460 32 -2 122 482 580 512: -80 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 21.5 0.9 61.7 71.8 93.1 94.2: 6.9 5.8
Old : 100.0: 30.5 21.5 0.9 61.7 71.8 93.1 94.2: 6.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 3 16 17 19 20:
Old : 21: 1 2 3 16 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 51.4 77.4 75.2 53.9 42.1 61.2 56.5
Old : 57.8 51.4 77.4 75.2 53.9 42.1 61.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,676: 0 2,462 952 11,276 9,546 12,228 12,960: 1,448 716
Old : 13,676: 0 2,462 952 11,276 9,546 12,228 12,960: 1,448 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 76: 0 96 0 -80 -20 -80 76: 156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 7.0 82.5 69.8 89.4 94.8: 10.6 5.2
Old : 100.0: 0.0 18.0 7.0 82.5 69.8 89.4 94.8: 10.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 3 19 16 22 19:
Old : 24: 0 3 3 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 42.9 67.6 68.0 41.1 31.0 49.2 50.7
Old : 49.1 42.9 67.6 68.0 41.1 31.0 49.2 50.7
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, May 15, 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 : 63,563: 0 0 0 63,563 63,563 63,563 63,563: 0 0
Old : 63,563: 0 0 0 63,563 63,563 63,563 63,563: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 191: 0 0 0 191 191 191 191: 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 17 16 17 16:
Old : 26: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 91.7
Old : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 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, May 15, 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 : 1,025,393: 0 0 0 1,025,393 1,025,393 1,025,393 1,025,393: 0 0
Old : 1,025,393: 0 0 0 1,025,393 1,025,393 1,025,393 1,025,393: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 424: 0 0 0 424 424 424 424: 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 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 83.8 90.5 93.8 70.9 79.2 86.7 87.6
Old : 72.0 83.8 90.5 93.8 70.9 79.2 86.7 87.6
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 28,252: 0 0 0 28,252 28,252 28,252 28,252: 0 0
Old : 28,252: 0 0 0 28,252 28,252 28,252 28,252: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 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 : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
Old : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
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, May 15, 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 : 497,889: 0 0 0 497,889 497,889 497,889 497,889: 0 0
Old : 497,889: 0 0 0 497,889 497,889 497,889 497,889: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Old : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 109,326: 0 0 0 109,071 109,326 109,071 109,326: 255 0
Old : 109,326: 0 0 0 109,071 109,326 109,071 109,326: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 0 0 19 30 19 30:
Old : 39: 0 0 0 19 30 19 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 : 68.8 37.6 86.8 61.2 68.4 37.2 82.8 60.0
Old : 68.8 37.6 86.8 61.2 68.4 37.2 82.8 60.0
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, May 15, 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 : 1,538,163: 1,960 1,960 0 1,536,203 1,536,203 1,538,163 1,538,163: 0 0
Old : 1,538,163: 1,960 1,960 0 1,536,203 1,536,203 1,538,163 1,538,163: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 0 18 27 19 28:
Old : 38: 1 1 0 18 27 19 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 : 65.9 41.8 88.0 62.5 64.6 41.8 81.2 61.7
Old : 65.9 41.8 88.0 62.5 64.6 41.8 81.2 61.7
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 67,337: 5,692 3,095 7,910 53,735 56,332 67,337 67,337: 0 0
Old : 67,337: 5,692 3,095 7,910 53,735 56,332 67,337 67,337: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.6 11.7 79.8 83.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 4.6 11.7 79.8 83.7 100.0 100.0: 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 : 35: 3 1 3 26 20 30 23:
Old : 35: 3 1 3 26 20 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 45.6 56.6 73.7 26.5 38.6 44.4 54.7
Old : 35.1 45.6 56.6 73.7 26.5 38.6 44.4 54.7
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, May 15, 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 : 1,177,644: 53,489 99,850 46,286 1,077,869 1,031,508 1,177,644 1,177,644: 0 0
Old : 1,177,644: 53,489 99,850 46,286 1,077,869 1,031,508 1,177,644 1,177,644: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.5 3.9 91.5 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 8.5 3.9 91.5 87.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 2 29 23 33 26:
Old : 39: 3 2 2 29 23 33 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 : 33.2 47.9 55.6 72.7 29.5 42.6 48.0 63.9
Old : 33.2 47.9 55.6 72.7 29.5 42.6 48.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 51,034: 0 1,764 110 50,754 48,608 50,864 50,482: 170 552
Old : 51,034: 0 1,764 110 50,754 48,608 50,864 50,482: 170 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 255: 0 0 0 255 0 255 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.2 99.5 95.2 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 3.5 0.2 99.5 95.2 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 17 13 18 15:
Old : 26: 0 2 1 17 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 76.2 80.8 89.5 57.8 67.0 72.2 80.1
Old : 64.0 76.2 80.8 89.5 57.8 67.0 72.2 80.1
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, May 15, 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 : 49,152: 1,700 5,840 0 46,858 42,718 48,558 48,558: 594 594
Old : 49,152: 1,700 5,840 0 46,858 42,718 48,558 48,558: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.9 0.0 95.3 86.9 98.8 98.8: 1.2 1.2
Old : 100.0: 3.5 11.9 0.0 95.3 86.9 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 15 14 16:
Old : 26: 1 1 0 13 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 : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
Old : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
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, May 15, 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 : 15,630: 510 80 176 13,986 15,034 14,672 15,290: 958 340
Old : 15,630: 510 80 176 13,986 15,034 14,672 15,290: 958 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,786: 0 0 0 1,786 1,786 1,786 1,786: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 1.1 89.5 96.2 93.9 97.8: 6.1 2.2
Old : 100.0: 3.3 0.5 1.1 89.5 96.2 93.9 97.8: 6.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 16 15 18 16:
Old : 24: 1 1 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 60.0 75.1 80.4 41.7 56.6 59.1 71.8
Old : 54.4 60.0 75.1 80.4 41.7 56.6 59.1 71.8
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, May 15, 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 : 13,422: 298 1,196 0 12,954 11,907 13,252 13,103: 170 319
Old : 13,422: 298 1,196 0 12,954 11,907 13,252 13,103: 170 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.9 0.0 96.5 88.7 98.7 97.6: 1.3 2.4
Old : 100.0: 2.2 8.9 0.0 96.5 88.7 98.7 97.6: 1.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 16 10 17 12:
Old : 21: 1 2 0 16 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 66.0 74.5 88.9 52.7 59.7 67.7 74.5
Old : 53.6 66.0 74.5 88.9 52.7 59.7 67.7 74.5
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, May 15, 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 : 902,530: 0 49,554 23,400 879,130 829,576 902,530 902,530: 0 0
Old : 902,530: 0 49,554 23,400 879,130 829,576 902,530 902,530: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 6,933: 0 11,555 0 6,933 -4,622 6,933 6,933: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 2.6 97.4 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.5 2.6 97.4 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 19 16 20 18:
Old : 26: 0 2 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 76.2 78.1 92.7 46.4 59.7 60.0 69.9
Old : 58.5 76.2 78.1 92.7 46.4 59.7 60.0 69.9
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, May 15, 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 : 879,912: 31,610 44,685 19,760 828,542 815,467 879,912 879,912: 0 0
Old : 879,912: 31,610 44,685 19,760 828,542 815,467 879,912 879,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,538: 0 0 0 5,538 5,538 5,538 5,538: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.1 2.2 94.2 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 5.1 2.2 94.2 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 13 15 15 16:
Old : 22: 1 1 1 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Old : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 576,337: 209,882 0 70,435 296,020 505,902 576,337 576,337: 0 0
Old : 576,337: 209,882 0 70,435 296,020 505,902 576,337 576,337: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 46,800 0 -46,800 0 46,800 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 0.0 12.2 51.4 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 36.4 0.0 12.2 51.4 87.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 12 12 14 14:
Old : 20: 2 0 2 12 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 67.9 91.3 89.8 55.0 61.0 69.8 71.4
Old : 74.2 67.9 91.3 89.8 55.0 61.0 69.8 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 153,904: 0 3,128 0 153,904 150,776 153,904 153,904: 0 0
Old : 153,904: 0 3,128 0 153,904 150,776 153,904 153,904: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 100.0 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.0 0.0 100.0 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 : 20: 0 2 0 8 12 8 14:
Old : 20: 0 2 0 8 12 8 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 : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
Old : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
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, May 15, 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 : 8,198: 187 12 307 7,683 7,879 8,178 8,198: 20 0
Old : 8,198: 187 12 307 7,683 7,879 8,178 8,198: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 89: -44 5 -8 141 93 89 89: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.1 3.8 93.7 96.1 99.8 100.0: 0.2 0.0
Old : 100.0: 2.3 0.1 3.8 93.7 96.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 17 19 20 22:
Old : 22: 2 1 3 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 49.5 74.8 73.3 16.7 18.0 21.5 21.6
Old : 45.5 49.5 74.8 73.3 16.7 18.0 21.5 21.6
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, May 15, 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 : 24,862: 2,519 45 0 22,089 24,188 24,608 24,233: 254 629
Old : 24,862: 2,519 45 0 22,089 24,188 24,608 24,233: 254 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 888: 75 0 0 813 872 888 872: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.2 0.0 88.8 97.3 99.0 97.5: 1.0 2.5
Old : 100.0: 10.1 0.2 0.0 88.8 97.3 99.0 97.5: 1.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 0 33 33 36 34:
Old : 45: 3 1 0 33 33 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 44.2 66.9 65.6 48.0 42.6 62.5 60.6
Old : 48.3 44.2 66.9 65.6 48.0 42.6 62.5 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 8,327: 1,280 0 0 6,540 7,965 7,820 7,965: 507 362
Old : 8,327: 1,280 0 0 6,540 7,965 7,820 7,965: 507 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.0 0.0 78.5 95.7 93.9 95.7: 6.1 4.3
Old : 100.0: 15.4 0.0 0.0 78.5 95.7 93.9 95.7: 6.1 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 : 22: 2 0 0 15 13 17 13:
Old : 22: 2 0 0 15 13 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 : 59.7 65.8 77.1 86.9 59.7 65.1 73.0 82.8
Old : 59.7 65.8 77.1 86.9 59.7 65.1 73.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,753: 130 1,500 0 7,193 5,502 7,323 7,002: 430 751
Old : 7,753: 130 1,500 0 7,193 5,502 7,323 7,002: 430 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 233: 0 0 0 233 233 233 233: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 19.3 0.0 92.8 71.0 94.5 90.3: 5.5 9.7
Old : 100.0: 1.7 19.3 0.0 92.8 71.0 94.5 90.3: 5.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 15 15 16 16:
Old : 20: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 55.4 82.1 76.3 59.9 49.2 70.1 63.1
Old : 61.1 55.4 82.1 76.3 59.9 49.2 70.1 63.1
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,121: 1,060 0 0 8,472 9,463 9,532 9,463: 589 658
Old : 10,121: 1,060 0 0 8,472 9,463 9,532 9,463: 589 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 247: 0 0 0 372 187 372 187: -125 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 83.7 93.5 94.2 93.5: 5.8 6.5
Old : 100.0: 10.5 0.0 0.0 83.7 93.5 94.2 93.5: 5.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 23 19 24 19:
Old : 29: 1 0 0 23 19 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 : 51.1 51.2 72.1 74.4 51.0 47.5 65.1 65.8
Old : 51.1 51.2 72.1 74.4 51.0 47.5 65.1 65.8
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, May 15, 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 : 2,532,665: 359,877 111,243 893,905 1,173,443 1,443,503 2,427,225 2,448,652: 105,440 84,013
Old : 2,532,665: 359,877 111,243 893,905 1,173,443 1,443,503 2,427,225 2,448,652: 105,440 84,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -21,928: -3,796 -3,109 -18,825 -4,502 -8,591 -27,123 -30,525: 5,195 8,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.4 35.3 46.3 57.0 95.8 96.7: 4.2 3.3
Old : 100.0: 14.2 4.4 35.3 46.3 57.0 95.8 96.7: 4.2 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 : 388: 163 107 209 101 99 362 329:
Old : 388: 163 107 209 101 99 362 329:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.5 25.5 25.3 8.1 6.4 11.7 10.2
Old : 16.7 13.5 25.5 25.3 8.1 6.4 11.7 10.2
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, May 15, 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 : 251,919: 91,978 30,298 54,007 104,666 163,704 250,651 248,009: 1,269 3,910
Old : 251,919: 91,978 30,298 54,007 104,666 163,704 250,651 248,009: 1,269 3,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,568: 2,104 -2,325 -3,128 -2,464 1,750 -3,488 -3,704: -80 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 12.0 21.4 41.5 65.0 99.5 98.4: 0.5 1.6
Old : 100.0: 36.5 12.0 21.4 41.5 65.0 99.5 98.4: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 9 15 24 26 39 43:
Old : 44: 8 9 15 24 26 39 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 : 60.9 43.1 77.8 70.1 44.6 29.4 50.2 44.4
Old : 60.9 43.1 77.8 70.1 44.6 29.4 50.2 44.4
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, May 15, 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 : 203,837: 61,357 12,668 1,195 97,218 127,276 159,770 141,139: 44,067 62,698
Old : 203,837: 61,357 12,668 1,195 97,218 127,276 159,770 141,139: 44,067 62,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,665: -4,638 211 -253 1,512 2,199 -3,379 2,157: 6,044 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.2 0.6 47.7 62.4 78.4 69.2: 21.6 30.8
Old : 100.0: 30.1 6.2 0.6 47.7 62.4 78.4 69.2: 21.6 30.8
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 : 30: 6 3 4 16 20 24 25:
Old : 30: 6 3 4 16 20 24 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 : 43.4 35.0 60.4 49.1 43.0 33.6 56.4 44.9
Old : 43.4 35.0 60.4 49.1 43.0 33.6 56.4 44.9
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, May 15, 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 : 79,382: 12,515 935 20,842 43,206 55,142 76,563 76,919: 2,819 2,464
Old : 79,382: 12,515 935 20,842 43,206 55,142 76,563 76,919: 2,819 2,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,180: 403 384 -182 -1,284 -1,334 -1,064 -1,131: -116 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.2 26.3 54.4 69.5 96.4 96.9: 3.6 3.1
Old : 100.0: 15.8 1.2 26.3 54.4 69.5 96.4 96.9: 3.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 22 6 19 22 24 50 45:
Old : 54: 22 6 19 22 24 50 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 : 36.9 42.6 53.4 66.4 13.2 17.2 18.0 22.0
Old : 36.9 42.6 53.4 66.4 13.2 17.2 18.0 22.0
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, May 15, 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 : 399,268: 28,886 2,664 67,727 293,505 315,578 390,118 385,969: 9,150 13,300
Old : 399,268: 28,886 2,664 67,727 293,505 315,578 390,118 385,969: 9,150 13,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -4,250: -173 454 -1,260 -2,957 -3,511 -4,389 -4,317: 139 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.7 17.0 73.5 79.0 97.7 96.7: 2.3 3.3
Old : 100.0: 7.2 0.7 17.0 73.5 79.0 97.7 96.7: 2.3 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 : 44: 10 3 13 31 31 44 44:
Old : 44: 10 3 13 31 31 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 : 31.1 24.6 51.5 41.9 11.5 7.8 16.9 13.2
Old : 31.1 24.6 51.5 41.9 11.5 7.8 16.9 13.2
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,300: 1,512 1,388 0 19,772 19,896 21,284 21,284: 16 16
Old : 21,300: 1,512 1,388 0 19,772 19,896 21,284 21,284: 16 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 772: 600 0 0 866 1,466 1,466 1,466: -694 -694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.5 0.0 92.8 93.4 99.9 99.9: 0.1 0.1
Old : 100.0: 7.1 6.5 0.0 92.8 93.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 0 28 23 30 27:
Old : 39: 2 4 0 28 23 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 : 52.9 61.6 77.1 76.0 47.1 54.5 60.9 62.6
Old : 52.9 61.6 77.1 76.0 47.1 54.5 60.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 91,821: 5,096 9,688 11,839 71,551 65,054 88,486 86,581: 3,335 5,240
Old : 91,821: 5,096 9,688 11,839 71,551 65,054 88,486 86,581: 3,335 5,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,490: -154 700 -1,504 4,083 2,944 2,425 2,140: 65 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 10.6 12.9 77.9 70.8 96.4 94.3: 3.6 5.7
Old : 100.0: 5.5 10.6 12.9 77.9 70.8 96.4 94.3: 3.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 6 11 22 18 34 29:
Old : 34: 5 6 11 22 18 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 40.7 70.7 62.7 26.9 23.5 33.2 30.5
Old : 48.2 40.7 70.7 62.7 26.9 23.5 33.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 37,835: 2,638 2,876 2,953 29,102 28,502 34,693 34,331: 3,142 3,504
Old : 37,835: 2,638 2,876 2,953 29,102 28,502 34,693 34,331: 3,142 3,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -50: -158 -243 403 -334 198 -89 358: 39 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.6 7.8 76.9 75.3 91.7 90.7: 8.3 9.3
Old : 100.0: 7.0 7.6 7.8 76.9 75.3 91.7 90.7: 8.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 4 4 13 14 19 21:
Old : 23: 3 4 4 13 14 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 43.9 63.9 63.9 31.2 24.2 39.5 33.1
Old : 46.1 43.9 63.9 63.9 31.2 24.2 39.5 33.1
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, May 15, 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 : 6,567: 3,258 0 0 3,247 6,513 6,505 6,513: 62 54
Old : 6,567: 3,258 0 0 3,247 6,513 6,505 6,513: 62 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 21: 258 0 0 -279 21 -21 21: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 0.0 0.0 49.4 99.2 99.1 99.2: 0.9 0.8
Old : 100.0: 49.6 0.0 0.0 49.4 99.2 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 13 15 17 15:
Old : 23: 4 0 0 13 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 49.3 77.4 80.0 53.3 41.4 65.6 59.6
Old : 54.4 49.3 77.4 80.0 53.3 41.4 65.6 59.6
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,512: 4,817 6,664 9,291 15,875 12,339 29,984 28,294: 3,529 5,218
Old : 33,512: 4,817 6,664 9,291 15,875 12,339 29,984 28,294: 3,529 5,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,730: -257 113 -1,401 762 -295 -896 -1,584: -834 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.9 27.7 47.4 36.8 89.5 84.4: 10.5 15.6
Old : 100.0: 14.4 19.9 27.7 47.4 36.8 89.5 84.4: 10.5 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 10 12 12 12 26 28:
Old : 30: 8 10 12 12 12 26 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 : 42.8 44.9 63.8 63.5 24.6 18.3 30.7 25.1
Old : 42.8 44.9 63.8 63.5 24.6 18.3 30.7 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,926: 2,824 1,881 974 8,398 9,235 12,196 12,090: 731 837
Old : 12,926: 2,824 1,881 974 8,398 9,235 12,196 12,090: 731 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -2,913: 1 -32 -302 -2,643 -2,810 -2,943 -3,144: 30 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.5 7.5 65.0 71.4 94.3 93.5: 5.7 6.5
Old : 100.0: 21.8 14.5 7.5 65.0 71.4 94.3 93.5: 5.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 8 6 15 14 25 28:
Old : 33: 10 8 6 15 14 25 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 : 46.8 44.5 66.3 64.3 15.9 17.4 27.3 24.9
Old : 46.8 44.5 66.3 64.3 15.9 17.4 27.3 24.9
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, May 15, 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 : 101,391: 2,515 924 15,088 75,394 77,089 92,998 93,101: 8,393 8,290
Old : 101,391: 2,515 924 15,088 75,394 77,089 92,998 93,101: 8,393 8,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,640: -414 -687 1,160 1,646 2,190 2,393 2,664: 247 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 14.9 74.4 76.0 91.7 91.8: 8.3 8.2
Old : 100.0: 2.5 0.9 14.9 74.4 76.0 91.7 91.8: 8.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 4 8 21 21 29 29:
Old : 29: 4 4 8 21 21 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 34.3 54.6 55.6 15.1 13.3 19.2 17.9
Old : 35.5 34.3 54.6 55.6 15.1 13.3 19.2 17.9
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, May 15, 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 : 25,307: 11,673 7,820 2,124 10,173 13,742 23,969 23,685: 1,338 1,622
Old : 25,307: 11,673 7,820 2,124 10,173 13,742 23,969 23,685: 1,338 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,215: 204 2,315 85 1,081 -1,427 1,370 973: -155 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 30.9 8.4 40.2 54.3 94.7 93.6: 5.3 6.4
Old : 100.0: 46.1 30.9 8.4 40.2 54.3 94.7 93.6: 5.3 6.4
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 : 166: 61 51 25 28 37 103 106:
Old : 166: 61 51 25 28 37 103 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.8 49.3 39.8 34.1 27.7 43.5 39.2
Old : 38.7 27.8 49.3 39.8 34.1 27.7 43.5 39.2
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, May 15, 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 : 48,529: 29,119 14,087 1,797 12,275 29,435 43,191 45,319: 5,338 3,210
Old : 48,529: 29,119 14,087 1,797 12,275 29,435 43,191 45,319: 5,338 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,543: 1,303 2,252 303 648 -432 2,253 2,123: 290 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 29.0 3.7 25.3 60.7 89.0 93.4: 11.0 6.6
Old : 100.0: 60.0 29.0 3.7 25.3 60.7 89.0 93.4: 11.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 77 51 17 31 37 116 100:
Old : 180: 77 51 17 31 37 116 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 36.8 38.3 49.1 25.0 33.9 35.8 46.1
Old : 25.0 36.8 38.3 49.1 25.0 33.9 35.8 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 339,315: 91,120 16,290 58,577 167,881 249,782 317,578 324,649: 21,737 14,666
Old : 339,315: 91,120 16,290 58,577 167,881 249,782 317,578 324,649: 21,737 14,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,916: -4,706 -2,054 57 7,911 4,309 3,263 2,312: -346 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.8 17.3 49.5 73.6 93.6 95.7: 6.4 4.3
Old : 100.0: 26.9 4.8 17.3 49.5 73.6 93.6 95.7: 6.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 75 26 54 80 88 175 152:
Old : 200: 75 26 54 80 88 175 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 19.0 27.2 33.4 10.9 12.1 16.9 19.5
Old : 17.5 19.0 27.2 33.4 10.9 12.1 16.9 19.5
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, May 15, 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 : 21,597: 9,704 0 149 5,749 15,307 15,602 15,456: 5,995 6,141
Old : 21,597: 9,704 0 149 5,749 15,307 15,602 15,456: 5,995 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 466: 678 0 0 -419 -109 259 -109: 207 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.0 0.7 26.6 70.9 72.2 71.6: 27.8 28.4
Old : 100.0: 44.9 0.0 0.7 26.6 70.9 72.2 71.6: 27.8 28.4
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 : 29: 7 0 2 8 21 15 23:
Old : 29: 7 0 2 8 21 15 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 : 43.4 34.9 63.2 51.7 42.5 34.9 61.6 50.8
Old : 43.4 34.9 63.2 51.7 42.5 34.9 61.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 6,345: 0 0 0 5,395 5,761 5,395 5,761: 950 584
Old : 6,345: 0 0 0 5,395 5,761 5,395 5,761: 950 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 704: 0 0 0 429 654 429 654: 275 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.0 90.8 85.0 90.8: 15.0 9.2
Old : 100.0: 0.0 0.0 0.0 85.0 90.8 85.0 90.8: 15.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 59.6 61.9 81.0 35.9 49.9 54.5 65.6
Old : 38.1 59.6 61.9 81.0 35.9 49.9 54.5 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 9,523: 24 2,985 250 9,037 6,213 9,311 9,448: 212 75
Old : 9,523: 24 2,985 250 9,037 6,213 9,311 9,448: 212 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,225: 0 721 0 1,225 488 1,225 1,209: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 31.3 2.6 94.9 65.2 97.8 99.2: 2.2 0.8
Old : 100.0: 0.3 31.3 2.6 94.9 65.2 97.8 99.2: 2.2 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 : 37: 1 2 1 27 28 28 31:
Old : 37: 1 2 1 27 28 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 47.5 64.6 68.5 41.3 46.6 53.3 60.5
Old : 45.9 47.5 64.6 68.5 41.3 46.6 53.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 2,620: 145 0 45 2,431 2,576 2,620 2,620: 0 0
Old : 2,620: 145 0 45 2,431 2,576 2,620 2,620: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 1.7 92.8 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 0.0 1.7 92.8 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 15 16 16 17:
Old : 20: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 64.0 88.9 88.4 44.9 43.9 57.5 57.0
Old : 66.3 64.0 88.9 88.4 44.9 43.9 57.5 57.0
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, May 15, 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 : 52,340: 4,150 200 300 47,324 51,664 51,774 52,164: 566 176
Old : 52,340: 4,150 200 300 47,324 51,664 51,774 52,164: 566 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,035: 25 0 -1 2,005 2,036 2,029 2,035: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.4 0.6 90.4 98.7 98.9 99.7: 1.1 0.3
Old : 100.0: 7.9 0.4 0.6 90.4 98.7 98.9 99.7: 1.1 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 : 61: 6 1 1 46 36 53 38:
Old : 61: 6 1 1 46 36 53 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 : 46.3 52.6 59.7 73.7 41.9 49.3 53.3 63.2
Old : 46.3 52.6 59.7 73.7 41.9 49.3 53.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 24,988: 262 0 0 24,726 24,988 24,988 24,988: 0 0
Old : 24,988: 262 0 0 24,726 24,988 24,988 24,988: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,515: 0 0 0 1,515 1,515 1,515 1,515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 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 : 29: 1 0 0 21 18 22 18:
Old : 29: 1 0 0 21 18 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 86.6 84.9 93.6 70.6 81.3 81.0 86.3
Old : 72.9 86.6 84.9 93.6 70.6 81.3 81.0 86.3
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, May 15, 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 : 9,778: 200 4,789 0 9,578 4,895 9,778 9,684: 0 94
Old : 9,778: 200 4,789 0 9,578 4,895 9,778 9,684: 0 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,560: 0 696 0 1,560 860 1,560 1,556: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 49.0 0.0 98.0 50.1 100.0 99.0: 0.0 1.0
Old : 100.0: 2.0 49.0 0.0 98.0 50.1 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 0 22 19 24 21:
Old : 35: 2 2 0 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 70.0 67.0 82.8 36.4 63.6 55.9 72.8
Old : 43.3 70.0 67.0 82.8 36.4 63.6 55.9 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 37,157: 6,264 1,071 3,887 26,814 31,800 36,965 36,758: 192 399
Old : 37,157: 6,264 1,071 3,887 26,814 31,800 36,965 36,758: 192 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 3,758: 816 588 1,176 1,574 1,698 3,566 3,462: 192 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 2.9 10.5 72.2 85.6 99.5 98.9: 0.5 1.1
Old : 100.0: 16.9 2.9 10.5 72.2 85.6 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 8 4 3 42 43 50 50:
Old : 62: 8 4 3 42 43 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 35.3 51.8 54.3 22.6 22.8 31.2 32.5
Old : 35.7 35.3 51.8 54.3 22.6 22.8 31.2 32.5
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,552: 96 1,751 0 5,396 3,288 5,492 5,039: 60 513
Old : 5,552: 96 1,751 0 5,396 3,288 5,492 5,039: 60 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 935: 0 635 0 935 300 935 935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 31.5 0.0 97.2 59.2 98.9 90.8: 1.1 9.2
Old : 100.0: 1.7 31.5 0.0 97.2 59.2 98.9 90.8: 1.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 15 15 16 16:
Old : 24: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 61.4 84.2 77.2 61.6 58.6 70.7 67.7
Old : 67.2 61.4 84.2 77.2 61.6 58.6 70.7 67.7
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, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,453: 899 2,011 391 9,127 7,925 10,417 10,327: 36 126
Old : 10,453: 899 2,011 391 9,127 7,925 10,417 10,327: 36 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 780: -45 590 60 765 130 780 780: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.2 3.7 87.3 75.8 99.7 98.8: 0.3 1.2
Old : 100.0: 8.6 19.2 3.7 87.3 75.8 99.7 98.8: 0.3 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 : 35: 2 5 1 27 23 30 28:
Old : 35: 2 5 1 27 23 30 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 : 38.0 47.5 56.7 67.9 31.3 36.7 45.5 48.4
Old : 38.0 47.5 56.7 67.9 31.3 36.7 45.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,745: 11,179 1,370 1,376 17,713 27,052 30,268 29,798: 477 947
Old : 30,745: 11,179 1,370 1,376 17,713 27,052 30,268 29,798: 477 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,291: 489 60 -300 1,102 1,531 1,291 1,291: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 4.5 57.6 88.0 98.4 96.9: 1.6 3.1
Old : 100.0: 36.4 4.5 4.5 57.6 88.0 98.4 96.9: 1.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 7 6 26 35 33 47:
Old : 55: 5 7 6 26 35 33 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 35.4 75.2 52.9 59.3 33.5 72.0 50.4
Old : 60.9 35.4 75.2 52.9 59.3 33.5 72.0 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 6,635: 1,050 525 540 4,863 5,525 6,453 6,590: 182 45
Old : 6,635: 1,050 525 540 4,863 5,525 6,453 6,590: 182 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 341: -40 95 -45 354 274 269 324: 72 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 8.1 73.3 83.3 97.3 99.3: 2.7 0.7
Old : 100.0: 15.8 7.9 8.1 73.3 83.3 97.3 99.3: 2.7 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 : 21: 4 2 4 13 13 19 17:
Old : 21: 4 2 4 13 13 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 : 63.6 54.2 80.9 80.9 50.2 43.3 60.1 60.5
Old : 63.6 54.2 80.9 80.9 50.2 43.3 60.1 60.5
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, May 15, 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 : 25,776: 2,833 270 150 17,952 20,192 20,935 20,612: 4,841 5,164
Old : 25,776: 2,833 270 150 17,952 20,192 20,935 20,612: 4,841 5,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 630: 81 1 126 -84 -791 123 -664: 507 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.0 0.6 69.6 78.3 81.2 80.0: 18.8 20.0
Old : 100.0: 11.0 1.0 0.6 69.6 78.3 81.2 80.0: 18.8 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 : 25: 2 1 1 16 18 18 20:
Old : 25: 2 1 1 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 45.4 65.5 63.4 36.5 43.7 58.1 61.0
Old : 42.7 45.4 65.5 63.4 36.5 43.7 58.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012