GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 42,208: 2,178 250 960 38,278 40,594 41,416 41,804: 792 404 Old : 42,208: 2,178 250 960 38,278 40,594 41,416 41,804: 792 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 555: 50 0 0 243 320 293 320: 262 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 0.6 2.3 90.7 96.2 98.1 99.0: 1.9 1.0 Old : 100.0: 5.2 0.6 2.3 90.7 96.2 98.1 99.0: 1.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 1 2 1 40 47 41 50: Old : 57: 1 2 1 40 47 41 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 : 49.9 36.9 70.1 59.9 31.4 28.5 43.4 39.8 Old : 49.9 36.9 70.1 59.9 31.4 28.5 43.4 39.8 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 22, 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 : 24,568: 0 147 0 24,123 24,046 24,123 24,193: 445 375 Old : 24,568: 0 147 0 24,123 24,046 24,123 24,193: 445 375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 100: 0 147 0 -175 -410 -175 -263: 275 363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 98.2 97.9 98.2 98.5: 1.8 1.5 Old : 100.0: 0.0 0.6 0.0 98.2 97.9 98.2 98.5: 1.8 1.5 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 : 37: 0 1 0 25 33 25 34: Old : 37: 0 1 0 25 33 25 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 : 53.8 48.8 74.6 74.9 25.5 20.3 33.3 31.0 Old : 53.8 48.8 74.6 74.9 25.5 20.3 33.3 31.0 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 22, 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 : 13,164: 265 376 310 10,801 10,648 11,376 11,334: 1,788 1,830 Old : 13,164: 265 376 310 10,801 10,648 11,376 11,334: 1,788 1,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,179: -32 55 -4 1,255 1,157 1,219 1,208: -40 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 2.9 2.4 82.0 80.9 86.4 86.1: 13.6 13.9 Old : 100.0: 2.0 2.9 2.4 82.0 80.9 86.4 86.1: 13.6 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 1 2 37 40 39 43: Old : 43: 2 1 2 37 40 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 : 26.9 24.5 45.0 40.2 15.6 12.1 20.4 18.3 Old : 26.9 24.5 45.0 40.2 15.6 12.1 20.4 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 7,906: 382 192 412 6,335 6,794 7,129 7,398: 777 508 Old : 7,906: 382 192 412 6,335 6,794 7,129 7,398: 777 508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 621: 59 57 18 503 571 580 646: 41 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 2.4 5.2 80.1 85.9 90.2 93.6: 9.8 6.4 Old : 100.0: 4.8 2.4 5.2 80.1 85.9 90.2 93.6: 9.8 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 : 64: 4 3 4 46 53 53 58: Old : 64: 4 3 4 46 53 53 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 : 24.7 21.3 37.3 36.5 14.0 16.0 21.1 24.6 Old : 24.7 21.3 37.3 36.5 14.0 16.0 21.1 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,359: 1,146 35 274 2,305 3,534 3,725 3,843: 634 516 Old : 4,359: 1,146 35 274 2,305 3,534 3,725 3,843: 634 516 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 388: 71 0 5 308 338 384 343: 4 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 0.8 6.3 52.9 81.1 85.5 88.2: 14.5 11.8 Old : 100.0: 26.3 0.8 6.3 52.9 81.1 85.5 88.2: 14.5 11.8 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 : 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 : 45.3 29.7 62.7 53.3 37.2 24.9 45.5 38.7 Old : 45.3 29.7 62.7 53.3 37.2 24.9 45.5 38.7 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 22, 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 : 2,320: 60 337 5 1,942 1,560 2,007 1,902: 313 418 Old : 2,320: 60 337 5 1,942 1,560 2,007 1,902: 313 418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 216: 0 44 5 172 113 177 162: 39 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 14.5 0.2 83.7 67.2 86.5 82.0: 13.5 18.0 Old : 100.0: 2.6 14.5 0.2 83.7 67.2 86.5 82.0: 13.5 18.0 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 3 1 17 15 19 18: Old : 24: 1 3 1 17 15 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 36.2 68.5 57.7 37.6 23.8 47.3 34.4 Old : 46.6 36.2 68.5 57.7 37.6 23.8 47.3 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 15,426: 0 700 0 15,285 14,662 15,285 15,362: 141 64 Old : 15,426: 0 700 0 15,285 14,662 15,285 15,362: 141 64 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,948: 0 -100 0 1,993 2,063 1,993 1,963: -45 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.5 0.0 99.1 95.0 99.1 99.6: 0.9 0.4 Old : 100.0: 0.0 4.5 0.0 99.1 95.0 99.1 99.6: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 0 23 21 23 22: Old : 33: 0 1 0 23 21 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 54.3 79.8 75.4 55.6 46.1 67.2 64.0 Old : 60.9 54.3 79.8 75.4 55.6 46.1 67.2 64.0 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 22, 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 : 6,969: 0 413 0 6,701 6,436 6,701 6,849: 268 120 Old : 6,969: 0 413 0 6,701 6,436 6,701 6,849: 268 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 228: 0 0 0 228 228 228 228: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.9 0.0 96.2 92.4 96.2 98.3: 3.8 1.7 Old : 100.0: 0.0 5.9 0.0 96.2 92.4 96.2 98.3: 3.8 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 16 16 16 18: Old : 22: 0 2 0 16 16 16 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 : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0 Old : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,167: 0 3,830 318 21,689 18,019 22,007 22,167: 160 0 Old : 22,167: 0 3,830 318 21,689 18,019 22,007 22,167: 160 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,307: 0 442 0 1,307 865 1,307 1,307: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.3 1.4 97.8 81.3 99.3 100.0: 0.7 0.0 Old : 100.0: 0.0 17.3 1.4 97.8 81.3 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 : 33: 0 1 1 27 25 28 26: Old : 33: 0 1 1 27 25 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 : 41.0 58.3 66.0 79.4 35.4 40.7 54.0 55.3 Old : 41.0 58.3 66.0 79.4 35.4 40.7 54.0 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 22, 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 : 363,936: 38,109 35,456 75,363 216,567 218,683 330,040 329,503: 33,896 34,433 Old : 363,936: 38,109 35,456 75,363 216,567 218,683 330,040 329,503: 33,896 34,433 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 18,159: -6,965 -3,061 10,312 17,000 7,057 20,348 14,308: -2,189 3,851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 9.7 20.7 59.5 60.1 90.7 90.5: 9.3 9.5 Old : 100.0: 10.5 9.7 20.7 59.5 60.1 90.7 90.5: 9.3 9.5 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 : 162: 34 36 49 72 81 136 141: Old : 162: 34 36 49 72 81 136 141: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.4 18.4 30.0 30.8 12.6 10.1 18.6 15.7 Old : 18.4 18.4 30.0 30.8 12.6 10.1 18.6 15.7 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 15,032: 450 3,097 108 14,280 11,641 14,838 14,846: 194 186 Old : 15,032: 450 3,097 108 14,280 11,641 14,838 14,846: 194 186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 946: 0 -22 1 945 967 946 946: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 20.6 0.7 95.0 77.4 98.7 98.8: 1.3 1.2 Old : 100.0: 3.0 20.6 0.7 95.0 77.4 98.7 98.8: 1.3 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 : 63: 3 4 1 41 45 45 49: Old : 63: 3 4 1 41 45 45 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 33.0 53.2 47.3 29.3 30.3 42.2 40.5 Old : 32.4 33.0 53.2 47.3 29.3 30.3 42.2 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 14,182: 783 0 0 13,359 14,182 14,142 14,182: 40 0 Old : 14,182: 783 0 0 13,359 14,182 14,142 14,182: 40 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,490: 0 0 0 2,490 2,490 2,490 2,490: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.0 0.0 94.2 100.0 99.7 100.0: 0.3 0.0 Old : 100.0: 5.5 0.0 0.0 94.2 100.0 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 : 47.3 40.4 72.5 59.2 43.0 36.0 61.2 52.5 Old : 47.3 40.4 72.5 59.2 43.0 36.0 61.2 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,260,626: 247,052 360,559 486,086 451,297 363,636 1,184,435 1,210,280: 76,192 50,346 Old : 1,260,626: 247,052 360,559 486,086 451,297 363,636 1,184,435 1,210,280: 76,192 50,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -5,327: -14,348 -9,386 15,888 -4,993 -10,202 -3,452 -3,700: -1,875 -1,626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 28.6 38.6 35.8 28.8 94.0 96.0: 6.0 4.0 Old : 100.0: 19.6 28.6 38.6 35.8 28.8 94.0 96.0: 6.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 344: 115 138 165 75 75 300 278: Old : 344: 115 138 165 75 75 300 278: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.2 23.7 26.5 35.6 10.4 16.6 18.2 21.8 Old : 16.2 23.7 26.5 35.6 10.4 16.6 18.2 21.8 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 22, 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 : 44,337: 625 8,067 886 38,885 29,411 40,396 38,364: 3,941 5,973 Old : 44,337: 625 8,067 886 38,885 29,411 40,396 38,364: 3,941 5,973 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -1,500: 0 -1,800 300 -1,800 0 -1,500 -1,500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 18.2 2.0 87.7 66.3 91.1 86.5: 8.9 13.5 Old : 100.0: 1.4 18.2 2.0 87.7 66.3 91.1 86.5: 8.9 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 3 9 12 12 16: Old : 21: 1 3 3 9 12 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3 Old : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3 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 22, 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 : 2,405,280: 156,333 126,930 962,785 1,280,359 1,309,073 2,399,477 2,398,788: 5,802 6,492 Old : 2,405,280: 156,333 126,930 962,785 1,280,359 1,309,073 2,399,477 2,398,788: 5,802 6,492 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 24,844: -5,171 -5,076 23,528 5,727 6,123 24,085 24,575: 759 269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 5.3 40.0 53.2 54.4 99.8 99.7: 0.2 0.3 Old : 100.0: 6.5 5.3 40.0 53.2 54.4 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 63 62 145 143: Old : 156: 42 47 74 63 62 145 143: 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 : 33.2 36.5 53.3 56.8 4.6 6.1 7.3 7.5 Old : 33.2 36.5 53.3 56.8 4.6 6.1 7.3 7.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 85,349: 12,247 24,391 29,786 40,243 28,710 82,275 82,887: 3,074 2,462 Old : 85,349: 12,247 24,391 29,786 40,243 28,710 82,275 82,887: 3,074 2,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -336: -308 754 -695 648 -845 -355 -786: 19 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 28.6 34.9 47.2 33.6 96.4 97.1: 3.6 2.9 Old : 100.0: 14.3 28.6 34.9 47.2 33.6 96.4 97.1: 3.6 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 10 7 14 14 15 28 32: Old : 32: 10 7 14 14 15 28 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 : 53.8 66.8 71.4 79.1 41.0 43.3 46.1 48.7 Old : 53.8 66.8 71.4 79.1 41.0 43.3 46.1 48.7 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 22, 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 : 87,240: 34,539 29,809 33,673 18,745 23,459 86,957 86,940: 283 299 Old : 87,240: 34,539 29,809 33,673 18,745 23,459 86,957 86,940: 283 299 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -9,811: -4,454 -2,606 -3,979 -1,337 -3,225 -9,770 -9,810: -41 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 34.2 38.6 21.5 26.9 99.7 99.7: 0.3 0.3 Old : 100.0: 39.6 34.2 38.6 21.5 26.9 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 : 76.4 50.1 88.2 78.5 40.4 31.8 43.5 38.6 Old : 76.4 50.1 88.2 78.5 40.4 31.8 43.5 38.6 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 22, 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 : 72,927: 0 1,778 2,911 63,147 59,379 66,058 64,068: 6,869 8,859 Old : 72,927: 0 1,778 2,911 63,147 59,379 66,058 64,068: 6,869 8,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 635: 0 -430 658 -23 407 635 635: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.4 4.0 86.6 81.4 90.6 87.9: 9.4 12.1 Old : 100.0: 0.0 2.4 4.0 86.6 81.4 90.6 87.9: 9.4 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 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 : 45.2 38.7 68.9 61.5 33.9 33.2 54.1 50.5 Old : 45.2 38.7 68.9 61.5 33.9 33.2 54.1 50.5 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 22, 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 : 2,801,708: 464,914 188,356 808,798 1,496,349 1,780,360 2,770,061 2,777,514: 31,647 24,194 Old : 2,801,708: 464,914 188,356 808,798 1,496,349 1,780,360 2,770,061 2,777,514: 31,647 24,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 34,726: -38,387 -7,220 30,205 43,399 12,355 35,217 35,340: -491 -614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 6.7 28.9 53.4 63.5 98.9 99.1: 1.1 0.9 Old : 100.0: 16.6 6.7 28.9 53.4 63.5 98.9 99.1: 1.1 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 : 156: 31 19 44 96 83 147 131: Old : 156: 31 19 44 96 83 147 131: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3 Old : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3 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 22, 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 : 1,504,715: 321,962 267,858 343,604 832,418 888,163 1,497,984 1,499,625: 6,731 5,090 Old : 1,504,715: 321,962 267,858 343,604 832,418 888,163 1,497,984 1,499,625: 6,731 5,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 34,961: 5,251 -20,487 37,537 -9,802 16,147 32,986 33,197: 1,975 1,764 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 17.8 22.8 55.3 59.0 99.6 99.7: 0.4 0.3 Old : 100.0: 21.4 17.8 22.8 55.3 59.0 99.6 99.7: 0.4 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 : 88: 26 18 37 42 36 81 78: Old : 88: 26 18 37 42 36 81 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3 Old : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 26,070: 104 1,644 186 25,335 23,849 25,625 25,679: 445 391 Old : 26,070: 104 1,644 186 25,335 23,849 25,625 25,679: 445 391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,313: 0 139 123 1,175 1,100 1,298 1,362: 15 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 6.3 0.7 97.2 91.5 98.3 98.5: 1.7 1.5 Old : 100.0: 0.4 6.3 0.7 97.2 91.5 98.3 98.5: 1.7 1.5 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 : 57: 2 4 3 37 43 41 48: Old : 57: 2 4 3 37 43 41 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 43.4 66.6 61.5 35.7 30.3 46.4 40.3 Old : 44.6 43.4 66.6 61.5 35.7 30.3 46.4 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 2,112: 85 9 156 1,475 1,273 1,716 1,438: 396 674 Old : 2,112: 85 9 156 1,475 1,273 1,716 1,438: 396 674 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.4 7.4 69.8 60.3 81.3 68.1: 18.8 31.9 Old : 100.0: 4.0 0.4 7.4 69.8 60.3 81.3 68.1: 18.8 31.9 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 1 1 16 16 18 17: Old : 20: 1 1 1 16 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 27.8 50.5 47.3 21.6 17.1 32.4 21.5 Old : 28.6 27.8 50.5 47.3 21.6 17.1 32.4 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,700: 64 112 60 1,346 1,147 1,470 1,319: 230 381 Old : 1,700: 64 112 60 1,346 1,147 1,470 1,319: 230 381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 89: 44 0 8 85 103 137 111: -48 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 6.6 3.5 79.2 67.5 86.5 77.6: 13.5 22.4 Old : 100.0: 3.8 6.6 3.5 79.2 67.5 86.5 77.6: 13.5 22.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 2 20 18 22 21: Old : 27: 2 1 2 20 18 22 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 : 40.6 32.9 57.6 52.4 35.5 31.8 46.9 44.1 Old : 40.6 32.9 57.6 52.4 35.5 31.8 46.9 44.1 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 22, 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 : 208,400: 12,921 190 26,198 166,863 180,110 205,981 206,498: 2,419 1,902 Old : 208,400: 12,921 190 26,198 166,863 180,110 205,981 206,498: 2,419 1,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -68: 902 190 -876 751 1,104 777 419: -845 -487 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 0.1 12.6 80.1 86.4 98.8 99.1: 1.2 0.9 Old : 100.0: 6.2 0.1 12.6 80.1 86.4 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 : 40: 5 1 5 33 32 39 37: Old : 40: 5 1 5 33 32 39 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 39.4 62.2 69.0 12.2 12.1 15.4 15.8 Old : 34.8 39.4 62.2 69.0 12.2 12.1 15.4 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 34,036: 3,567 884 3,950 25,172 28,581 32,690 33,416: 1,346 620 Old : 34,036: 3,567 884 3,950 25,172 28,581 32,690 33,416: 1,346 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 231: -303 120 397 114 -291 207 225: 24 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 2.6 11.6 74.0 84.0 96.0 98.2: 4.0 1.8 Old : 100.0: 10.5 2.6 11.6 74.0 84.0 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 : 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 : 49.0 52.8 72.5 74.3 30.7 26.9 35.1 35.0 Old : 49.0 52.8 72.5 74.3 30.7 26.9 35.1 35.0 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 9,120: 348 1,110 78 7,094 6,805 7,520 7,993: 1,600 1,127 Old : 9,120: 348 1,110 78 7,094 6,805 7,520 7,993: 1,600 1,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 160: 0 240 -120 660 68 540 188: -380 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 12.2 0.9 77.8 74.6 82.5 87.6: 17.5 12.4 Old : 100.0: 3.8 12.2 0.9 77.8 74.6 82.5 87.6: 17.5 12.4 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 2 17 15 19 18: Old : 21: 1 2 2 17 15 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 50.2 64.8 72.2 30.7 33.1 46.4 50.5 Old : 43.8 50.2 64.8 72.2 30.7 33.1 46.4 50.5 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 22, 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 : 13,670: 3,904 1,029 530 8,217 11,802 12,651 13,361: 1,019 309 Old : 13,670: 3,904 1,029 530 8,217 11,802 12,651 13,361: 1,019 309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -45: -380 17 -9 257 -52 -132 -44: 87 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 7.5 3.9 60.1 86.3 92.5 97.7: 7.5 2.3 Old : 100.0: 28.6 7.5 3.9 60.1 86.3 92.5 97.7: 7.5 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 : 55.0 36.2 74.5 61.6 50.0 29.6 54.7 45.0 Old : 55.0 36.2 74.5 61.6 50.0 29.6 54.7 45.0 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 22, 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 : 26,523: 626 2,840 548 23,267 22,008 24,441 25,396: 2,082 1,127 Old : 26,523: 626 2,840 548 23,267 22,008 24,441 25,396: 2,082 1,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 118: 0 0 0 130 118 130 118: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 10.7 2.1 87.7 83.0 92.2 95.8: 7.8 4.2 Old : 100.0: 2.4 10.7 2.1 87.7 83.0 92.2 95.8: 7.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 37.0 45.7 57.0 69.8 24.0 39.6 38.2 49.9 Old : 37.0 45.7 57.0 69.8 24.0 39.6 38.2 49.9 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 22, 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 : 9,481: 1,104 0 276 6,596 7,185 7,976 7,461: 1,505 2,020 Old : 9,481: 1,104 0 276 6,596 7,185 7,976 7,461: 1,505 2,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 24: 0 0 0 0 24 0 24: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 0.0 2.9 69.6 75.8 84.1 78.7: 15.9 21.3 Old : 100.0: 11.6 0.0 2.9 69.6 75.8 84.1 78.7: 15.9 21.3 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 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 : 41.4 35.1 63.1 56.4 30.9 30.0 45.3 42.3 Old : 41.4 35.1 63.1 56.4 30.9 30.0 45.3 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 13,265: 3,852 2,862 122 8,307 9,479 12,281 12,463: 984 802 Old : 13,265: 3,852 2,862 122 8,307 9,479 12,281 12,463: 984 802 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -72: -220 0 0 80 -98 -140 -98: 68 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 21.6 0.9 62.6 71.5 92.6 94.0: 7.4 6.0 Old : 100.0: 29.0 21.6 0.9 62.6 71.5 92.6 94.0: 7.4 6.0 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 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 : 56.4 51.7 76.8 74.5 52.6 42.3 59.7 56.8 Old : 56.4 51.7 76.8 74.5 52.6 42.3 59.7 56.8 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 14,134: 0 2,450 1,032 11,606 9,936 12,638 13,418: 1,496 716 Old : 14,134: 0 2,450 1,032 11,606 9,936 12,638 13,418: 1,496 716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 458: 0 -12 80 330 390 410 458: 48 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.3 7.3 82.1 70.3 89.4 94.9: 10.6 5.1 Old : 100.0: 0.0 17.3 7.3 82.1 70.3 89.4 94.9: 10.6 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 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 : 49.0 42.7 68.5 68.2 41.0 30.4 48.0 50.7 Old : 49.0 42.7 68.5 68.2 41.0 30.4 48.0 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 22, 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 : 63,605: 0 0 0 63,605 63,605 63,605 63,605: 0 0 Old : 63,605: 0 0 0 63,605 63,605 63,605 63,605: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 42: 0 0 0 42 42 42 42: 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 22, 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 : 1,026,161: 0 0 0 1,026,161 1,026,161 1,026,161 1,026,161: 0 0 Old : 1,026,161: 0 0 0 1,026,161 1,026,161 1,026,161 1,026,161: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 768: 0 0 0 768 768 768 768: 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 : 71.9 83.8 90.5 93.7 70.8 79.2 86.7 87.6 Old : 71.9 83.8 90.5 93.7 70.8 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 22, 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 15, 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 22, 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 15, 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 22, 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 : 111,366: 0 0 0 111,111 111,366 111,111 111,366: 255 0 Old : 111,366: 0 0 0 111,111 111,366 111,111 111,366: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,040: 0 0 0 2,040 2,040 2,040 2,040: 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 : 69.4 37.5 87.0 61.9 69.0 37.5 83.2 60.7 Old : 69.4 37.5 87.0 61.9 69.0 37.5 83.2 60.7 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 22, 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 : 1,594,323: 1,960 1,960 0 1,592,363 1,592,363 1,594,323 1,594,323: 0 0 Old : 1,594,323: 1,960 1,960 0 1,592,363 1,592,363 1,594,323 1,594,323: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 56,160: 0 0 0 56,160 56,160 56,160 56,160: 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 : 67.1 42.9 88.4 63.8 65.8 42.9 81.9 63.1 Old : 67.1 42.9 88.4 63.8 65.8 42.9 81.9 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 67,592: 5,692 3,095 7,910 53,990 56,587 67,592 67,592: 0 0 Old : 67,592: 5,692 3,095 7,910 53,990 56,587 67,592 67,592: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 255: 0 0 0 255 255 255 255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 4.6 11.7 79.9 83.7 100.0 100.0: 0.0 0.0 Old : 100.0: 8.4 4.6 11.7 79.9 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 : 35.0 45.5 56.7 73.4 26.4 38.4 44.2 54.5 Old : 35.0 45.5 56.7 73.4 26.4 38.4 44.2 54.5 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 22, 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 15, 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 72.3 29.5 42.6 48.0 63.5 Old : 33.2 47.9 55.6 72.3 29.5 42.6 48.0 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 52,309: 0 1,764 110 52,029 49,883 52,139 51,757: 170 552 Old : 52,309: 0 1,764 110 52,029 49,883 52,139 51,757: 170 552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.2 99.5 95.4 99.7 98.9: 0.3 1.1 Old : 100.0: 0.0 3.4 0.2 99.5 95.4 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 : 62.4 74.4 81.3 89.7 58.9 65.4 72.9 80.5 Old : 62.4 74.4 81.3 89.7 58.9 65.4 72.9 80.5 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 22, 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 15, 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 22, 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 : 15,653: 510 80 176 14,009 15,057 14,695 15,313: 958 340 Old : 15,653: 510 80 176 14,009 15,057 14,695 15,313: 958 340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 23: 0 0 0 23 23 23 23: 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 17 15 19 16: Old : 24: 1 1 1 17 15 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 59.7 75.0 80.4 41.3 56.1 58.6 71.3 Old : 54.3 59.7 75.0 80.4 41.3 56.1 58.6 71.3 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 22, 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 : 13,443: 298 1,196 0 12,975 11,928 13,273 13,124: 170 319 Old : 13,443: 298 1,196 0 12,975 11,928 13,273 13,124: 170 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 21: 0 0 0 21 21 21 21: 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 66.1 74.4 88.9 52.6 60.1 67.6 74.4 Old : 53.6 66.1 74.4 88.9 52.6 60.1 67.6 74.4 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 22, 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 : 944,128: 0 68,937 23,400 920,728 851,791 944,128 944,128: 0 0 Old : 944,128: 0 68,937 23,400 920,728 851,791 944,128 944,128: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 41,598: 0 19,383 0 41,598 22,215 41,598 41,598: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.3 2.5 97.5 90.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 7.3 2.5 97.5 90.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 1 19 15 20 17: Old : 26: 0 2 1 19 15 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 73.7 78.6 91.8 48.3 59.1 61.3 71.2 Old : 59.8 73.7 78.6 91.8 48.3 59.1 61.3 71.2 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 22, 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 15, 2012 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 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 22, 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 : 578,248: 209,882 0 70,435 297,931 507,813 578,248 578,248: 0 0 Old : 578,248: 209,882 0 70,435 297,931 507,813 578,248 578,248: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,911: 0 0 0 1,911 1,911 1,911 1,911: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 0.0 12.2 51.5 87.8 100.0 100.0: 0.0 0.0 Old : 100.0: 36.3 0.0 12.2 51.5 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 13 12 15 14: Old : 20: 2 0 2 13 12 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 67.7 90.5 89.8 54.8 60.8 69.6 71.0 Old : 73.9 67.7 90.5 89.8 54.8 60.8 69.6 71.0 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 22, 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 15, 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 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 22, 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 : 8,395: 187 20 302 7,886 8,073 8,375 8,395: 20 -0 Old : 8,395: 187 20 302 7,886 8,073 8,375 8,395: 20 -0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 197: -1 9 -6 203 194 197 197: -0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.2 3.6 93.9 96.2 99.8 100.0: 0.2 -0.0 Old : 100.0: 2.2 0.2 3.6 93.9 96.2 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 : 21: 2 1 3 16 18 19 21: Old : 21: 2 1 3 16 18 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 : 46.2 48.3 75.1 71.6 16.2 16.9 21.1 21.1 Old : 46.2 48.3 75.1 71.6 16.2 16.9 21.1 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 25,974: 2,526 45 0 23,194 25,300 25,720 25,345: 254 629 Old : 25,974: 2,526 45 0 23,194 25,300 25,720 25,345: 254 629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,112: 7 0 0 1,105 1,112 1,112 1,112: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.2 0.0 89.3 97.4 99.0 97.6: 1.0 2.4 Old : 100.0: 9.7 0.2 0.0 89.3 97.4 99.0 97.6: 1.0 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 : 45: 3 1 0 35 33 38 34: Old : 45: 3 1 0 35 33 38 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 : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4 Old : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 8,357: 1,280 0 0 6,565 7,965 7,845 7,965: 512 392 Old : 8,357: 1,280 0 0 6,565 7,965 7,845 7,965: 512 392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 30: 0 0 0 25 0 25 0: 5 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 0.0 0.0 78.6 95.3 93.9 95.3: 6.1 4.7 Old : 100.0: 15.3 0.0 0.0 78.6 95.3 93.9 95.3: 6.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5 Old : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5 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 22, 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 : 8,235: 134 1,500 0 7,621 5,989 7,755 7,489: 480 746 Old : 8,235: 134 1,500 0 7,621 5,989 7,755 7,489: 480 746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 482: 4 0 0 428 487 432 487: 50 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 18.2 0.0 92.5 72.7 94.2 90.9: 5.8 9.1 Old : 100.0: 1.6 18.2 0.0 92.5 72.7 94.2 90.9: 5.8 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 0 16 15 18 16: Old : 22: 2 1 0 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 : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2 Old : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2 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 22, 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 : 10,356: 1,060 0 0 8,712 9,690 9,772 9,690: 584 666 Old : 10,356: 1,060 0 0 8,712 9,690 9,772 9,690: 584 666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 235: 0 0 0 240 227 240 227: -5 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 0.0 0.0 84.1 93.6 94.4 93.6: 5.6 6.4 Old : 100.0: 10.2 0.0 0.0 84.1 93.6 94.4 93.6: 5.6 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 : 30: 1 0 0 24 21 25 21: Old : 30: 1 0 0 24 21 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 : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9 Old : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9 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 22, 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 : 2,280,184: 352,033 111,428 764,372 1,079,009 1,328,667 2,195,414 2,204,466: 84,770 75,718 Old : 2,280,184: 352,033 111,428 764,372 1,079,009 1,328,667 2,195,414 2,204,466: 84,770 75,718 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -252,481: -7,843 185 -129,534 -94,434 -114,837 -231,811 -244,186: -20,670 -8,296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 4.9 33.5 47.3 58.3 96.3 96.7: 3.7 3.3 Old : 100.0: 15.4 4.9 33.5 47.3 58.3 96.3 96.7: 3.7 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 : 362: 151 94 178 99 99 331 300: Old : 362: 151 94 178 99 99 331 300: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 13.7 26.4 25.6 9.1 7.1 13.1 11.1 Old : 17.4 13.7 26.4 25.6 9.1 7.1 13.1 11.1 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 22, 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 : 244,216: 87,599 28,997 52,646 102,223 159,171 242,468 240,815: 1,748 3,402 Old : 244,216: 87,599 28,997 52,646 102,223 159,171 242,468 240,815: 1,748 3,402 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -7,703: -4,379 -1,301 -1,361 -2,442 -4,533 -8,183 -7,195: 480 -509 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 11.9 21.6 41.9 65.2 99.3 98.6: 0.7 1.4 Old : 100.0: 35.9 11.9 21.6 41.9 65.2 99.3 98.6: 0.7 1.4 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 : 39: 5 8 11 23 25 34 38: Old : 39: 5 8 11 23 25 34 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 : 60.2 42.1 77.9 70.9 42.4 30.1 48.0 43.6 Old : 60.2 42.1 77.9 70.9 42.4 30.1 48.0 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 204,042: 66,716 15,147 1,944 96,721 127,688 165,381 144,779: 38,661 59,263 Old : 204,042: 66,716 15,147 1,944 96,721 127,688 165,381 144,779: 38,661 59,263 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 205: 5,359 2,479 749 -497 412 5,611 3,640: -5,406 -3,435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 7.4 1.0 47.4 62.6 81.1 71.0: 18.9 29.0 Old : 100.0: 32.7 7.4 1.0 47.4 62.6 81.1 71.0: 18.9 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 7 4 5 16 20 25 27: Old : 32: 7 4 5 16 20 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 35.0 60.8 49.2 43.2 33.7 57.2 44.9 Old : 43.5 35.0 60.8 49.2 43.2 33.7 57.2 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 67,582: 11,709 1,150 13,629 39,698 50,799 65,035 65,578: 2,546 2,004 Old : 67,582: 11,709 1,150 13,629 39,698 50,799 65,035 65,578: 2,546 2,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -11,800: -807 214 -7,212 -3,509 -4,343 -11,528 -11,341: -272 -459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 1.7 20.2 58.7 75.2 96.2 97.0: 3.8 3.0 Old : 100.0: 17.3 1.7 20.2 58.7 75.2 96.2 97.0: 3.8 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 19 5 16 20 23 45 40: Old : 49: 19 5 16 20 23 45 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 45.5 59.2 71.5 15.5 17.9 19.9 23.3 Old : 41.7 45.5 59.2 71.5 15.5 17.9 19.9 23.3 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 22, 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 : 396,171: 28,720 2,853 66,398 291,630 313,485 386,749 382,736: 9,423 13,435 Old : 396,171: 28,720 2,853 66,398 291,630 313,485 386,749 382,736: 9,423 13,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -3,097: -167 189 -1,329 -1,875 -2,093 -3,370 -3,232: 273 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.7 16.8 73.6 79.1 97.6 96.6: 2.4 3.4 Old : 100.0: 7.2 0.7 16.8 73.6 79.1 97.6 96.6: 2.4 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 30.9 24.5 51.1 41.7 11.2 7.6 16.5 13.0 Old : 30.9 24.5 51.1 41.7 11.2 7.6 16.5 13.0 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 22, 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 : 21,500: 1,512 1,388 0 19,972 20,096 21,484 21,484: 16 16 Old : 21,500: 1,512 1,388 0 19,972 20,096 21,484 21,484: 16 16 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 200: 0 0 0 200 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 6.5 0.0 92.9 93.5 99.9 99.9: 0.1 0.1 Old : 100.0: 7.0 6.5 0.0 92.9 93.5 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 : 52.7 61.1 76.6 75.8 46.1 54.0 59.8 62.2 Old : 52.7 61.1 76.6 75.8 46.1 54.0 59.8 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 86,074: 4,899 9,749 11,033 67,166 60,748 83,098 81,530: 2,976 4,544 Old : 86,074: 4,899 9,749 11,033 67,166 60,748 83,098 81,530: 2,976 4,544 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -5,747: -197 61 -806 -4,385 -4,306 -5,388 -5,051: -359 -696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 11.3 12.8 78.0 70.6 96.5 94.7: 3.5 5.3 Old : 100.0: 5.7 11.3 12.8 78.0 70.6 96.5 94.7: 3.5 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 4 6 10 21 18 32 29: Old : 34: 4 6 10 21 18 32 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 40.5 71.7 62.8 27.6 23.6 34.2 31.0 Old : 48.1 40.5 71.7 62.8 27.6 23.6 34.2 31.0 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 22, 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 : 34,685: 2,535 1,913 3,036 26,440 27,197 32,011 32,146: 2,674 2,539 Old : 34,685: 2,535 1,913 3,036 26,440 27,197 32,011 32,146: 2,674 2,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -3,150: -103 -963 83 -2,662 -1,305 -2,682 -2,185: -468 -965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 5.5 8.8 76.2 78.4 92.3 92.7: 7.7 7.3 Old : 100.0: 7.3 5.5 8.8 76.2 78.4 92.3 92.7: 7.7 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 : 22: 3 3 4 13 13 19 19: Old : 22: 3 3 4 13 13 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 : 45.4 47.5 64.5 68.0 31.1 27.5 39.7 37.4 Old : 45.4 47.5 64.5 68.0 31.1 27.5 39.7 37.4 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 22, 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 : 6,762: 3,408 0 0 3,247 6,708 6,655 6,708: 107 54 Old : 6,762: 3,408 0 0 3,247 6,708 6,655 6,708: 107 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 195: 150 0 0 0 195 150 195: 45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 0.0 0.0 48.0 99.2 98.4 99.2: 1.6 0.8 Old : 100.0: 50.4 0.0 0.0 48.0 99.2 98.4 99.2: 1.6 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 : 55.1 52.0 77.4 79.9 54.0 44.7 65.9 62.7 Old : 55.1 52.0 77.4 79.9 54.0 44.7 65.9 62.7 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 22, 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 : 30,065: 4,602 6,218 7,952 14,599 11,654 27,152 25,823: 2,913 4,242 Old : 30,065: 4,602 6,218 7,952 14,599 11,654 27,152 25,823: 2,913 4,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -3,447: -215 -446 -1,340 -1,276 -686 -2,831 -2,471: -616 -976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 20.7 26.4 48.6 38.8 90.3 85.9: 9.7 14.1 Old : 100.0: 15.3 20.7 26.4 48.6 38.8 90.3 85.9: 9.7 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 9 9 12 11 11 25 27: Old : 29: 9 9 12 11 11 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 45.4 64.8 65.9 25.5 22.4 32.2 29.1 Old : 44.4 45.4 64.8 65.9 25.5 22.4 32.2 29.1 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 22, 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 : 12,599: 2,856 1,752 978 8,145 9,153 11,979 11,883: 620 716 Old : 12,599: 2,856 1,752 978 8,145 9,153 11,979 11,883: 620 716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -327: 32 -129 4 -253 -82 -217 -207: -111 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 13.9 7.8 64.6 72.6 95.1 94.3: 4.9 5.7 Old : 100.0: 22.7 13.9 7.8 64.6 72.6 95.1 94.3: 4.9 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 : 33: 10 8 7 15 14 26 28: Old : 33: 10 8 7 15 14 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 : 44.5 44.1 66.0 66.0 17.7 18.6 26.8 24.6 Old : 44.5 44.1 66.0 66.0 17.7 18.6 26.8 24.6 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 22, 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 : 103,169: 2,841 1,057 15,098 76,122 79,125 94,061 95,280: 9,108 7,889 Old : 103,169: 2,841 1,057 15,098 76,122 79,125 94,061 95,280: 9,108 7,889 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,778: 326 133 9 728 2,036 1,063 2,178: 715 -400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 1.0 14.6 73.8 76.7 91.2 92.4: 8.8 7.6 Old : 100.0: 2.8 1.0 14.6 73.8 76.7 91.2 92.4: 8.8 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 5 3 8 21 21 29 29: Old : 29: 5 3 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 : 35.3 33.5 55.5 55.9 15.0 13.5 19.7 18.2 Old : 35.3 33.5 55.5 55.9 15.0 13.5 19.7 18.2 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 22, 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 : 25,990: 12,147 8,417 1,602 10,889 14,431 24,638 24,450: 1,352 1,540 Old : 25,990: 12,147 8,417 1,602 10,889 14,431 24,638 24,450: 1,352 1,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 682: 474 597 -522 716 689 668 765: 14 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 32.4 6.2 41.9 55.5 94.8 94.1: 5.2 5.9 Old : 100.0: 46.7 32.4 6.2 41.9 55.5 94.8 94.1: 5.2 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 161: 53 53 23 36 38 104 104: Old : 161: 53 53 23 36 38 104 104: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 28.6 48.5 42.7 32.8 28.5 42.7 40.9 Old : 38.5 28.6 48.5 42.7 32.8 28.5 42.7 40.9 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 22, 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 : 50,846: 30,380 16,311 1,709 12,954 29,727 45,043 47,748: 5,803 3,098 Old : 50,846: 30,380 16,311 1,709 12,954 29,727 45,043 47,748: 5,803 3,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,317: 1,261 2,224 -87 679 292 1,852 2,429: 465 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 32.1 3.4 25.5 58.5 88.6 93.9: 11.4 6.1 Old : 100.0: 59.7 32.1 3.4 25.5 58.5 88.6 93.9: 11.4 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 183: 80 52 16 33 35 120 99: Old : 183: 80 52 16 33 35 120 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 37.0 37.6 49.9 25.0 34.0 35.0 46.8 Old : 25.0 37.0 37.6 49.9 25.0 34.0 35.0 46.8 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 22, 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 : 330,583: 91,951 16,184 57,965 161,400 242,921 311,316 317,071: 19,266 13,512 Old : 330,583: 91,951 16,184 57,965 161,400 242,921 311,316 317,071: 19,266 13,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -8,732: 831 -106 -611 -6,481 -6,861 -6,262 -7,578: -2,470 -1,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 4.9 17.5 48.8 73.5 94.2 95.9: 5.8 4.1 Old : 100.0: 27.8 4.9 17.5 48.8 73.5 94.2 95.9: 5.8 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 : 202: 71 23 53 84 93 174 155: Old : 202: 71 23 53 84 93 174 155: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.0 18.4 26.3 31.2 10.6 12.4 16.9 19.3 Old : 16.0 18.4 26.3 31.2 10.6 12.4 16.9 19.3 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 22, 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 : 22,761: 9,820 0 223 6,361 16,683 16,404 16,906: 6,357 5,855 Old : 22,761: 9,820 0 223 6,361 16,683 16,404 16,906: 6,357 5,855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,164: 116 0 74 612 1,376 802 1,450: 362 -286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.1 0.0 1.0 27.9 73.3 72.1 74.3: 27.9 25.7 Old : 100.0: 43.1 0.0 1.0 27.9 73.3 72.1 74.3: 27.9 25.7 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 : 32: 7 0 2 11 23 18 25: Old : 32: 7 0 2 11 23 18 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 : 40.9 33.6 58.9 54.2 40.0 33.5 56.5 54.0 Old : 40.9 33.6 58.9 54.2 40.0 33.5 56.5 54.0 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 22, 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 : 9,773: 24 2,985 250 9,287 6,463 9,561 9,698: 212 75 Old : 9,773: 24 2,985 250 9,287 6,463 9,561 9,698: 212 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 250: 0 0 0 250 250 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 30.5 2.6 95.0 66.1 97.8 99.2: 2.2 0.8 Old : 100.0: 0.2 30.5 2.6 95.0 66.1 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 : 45.8 47.3 65.0 68.3 40.8 46.5 53.0 60.0 Old : 45.8 47.3 65.0 68.3 40.8 46.5 53.0 60.0 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 22, 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 : 2,867: 134 0 51 2,682 2,816 2,867 2,867: 0 0 Old : 2,867: 134 0 51 2,682 2,816 2,867 2,867: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 247: -11 0 7 251 240 247 247: 0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.0 1.8 93.5 98.2 100.0 100.0: 0.0 0.0 Old : 100.0: 4.7 0.0 1.8 93.5 98.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 64.9 61.8 87.0 87.5 45.7 43.9 57.6 57.2 Old : 64.9 61.8 87.0 87.5 45.7 43.9 57.6 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 55,007: 4,050 200 400 49,939 54,231 54,389 54,831: 618 176 Old : 55,007: 4,050 200 400 49,939 54,231 54,389 54,831: 618 176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,667: -100 0 100 2,615 2,567 2,615 2,667: 52 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.4 0.7 90.8 98.6 98.9 99.7: 1.1 0.3 Old : 100.0: 7.4 0.4 0.7 90.8 98.6 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 : 60: 5 1 1 46 35 52 37: Old : 60: 5 1 1 46 35 52 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 55.0 58.6 75.9 41.1 49.6 52.8 64.3 Old : 45.8 55.0 58.6 75.9 41.1 49.6 52.8 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 27,807: 262 0 0 27,545 27,807 27,807 27,807: 0 0 Old : 27,807: 262 0 0 27,545 27,807 27,807 27,807: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,819: 0 0 0 2,819 2,819 2,819 2,819: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 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 : 30: 1 0 0 23 18 24 18: Old : 30: 1 0 0 23 18 24 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 : 70.2 85.6 83.2 93.8 68.0 77.4 78.4 81.9 Old : 70.2 85.6 83.2 93.8 68.0 77.4 78.4 81.9 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 22, 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 : 10,968: 200 4,789 0 10,768 6,085 10,968 10,874: 0 94 Old : 10,968: 200 4,789 0 10,768 6,085 10,968 10,874: 0 94 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,190: 0 0 0 1,190 1,190 1,190 1,190: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 43.7 0.0 98.2 55.5 100.0 99.1: 0.0 0.9 Old : 100.0: 1.8 43.7 0.0 98.2 55.5 100.0 99.1: 0.0 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 : 36: 2 2 0 23 20 25 22: Old : 36: 2 2 0 23 20 25 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 : 45.7 62.8 68.5 82.2 39.6 61.6 59.9 76.2 Old : 45.7 62.8 68.5 82.2 39.6 61.6 59.9 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,436: 2,480 60 0 4,712 7,361 7,192 7,421: 244 15 Old : 7,436: 2,480 60 0 4,712 7,361 7,192 7,421: 244 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 0.8 0.0 63.4 99.0 96.7 99.8: 3.3 0.2 Old : 100.0: 33.4 0.8 0.0 63.4 99.0 96.7 99.8: 3.3 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 : 20: 3 1 0 12 12 15 13: Old : 20: 3 1 0 12 12 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 82.2 89.1 96.7 66.4 81.5 79.4 86.2 Old : 74.9 82.2 89.1 96.7 66.4 81.5 79.4 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 37,443: 6,081 868 3,983 27,123 32,101 37,187 36,952: 256 491 Old : 37,443: 6,081 868 3,983 27,123 32,101 37,187 36,952: 256 491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 286: -183 -203 96 309 301 222 194: 64 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 2.3 10.6 72.4 85.7 99.3 98.7: 0.7 1.3 Old : 100.0: 16.2 2.3 10.6 72.4 85.7 99.3 98.7: 0.7 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 : 63: 8 5 4 42 43 50 52: Old : 63: 8 5 4 42 43 50 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 34.0 52.7 54.2 22.6 21.1 31.5 31.9 Old : 36.2 34.0 52.7 54.2 22.6 21.1 31.5 31.9 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 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,337: 96 3,632 0 7,181 3,192 7,277 6,824: 60 513 Old : 7,337: 96 3,632 0 7,181 3,192 7,277 6,824: 60 513 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 1,785: 0 1,881 0 1,785 -96 1,785 1,785: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 49.5 0.0 97.9 43.5 99.2 93.0: 0.8 7.0 Old : 100.0: 1.3 49.5 0.0 97.9 43.5 99.2 93.0: 0.8 7.0 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 0 17 15 18 16: Old : 24: 1 1 0 17 15 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 72.1 83.2 83.0 57.9 69.4 72.6 74.4 Old : 62.9 72.1 83.2 83.0 57.9 69.4 72.6 74.4 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 22, 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 : 11,272: 704 2,042 386 10,125 8,718 11,215 11,146: 57 126 Old : 11,272: 704 2,042 386 10,125 8,718 11,215 11,146: 57 126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 819: -195 31 -5 998 793 798 819: 21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 18.1 3.4 89.8 77.3 99.5 98.9: 0.5 1.1 Old : 100.0: 6.2 18.1 3.4 89.8 77.3 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 : 35: 2 5 2 27 25 30 31: Old : 35: 2 5 2 27 25 30 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 46.6 57.8 65.0 31.3 36.6 45.2 47.0 Old : 38.7 46.6 57.8 65.0 31.3 36.6 45.2 47.0 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 22, 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 : 31,504: 11,422 1,763 1,376 18,169 27,598 30,967 30,737: 537 767 Old : 31,504: 11,422 1,763 1,376 18,169 27,598 30,967 30,737: 537 767 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 759: 243 393 0 456 546 699 939: 60 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 5.6 4.4 57.7 87.6 98.3 97.6: 1.7 2.4 Old : 100.0: 36.3 5.6 4.4 57.7 87.6 98.3 97.6: 1.7 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 : 56: 5 8 6 27 36 34 49: Old : 56: 5 8 6 27 36 34 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 : 61.6 34.5 75.7 52.8 59.5 34.1 71.8 50.5 Old : 61.6 34.5 75.7 52.8 59.5 34.1 71.8 50.5 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 22, 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 : 25,696: 2,747 513 150 17,819 20,419 20,716 21,082: 4,980 4,614 Old : 25,696: 2,747 513 150 17,819 20,419 20,716 21,082: 4,980 4,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : -80: -86 243 0 -133 227 -219 470: 139 -550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 2.0 0.6 69.3 79.5 80.6 82.0: 19.4 18.0 Old : 100.0: 10.7 2.0 0.6 69.3 79.5 80.6 82.0: 19.4 18.0 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: 2 1 1 17 20 19 22: Old : 26: 2 1 1 17 20 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 44.7 64.5 62.9 36.1 42.9 57.4 60.4 Old : 42.2 44.7 64.5 62.9 36.1 42.9 57.4 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012