GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 37,857: 672 243 920 35,600 36,516 37,192 37,679: 665 178
Old : 37,857: 672 243 920 35,600 36,516 37,192 37,679: 665 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -7,970: -1,050 -2 -100 -6,906 -7,984 -8,056 -8,086: 86 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 2.4 94.0 96.5 98.2 99.5: 1.8 0.5
Old : 100.0: 1.8 0.6 2.4 94.0 96.5 98.2 99.5: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 2 2 33 39 35 42:
Old : 48: 1 2 2 33 39 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 44.3 65.1 60.5 24.1 17.5 32.4 26.5
Old : 41.8 44.3 65.1 60.5 24.1 17.5 32.4 26.5
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,538: 0 0 0 15,255 15,434 15,255 15,434: 283 104
Old : 15,538: 0 0 0 15,255 15,434 15,255 15,434: 283 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,664: 0 0 0 -3,685 -3,684 -3,685 -3,684: 21 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 99.3 98.2 99.3: 1.8 0.7
Old : 100.0: 0.0 0.0 0.0 98.2 99.3 98.2 99.3: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 19 26 19 26:
Old : 32: 0 0 0 19 26 19 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 : 69.3 63.1 82.9 80.8 60.0 60.6 73.1 72.2
Old : 69.3 63.1 82.9 80.8 60.0 60.6 73.1 72.2
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, July 3, 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 : 13,542: 231 153 935 11,260 11,391 12,426 12,479: 1,116 1,063
Old : 13,542: 231 153 935 11,260 11,391 12,426 12,479: 1,116 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,073: -94 -141 -45 -1,962 -1,892 -2,101 -2,078: 28 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.1 6.9 83.1 84.1 91.8 92.2: 8.2 7.8
Old : 100.0: 1.7 1.1 6.9 83.1 84.1 91.8 92.2: 8.2 7.8
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 : 50: 3 1 5 39 43 44 49:
Old : 50: 3 1 5 39 43 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 32.0 42.8 48.1 16.1 15.8 21.9 21.2
Old : 25.3 32.0 42.8 48.1 16.1 15.8 21.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,850: 577 45 38 5,530 6,159 6,145 6,242: 705 608
Old : 6,850: 577 45 38 5,530 6,159 6,145 6,242: 705 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,793: 170 -24 -317 -1,634 -1,604 -1,781 -1,945: -12 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.7 0.6 80.7 89.9 89.7 91.1: 10.3 8.9
Old : 100.0: 8.4 0.7 0.6 80.7 89.9 89.7 91.1: 10.3 8.9
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 : 55: 4 1 2 41 48 45 51:
Old : 55: 4 1 2 41 48 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 23.9 39.8 39.8 17.4 19.1 24.0 27.3
Old : 26.0 23.9 39.8 39.8 17.4 19.1 24.0 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 5,973: 0 70 0 5,466 5,355 5,466 5,425: 507 548
Old : 5,973: 0 70 0 5,466 5,355 5,466 5,425: 507 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -452: 0 27 -5 -541 -420 -546 -398: 94 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 91.5 89.7 91.5 90.8: 8.5 9.2
Old : 100.0: 0.0 1.2 0.0 91.5 89.7 91.5 90.8: 8.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 19 20 19 21:
Old : 23: 0 1 0 19 20 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 : 53.2 47.4 74.0 65.0 23.7 16.5 28.7 24.8
Old : 53.2 47.4 74.0 65.0 23.7 16.5 28.7 24.8
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,896: 0 309 284 2,698 2,993 2,982 3,586: 914 310
Old : 3,896: 0 309 284 2,698 2,993 2,982 3,586: 914 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -685: -503 309 -232 -180 -740 -915 -663: 230 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 7.3 69.3 76.8 76.5 92.0: 23.5 8.0
Old : 100.0: 0.0 7.9 7.3 69.3 76.8 76.5 92.0: 23.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 18 21 20 23:
Old : 24: 0 2 2 18 21 20 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 : 39.8 43.5 60.9 65.0 20.7 21.4 26.0 33.7
Old : 39.8 43.5 60.9 65.0 20.7 21.4 26.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,016: 105 61 63 1,235 1,484 1,403 1,608: 613 408
Old : 2,016: 105 61 63 1,235 1,484 1,403 1,608: 613 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -464: 10 3 5 -500 -515 -485 -507: 21 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.0 3.1 61.3 73.6 69.6 79.8: 30.4 20.2
Old : 100.0: 5.2 3.0 3.1 61.3 73.6 69.6 79.8: 30.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 14 14 17 15:
Old : 21: 2 1 1 14 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 45.4 58.1 69.9 46.8 44.1 53.9 63.0
Old : 48.4 45.4 58.1 69.9 46.8 44.1 53.9 63.0
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, July 3, 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 : 11,616: 0 0 0 11,457 11,586 11,457 11,586: 159 30
Old : 11,616: 0 0 0 11,457 11,586 11,457 11,586: 159 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,708: 0 0 0 -2,726 -2,708 -2,726 -2,708: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.7 98.6 99.7: 1.4 0.3
Old : 100.0: 0.0 0.0 0.0 98.6 99.7 98.6 99.7: 1.4 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 : 27: 0 0 0 22 15 22 15:
Old : 27: 0 0 0 22 15 22 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 : 53.9 59.4 79.0 84.6 49.1 53.7 65.5 70.4
Old : 53.9 59.4 79.0 84.6 49.1 53.7 65.5 70.4
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, July 3, 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 : 5,904: 0 399 0 5,463 5,342 5,463 5,741: 441 163
Old : 5,904: 0 399 0 5,463 5,342 5,463 5,741: 441 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,314: 0 -69 0 -1,488 -1,232 -1,488 -1,301: 174 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 92.5 90.5 92.5 97.2: 7.5 2.8
Old : 100.0: 0.0 6.8 0.0 92.5 90.5 92.5 97.2: 7.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 15 14 15 16:
Old : 22: 0 2 0 15 14 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 : 58.8 52.8 77.7 77.9 55.1 50.0 69.7 73.5
Old : 58.8 52.8 77.7 77.9 55.1 50.0 69.7 73.5
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,922: 0 1,731 348 17,454 15,843 17,802 17,922: 120 0
Old : 17,922: 0 1,731 348 17,454 15,843 17,802 17,922: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,544: 0 -1,693 225 -3,749 -2,076 -3,524 -3,544: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 1.9 97.4 88.4 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 9.7 1.9 97.4 88.4 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 29 23 30 24:
Old : 35: 0 1 1 29 23 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 50.2 61.8 76.1 31.7 38.6 47.2 51.2
Old : 37.8 50.2 61.8 76.1 31.7 38.6 47.2 51.2
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, July 3, 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 : 347,184: 40,568 39,533 70,892 197,529 202,123 308,989 312,548: 38,195 34,636
Old : 347,184: 40,568 39,533 70,892 197,529 202,123 308,989 312,548: 38,195 34,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -18,235: -2,935 -373 -4,903 -11,932 -9,629 -19,770 -14,905: 1,534 -3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.4 20.4 56.9 58.2 89.0 90.0: 11.0 10.0
Old : 100.0: 11.7 11.4 20.4 56.9 58.2 89.0 90.0: 11.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 34 38 41 73 76 129 136:
Old : 159: 34 38 41 73 76 129 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 20.8 29.1 33.7 8.4 8.8 14.5 14.1
Old : 16.5 20.8 29.1 33.7 8.4 8.8 14.5 14.1
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, July 3, 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 : 10,791: 230 1,931 8 10,277 8,627 10,515 10,566: 276 225
Old : 10,791: 230 1,931 8 10,277 8,627 10,515 10,566: 276 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,769: 30 -499 -92 -3,797 -3,303 -3,859 -3,894: 90 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 17.9 0.1 95.2 79.9 97.4 97.9: 2.6 2.1
Old : 100.0: 2.1 17.9 0.1 95.2 79.9 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 5 1 37 37 40 43:
Old : 57: 3 5 1 37 37 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.6 52.3 51.1 32.3 29.3 47.2 43.8
Old : 33.7 31.6 52.3 51.1 32.3 29.3 47.2 43.8
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, July 3, 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 : 16,505: 555 1,500 0 15,710 14,975 16,265 16,475: 240 30
Old : 16,505: 555 1,500 0 15,710 14,975 16,265 16,475: 240 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,144: -588 -50 0 -1,778 -2,094 -2,366 -2,144: 222 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.1 0.0 95.2 90.7 98.5 99.8: 1.5 0.2
Old : 100.0: 3.4 9.1 0.0 95.2 90.7 98.5 99.8: 1.5 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 : 39: 2 1 0 24 29 26 30:
Old : 39: 2 1 0 24 29 26 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 : 53.3 46.5 72.6 67.5 39.5 25.5 49.5 39.7
Old : 53.3 46.5 72.6 67.5 39.5 25.5 49.5 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 11,032: 0 0 0 9,737 10,769 9,737 10,769: 1,295 263
Old : 11,032: 0 0 0 9,737 10,769 9,737 10,769: 1,295 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -164: 0 0 0 -241 -150 -241 -150: 77 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.3 97.6 88.3 97.6: 11.7 2.4
Old : 100.0: 0.0 0.0 0.0 88.3 97.6 88.3 97.6: 11.7 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 : 21: 0 0 0 19 14 19 14:
Old : 21: 0 0 0 19 14 19 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 : 45.5 71.2 66.9 88.3 40.7 57.0 51.4 64.2
Old : 45.5 71.2 66.9 88.3 40.7 57.0 51.4 64.2
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, July 3, 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 : 1,155,432: 243,427 336,011 400,290 438,648 371,387 1,082,365 1,107,688: 73,067 47,744
Old : 1,155,432: 243,427 336,011 400,290 438,648 371,387 1,082,365 1,107,688: 73,067 47,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -24,093: 6,685 -12,339 -5,719 -24,061 -2,853 -23,095 -20,911: -999 -3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 29.1 34.6 38.0 32.1 93.7 95.9: 6.3 4.1
Old : 100.0: 21.1 29.1 34.6 38.0 32.1 93.7 95.9: 6.3 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 : 325: 111 124 156 72 70 282 262:
Old : 325: 111 124 156 72 70 282 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 21.6 26.4 32.2 11.1 14.5 19.1 20.4
Old : 15.0 21.6 26.4 32.2 11.1 14.5 19.1 20.4
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, July 3, 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 : 33,478: 629 6,007 514 28,997 21,534 30,140 28,055: 3,338 5,423
Old : 33,478: 629 6,007 514 28,997 21,534 30,140 28,055: 3,338 5,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,123: 2 -1,800 -62 -5,916 -4,001 -5,976 -5,863: -147 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 17.9 1.5 86.6 64.3 90.0 83.8: 10.0 16.2
Old : 100.0: 1.9 17.9 1.5 86.6 64.3 90.0 83.8: 10.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 9 12 11 16:
Old : 21: 1 3 2 9 12 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 48.1 86.5 68.8 71.5 46.2 84.1 66.7
Old : 73.4 48.1 86.5 68.8 71.5 46.2 84.1 66.7
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, July 3, 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 : 2,085,710: 115,902 114,492 778,923 1,186,603 1,189,953 2,081,428 2,083,368: 4,282 2,342
Old : 2,085,710: 115,902 114,492 778,923 1,186,603 1,189,953 2,081,428 2,083,368: 4,282 2,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 4,646: -1,435 -2,224 2,998 2,891 3,991 4,454 4,765: 192 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.5 37.3 56.9 57.1 99.8 99.9: 0.2 0.1
Old : 100.0: 5.6 5.5 37.3 56.9 57.1 99.8 99.9: 0.2 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 : 155: 42 44 65 63 66 139 141:
Old : 155: 42 44 65 63 66 139 141:
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 : 35.0 37.6 54.9 57.3 4.0 4.9 6.4 6.6
Old : 35.0 37.6 54.9 57.3 4.0 4.9 6.4 6.6
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, July 3, 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 : 75,924: 12,272 39,011 14,394 45,971 19,969 72,637 73,375: 3,287 2,549
Old : 75,924: 12,272 39,011 14,394 45,971 19,969 72,637 73,375: 3,287 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,186: -3,425 12,760 -6,281 6,926 -9,537 -2,780 -3,057: -406 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 51.4 19.0 60.5 26.3 95.7 96.6: 4.3 3.4
Old : 100.0: 16.2 51.4 19.0 60.5 26.3 95.7 96.6: 4.3 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 : 35: 9 8 14 17 18 32 34:
Old : 35: 9 8 14 17 18 32 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 : 49.0 59.7 63.6 73.8 41.5 49.6 48.4 53.4
Old : 49.0 59.7 63.6 73.8 41.5 49.6 48.4 53.4
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, July 3, 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 : 90,873: 34,093 29,906 38,126 18,264 22,483 90,483 90,514: 390 359
Old : 90,873: 34,093 29,906 38,126 18,264 22,483 90,483 90,514: 390 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -261: 929 141 -496 -729 21 -296 -334: 35 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 32.9 42.0 20.1 24.7 99.6 99.6: 0.4 0.4
Old : 100.0: 37.5 32.9 42.0 20.1 24.7 99.6 99.6: 0.4 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 : 41: 6 15 16 15 20 32 40:
Old : 41: 6 15 16 15 20 32 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 : 73.7 49.0 85.4 75.5 37.6 26.5 41.2 33.5
Old : 73.7 49.0 85.4 75.5 37.6 26.5 41.2 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 63,102: 0 1,436 2,476 54,977 51,388 57,453 55,300: 5,649 7,802
Old : 63,102: 0 1,436 2,476 54,977 51,388 57,453 55,300: 5,649 7,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -5,323: 0 -16 -356 -4,405 -4,386 -4,761 -4,758: -562 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 3.9 87.1 81.4 91.0 87.6: 9.0 12.4
Old : 100.0: 0.0 2.3 3.9 87.1 81.4 91.0 87.6: 9.0 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 : 23: 0 2 2 15 17 17 19:
Old : 23: 0 2 2 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 41.5 68.7 63.2 37.4 36.0 54.0 49.3
Old : 45.9 41.5 68.7 63.2 37.4 36.0 54.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,676,744: 473,263 45,203 798,548 1,371,886 1,807,719 2,643,697 2,651,470: 33,047 25,274
Old : 2,676,744: 473,263 45,203 798,548 1,371,886 1,807,719 2,643,697 2,651,470: 33,047 25,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -128,048: 24,047 115 -53,367 -100,030 -72,997 -129,350 -126,249: 1,302 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.7 29.8 51.3 67.5 98.8 99.1: 1.2 0.9
Old : 100.0: 17.7 1.7 29.8 51.3 67.5 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 : 148: 34 14 44 93 82 142 128:
Old : 148: 34 14 44 93 82 142 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 26.5 41.9 42.4 16.9 16.0 24.4 27.1
Old : 27.4 26.5 41.9 42.4 16.9 16.0 24.4 27.1
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, July 3, 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 : 1,297,321: 192,798 127,178 372,911 727,799 794,902 1,293,508 1,294,991: 3,813 2,330
Old : 1,297,321: 192,798 127,178 372,911 727,799 794,902 1,293,508 1,294,991: 3,813 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -142,091: -45,267 -53,680 -17,847 -79,871 -71,083 -142,985 -142,610: 894 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.8 28.7 56.1 61.3 99.7 99.8: 0.3 0.2
Old : 100.0: 14.9 9.8 28.7 56.1 61.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 21 21 30 44 40 79 77:
Old : 90: 21 21 30 44 40 79 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 39.9 56.2 59.6 14.9 22.8 23.6 33.6
Old : 33.3 39.9 56.2 59.6 14.9 22.8 23.6 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 7,223: 3,366 3,939 1,452 1,902 1,225 6,720 6,616: 503 607
Old : 7,223: 3,366 3,939 1,452 1,902 1,225 6,720 6,616: 503 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 54.5 20.1 26.3 17.0 93.0 91.6: 7.0 8.4
Old : 100.0: 46.6 54.5 20.1 26.3 17.0 93.0 91.6: 7.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 10 13 5 5 19 19:
Old : 20: 5 10 13 5 5 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 : 66.6 42.0 78.7 65.4 62.7 35.7 66.8 52.7
Old : 66.6 42.0 78.7 65.4 62.7 35.7 66.8 52.7
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 21,724: 250 1,846 97 21,130 19,414 21,477 21,357: 247 367
Old : 21,724: 250 1,846 97 21,130 19,414 21,477 21,357: 247 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,939: -17 101 -92 -3,769 -3,924 -3,878 -3,915: -61 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 8.5 0.4 97.3 89.4 98.9 98.3: 1.1 1.7
Old : 100.0: 1.2 8.5 0.4 97.3 89.4 98.9 98.3: 1.1 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 : 52: 3 4 3 33 43 37 49:
Old : 52: 3 4 3 33 43 37 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 36.1 65.0 57.7 36.6 27.4 50.9 40.2
Old : 42.5 36.1 65.0 57.7 36.6 27.4 50.9 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,473: 80 39 55 805 986 940 1,080: 533 393
Old : 1,473: 80 39 55 805 986 940 1,080: 533 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -385: -11 -41 15 -502 -360 -498 -386: 113 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 3.7 54.7 66.9 63.8 73.3: 36.2 26.7
Old : 100.0: 5.4 2.6 3.7 54.7 66.9 63.8 73.3: 36.2 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 17 17 19 20:
Old : 24: 2 1 2 17 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 : 27.1 28.9 43.4 46.6 22.5 26.1 33.0 38.1
Old : 27.1 28.9 43.4 46.6 22.5 26.1 33.0 38.1
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, July 3, 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 : 181,967: 10,372 0 23,924 145,457 156,231 179,753 180,154: 2,214 1,813
Old : 181,967: 10,372 0 23,924 145,457 156,231 179,753 180,154: 2,214 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -16,004: -1,414 -140 -1,562 -12,975 -14,301 -15,950 -16,003: -53 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 13.1 79.9 85.9 98.8 99.0: 1.2 1.0
Old : 100.0: 5.7 0.0 13.1 79.9 85.9 98.8 99.0: 1.2 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 : 40: 5 0 4 34 34 39 38:
Old : 40: 5 0 4 34 34 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 40.4 62.9 68.7 12.6 14.3 15.8 17.5
Old : 34.3 40.4 62.9 68.7 12.6 14.3 15.8 17.5
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, July 3, 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 : 29,627: 2,855 1,054 3,730 21,714 24,149 28,299 28,933: 1,328 694
Old : 29,627: 2,855 1,054 3,730 21,714 24,149 28,299 28,933: 1,328 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,268: 62 70 -292 -1,102 -894 -1,332 -1,116: 64 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.6 12.6 73.3 81.5 95.5 97.7: 4.5 2.3
Old : 100.0: 9.6 3.6 12.6 73.3 81.5 95.5 97.7: 4.5 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 : 26: 2 1 3 20 17 23 20:
Old : 26: 2 1 3 20 17 23 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 : 48.4 53.4 70.5 74.6 29.3 26.9 35.2 35.6
Old : 48.4 53.4 70.5 74.6 29.3 26.9 35.2 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 13,289: 4,012 785 734 7,528 11,495 12,274 13,013: 1,015 276
Old : 13,289: 4,012 785 734 7,528 11,495 12,274 13,013: 1,015 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -236: -118 -178 172 -240 -147 -187 -153: -49 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.9 5.5 56.6 86.5 92.4 97.9: 7.6 2.1
Old : 100.0: 30.2 5.9 5.5 56.6 86.5 92.4 97.9: 7.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.1 34.6 73.1 59.2 50.2 29.8 54.8 45.8
Old : 55.1 34.6 73.1 59.2 50.2 29.8 54.8 45.8
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, July 3, 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 : 23,434: 698 2,480 418 20,594 19,528 21,710 22,426: 1,724 1,008
Old : 23,434: 698 2,480 418 20,594 19,528 21,710 22,426: 1,724 1,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,515: -40 -200 4 -1,439 -1,406 -1,475 -1,602: -40 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 10.6 1.8 87.9 83.3 92.6 95.7: 7.4 4.3
Old : 100.0: 3.0 10.6 1.8 87.9 83.3 92.6 95.7: 7.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 26 24 29 27:
Old : 31: 2 1 3 26 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 41.8 55.1 65.3 23.2 37.3 36.7 48.7
Old : 35.9 41.8 55.1 65.3 23.2 37.3 36.7 48.7
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, July 3, 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 : 8,635: 1,128 0 176 5,900 6,623 7,204 6,799: 1,431 1,836
Old : 8,635: 1,128 0 176 5,900 6,623 7,204 6,799: 1,431 1,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -469: -22 0 -50 -344 -326 -416 -376: -53 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 2.0 68.3 76.7 83.4 78.7: 16.6 21.3
Old : 100.0: 13.1 0.0 2.0 68.3 76.7 83.4 78.7: 16.6 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 : 21: 1 0 1 17 16 18 17:
Old : 21: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 35.7 62.8 56.9 31.3 30.5 45.3 42.7
Old : 40.5 35.7 62.8 56.9 31.3 30.5 45.3 42.7
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,620: 4,138 2,624 156 7,312 9,100 11,606 11,880: 1,014 740
Old : 12,620: 4,138 2,624 156 7,312 9,100 11,606 11,880: 1,014 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -414: 58 68 20 -454 -436 -376 -348: -38 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 20.8 1.2 57.9 72.1 92.0 94.1: 8.0 5.9
Old : 100.0: 32.8 20.8 1.2 57.9 72.1 92.0 94.1: 8.0 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 : 21: 1 2 2 16 16 19 18:
Old : 21: 1 2 2 16 16 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 : 57.1 50.8 76.9 70.5 54.1 38.7 57.8 52.3
Old : 57.1 50.8 76.9 70.5 54.1 38.7 57.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 13,156: 378 2,332 884 10,862 9,106 12,124 12,322: 1,032 834
Old : 13,156: 378 2,332 884 10,862 9,106 12,124 12,322: 1,032 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -738: 100 -108 -106 -873 -504 -879 -718: 141 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.7 6.7 82.6 69.2 92.2 93.7: 7.8 6.3
Old : 100.0: 2.9 17.7 6.7 82.6 69.2 92.2 93.7: 7.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 44.8 69.3 69.9 41.5 35.7 52.9 55.5
Old : 46.7 44.8 69.3 69.9 41.5 35.7 52.9 55.5
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, July 3, 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 : 58,624: 0 0 0 58,624 58,624 58,624 58,624: 0 0
Old : 58,624: 0 0 0 58,624 58,624 58,624 58,624: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,211: 0 0 0 -3,211 -3,211 -3,211 -3,211: 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 19 15 19 15:
Old : 25: 0 0 0 19 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 84.8 85.1 97.1 69.9 78.7 82.9 89.8
Old : 69.9 84.8 85.1 97.1 69.9 78.7 82.9 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 966,448: 0 0 0 966,448 966,448 966,448 966,448: 0 0
Old : 966,448: 0 0 0 966,448 966,448 966,448 966,448: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -37,217: 0 0 0 -37,217 -37,217 -37,217 -37,217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 16 16 16:
Old : 24: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 85.2 89.2 94.6 69.3 78.5 85.3 87.0
Old : 70.3 85.2 89.2 94.6 69.3 78.5 85.3 87.0
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, July 3, 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 : 27,041: 0 0 0 27,041 27,041 27,041 27,041: 0 0
Old : 27,041: 0 0 0 27,041 27,041 27,041 27,041: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,113: 0 0 0 -1,113 -1,113 -1,113 -1,113: 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 : 20: 0 0 0 13 10 13 10:
Old : 20: 0 0 0 13 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6
Old : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6
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, July 3, 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 : 101,190: 42 0 0 100,893 100,956 100,935 100,956: 255 234
Old : 101,190: 42 0 0 100,893 100,956 100,935 100,956: 255 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,783: 42 0 0 -6,825 -6,762 -6,783 -6,762: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 17 29 18 29:
Old : 38: 1 0 0 17 29 18 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 : 71.3 41.0 89.1 65.0 70.9 41.0 85.3 63.7
Old : 71.3 41.0 89.1 65.0 70.9 41.0 85.3 63.7
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, July 3, 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 : 1,396,074: 3,920 0 0 1,392,154 1,396,074 1,396,074 1,396,074: 0 0
Old : 1,396,074: 3,920 0 0 1,392,154 1,396,074 1,396,074 1,396,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -100,144: 3,920 0 0 -104,064 -100,144 -100,144 -100,144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 0 0 17 24 18 24:
Old : 35: 1 0 0 17 24 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 44.5 91.1 66.1 67.4 44.5 83.7 64.4
Old : 68.9 44.5 91.1 66.1 67.4 44.5 83.7 64.4
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, July 3, 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 : 64,136: 5,377 2,665 7,800 50,959 53,671 64,136 64,136: 0 0
Old : 64,136: 5,377 2,665 7,800 50,959 53,671 64,136 64,136: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,310: -315 -210 0 -1,995 -2,100 -2,310 -2,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.2 12.2 79.5 83.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 4.2 12.2 79.5 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 2 27 21 31 23:
Old : 35: 3 1 2 27 21 31 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 : 36.2 48.1 55.5 73.7 26.2 38.3 40.7 55.3
Old : 36.2 48.1 55.5 73.7 26.2 38.3 40.7 55.3
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, July 3, 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 : 1,138,181: 50,425 94,050 37,710 1,050,046 1,006,421 1,138,181 1,138,181: 0 0
Old : 1,138,181: 50,425 94,050 37,710 1,050,046 1,006,421 1,138,181 1,138,181: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -54,528: -7,376 -3,840 -2,304 -44,848 -48,384 -54,528 -54,528: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 8.3 3.3 92.3 88.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 8.3 3.3 92.3 88.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 38.3 43.0 58.1 69.7 33.5 38.6 50.9 60.3
Old : 38.3 43.0 58.1 69.7 33.5 38.6 50.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 49,848: 0 3,767 0 49,721 45,550 49,721 49,317: 127 531
Old : 49,848: 0 3,767 0 49,721 45,550 49,721 49,317: 127 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,045: 0 -21 0 -3,024 -3,003 -3,024 -3,024: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.0 99.7 91.4 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 7.6 0.0 99.7 91.4 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 : 27: 0 2 0 18 15 18 17:
Old : 27: 0 2 0 18 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 68.6 78.1 86.8 54.8 56.9 67.7 73.0
Old : 58.9 68.6 78.1 86.8 54.8 56.9 67.7 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 24,651: 0 6,165 200 24,324 18,286 24,524 24,651: 127 0
Old : 24,651: 0 6,165 200 24,324 18,286 24,524 24,651: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.0 0.8 98.7 74.2 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 25.0 0.8 98.7 74.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 13 14 14:
Old : 20: 0 1 1 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 65.8 92.9 87.6 71.7 56.7 78.9 74.2
Old : 81.6 65.8 92.9 87.6 71.7 56.7 78.9 74.2
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, July 3, 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 : 43,420: 1,905 5,735 0 40,942 37,685 42,847 43,420: 573 0
Old : 43,420: 1,905 5,735 0 40,942 37,685 42,847 43,420: 573 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,171: 425 0 -105 -3,470 -3,066 -3,150 -3,171: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.2 0.0 94.3 86.8 98.7 100.0: 1.3 0.0
Old : 100.0: 4.4 13.2 0.0 94.3 86.8 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 14 16 16 17:
Old : 28: 2 1 0 14 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 : 67.9 59.8 86.1 81.5 40.2 40.8 52.2 54.6
Old : 67.9 59.8 86.1 81.5 40.2 40.8 52.2 54.6
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, July 3, 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 : 15,268: 381 974 176 13,796 13,864 14,353 15,014: 915 254
Old : 15,268: 381 974 176 13,796 13,864 14,353 15,014: 915 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -841: -63 0 0 -757 -799 -820 -799: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.4 1.2 90.4 90.8 94.0 98.3: 6.0 1.7
Old : 100.0: 2.5 6.4 1.2 90.4 90.8 94.0 98.3: 6.0 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 : 25: 1 1 1 17 15 19 16:
Old : 25: 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 : 54.4 61.4 77.8 84.8 45.3 57.9 63.9 74.3
Old : 54.4 61.4 77.8 84.8 45.3 57.9 63.9 74.3
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 12,261: 212 1,067 0 11,922 10,918 12,134 11,985: 127 276
Old : 12,261: 212 1,067 0 11,922 10,918 12,134 11,985: 127 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -714: -42 -63 0 -651 -630 -693 -693: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 8.7 0.0 97.2 89.0 99.0 97.7: 1.0 2.3
Old : 100.0: 1.7 8.7 0.0 97.2 89.0 99.0 97.7: 1.0 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 : 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 : 54.9 65.2 77.2 90.3 53.8 59.0 69.6 75.3
Old : 54.9 65.2 77.2 90.3 53.8 59.0 69.6 75.3
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, July 3, 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 : 840,312: 0 60,185 23,400 816,912 756,727 840,312 840,312: 0 0
Old : 840,312: 0 60,185 23,400 816,912 756,727 840,312 840,312: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -53,760: 0 -6,912 0 -53,760 -46,848 -53,760 -53,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.8 97.2 90.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.2 2.8 97.2 90.1 100.0 100.0: 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 : 27: 0 2 1 20 15 21 17:
Old : 27: 0 2 1 20 15 21 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 : 58.9 73.1 78.4 91.5 45.7 56.2 59.1 67.9
Old : 58.9 73.1 78.4 91.5 45.7 56.2 59.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 963,233: 23,850 111,095 12,000 927,383 840,138 963,233 963,233: 0 0
Old : 963,233: 23,850 111,095 12,000 927,383 840,138 963,233 963,233: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -43,008: -3,840 3,840 -3,840 -35,328 -43,008 -43,008 -43,008: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.5 1.2 96.3 87.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 11.5 1.2 96.3 87.2 100.0 100.0: 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 : 22: 1 1 1 14 14 16 15:
Old : 22: 1 1 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 79.1 90.0 93.0 51.3 59.4 67.2 69.4
Old : 66.2 79.1 90.0 93.0 51.3 59.4 67.2 69.4
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, July 3, 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 : 515,402: 179,370 0 56,920 279,112 458,482 515,402 515,402: 0 0
Old : 515,402: 179,370 0 56,920 279,112 458,482 515,402 515,402: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -30,888: -27,648 0 -1,920 -1,320 -28,968 -30,888 -30,888: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 0.0 11.0 54.2 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 34.8 0.0 11.0 54.2 89.0 100.0 100.0: 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: 2 0 2 14 12 16 14:
Old : 20: 2 0 2 14 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 65.5 88.1 90.9 53.9 60.3 69.1 72.5
Old : 72.9 65.5 88.1 90.9 53.9 60.3 69.1 72.5
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, July 3, 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 : 140,744: 0 7,032 0 140,744 133,712 140,744 140,744: 0 0
Old : 140,744: 0 7,032 0 140,744 133,712 140,744 140,744: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -11,136: 0 -384 0 -11,136 -10,752 -11,136 -11,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.0 100.0 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.0 0.0 100.0 95.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 9 12 9 14:
Old : 20: 0 2 0 9 12 9 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 : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2
Old : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2
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, July 3, 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 : 9,271: 174 41 326 8,751 8,904 9,251 9,271: 20 -0
Old : 9,271: 174 41 326 8,751 8,904 9,251 9,271: 20 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 214: -10 1 12 212 201 214 214: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 3.5 94.4 96.0 99.8 100.0: 0.2 -0.0
Old : 100.0: 1.9 0.4 3.5 94.4 96.0 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 : 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 : 47.1 46.3 77.3 71.9 18.3 18.2 23.6 22.9
Old : 47.1 46.3 77.3 71.9 18.3 18.2 23.6 22.9
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, July 3, 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 : 28,853: 2,216 122 35 26,119 28,171 28,370 28,328: 483 525
Old : 28,853: 2,216 122 35 26,119 28,171 28,370 28,328: 483 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 743: 0 0 0 740 743 740 743: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.4 0.1 90.5 97.6 98.3 98.2: 1.7 1.8
Old : 100.0: 7.7 0.4 0.1 90.5 97.6 98.3 98.2: 1.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 2 1 36 33 39 35:
Old : 46: 2 2 1 36 33 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 50.1 62.3 68.8 43.4 48.6 55.9 61.7
Old : 44.9 50.1 62.3 68.8 43.4 48.6 55.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,050: 1,067 0 0 5,632 6,595 6,699 6,595: 351 455
Old : 7,050: 1,067 0 0 5,632 6,595 6,699 6,595: 351 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -861: -30 -26 0 -820 -930 -850 -956: -11 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.0 79.9 93.5 95.0 93.5: 5.0 6.5
Old : 100.0: 15.1 0.0 0.0 79.9 93.5 95.0 93.5: 5.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 14 17 14:
Old : 24: 2 0 0 15 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 63.1 80.2 85.0 60.4 63.1 76.4 82.5
Old : 60.4 63.1 80.2 85.0 60.4 63.1 76.4 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, July 3, 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 : 8,898: 233 1,527 86 8,324 6,757 8,643 8,370: 255 528
Old : 8,898: 233 1,527 86 8,324 6,757 8,643 8,370: 255 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -788: 143 -57 -15 -844 -643 -716 -715: -72 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 17.2 1.0 93.5 75.9 97.1 94.1: 2.9 5.9
Old : 100.0: 2.6 17.2 1.0 93.5 75.9 97.1 94.1: 2.9 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 : 26: 2 2 1 19 19 22 21:
Old : 26: 2 2 1 19 19 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 : 61.8 52.5 79.0 72.1 60.6 47.5 70.8 63.9
Old : 61.8 52.5 79.0 72.1 60.6 47.5 70.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,623: 945 0 0 8,563 9,068 9,508 9,068: 115 555
Old : 9,623: 945 0 0 8,563 9,068 9,508 9,068: 115 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -900: -65 0 0 -825 -791 -890 -791: -10 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.0 89.0 94.2 98.8 94.2: 1.2 5.8
Old : 100.0: 9.8 0.0 0.0 89.0 94.2 98.8 94.2: 1.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 18 21 18:
Old : 27: 1 0 0 20 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 48.0 77.2 71.8 53.7 43.6 69.8 60.3
Old : 53.7 48.0 77.2 71.8 53.7 43.6 69.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 2,448,998: 334,206 133,621 841,594 1,193,586 1,395,316 2,369,386 2,370,531: 79,612 78,467
Old : 2,448,998: 334,206 133,621 841,594 1,193,586 1,395,316 2,369,386 2,370,531: 79,612 78,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 21,478: 21,833 114 2,561 7,992 17,340 32,385 20,015: -10,907 1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.5 34.4 48.7 57.0 96.7 96.8: 3.3 3.2
Old : 100.0: 13.6 5.5 34.4 48.7 57.0 96.7 96.8: 3.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 150 113 200 96 100 347 326:
Old : 383: 150 113 200 96 100 347 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 13.5 26.7 25.3 8.8 6.5 12.5 10.0
Old : 17.7 13.5 26.7 25.3 8.8 6.5 12.5 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 277,301: 84,048 38,356 62,020 130,153 173,348 276,221 273,724: 1,080 3,577
Old : 277,301: 84,048 38,356 62,020 130,153 173,348 276,221 273,724: 1,080 3,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,175: 1,772 -2,259 -1,748 -2,109 2,163 -2,086 -1,844: -90 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 13.8 22.4 46.9 62.5 99.6 98.7: 0.4 1.3
Old : 100.0: 30.3 13.8 22.4 46.9 62.5 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 8 11 24 27 35 41:
Old : 41: 6 8 11 24 27 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 40.7 75.0 67.8 37.3 26.4 43.5 36.4
Old : 56.4 40.7 75.0 67.8 37.3 26.4 43.5 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 192,464: 61,879 19,586 880 89,812 121,137 152,571 141,603: 39,893 50,861
Old : 192,464: 61,879 19,586 880 89,812 121,137 152,571 141,603: 39,893 50,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -9,860: -2,200 -271 -404 -5,501 -9,172 -8,105 -9,847: -1,755 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 10.2 0.5 46.7 62.9 79.3 73.6: 20.7 26.4
Old : 100.0: 32.2 10.2 0.5 46.7 62.9 79.3 73.6: 20.7 26.4
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: 6 6 6 17 19 26 28:
Old : 33: 6 6 6 17 19 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 35.7 60.4 49.7 42.4 34.9 56.8 46.5
Old : 42.9 35.7 60.4 49.7 42.4 34.9 56.8 46.5
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, July 3, 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 : 68,901: 11,389 1,393 13,543 40,579 51,400 65,511 66,337: 3,390 2,565
Old : 68,901: 11,389 1,393 13,543 40,579 51,400 65,511 66,337: 3,390 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,567: -2,032 -1,144 787 2,774 1,931 1,528 1,574: 38 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.0 19.7 58.9 74.6 95.1 96.3: 4.9 3.7
Old : 100.0: 16.5 2.0 19.7 58.9 74.6 95.1 96.3: 4.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 4 17 21 24 43 42:
Old : 47: 18 4 17 21 24 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.0 57.9 69.9 14.6 16.3 19.2 22.3
Old : 40.1 44.0 57.9 69.9 14.6 16.3 19.2 22.3
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, July 3, 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 : 382,114: 32,213 3,341 64,811 276,817 300,148 373,841 368,300: 8,273 13,813
Old : 382,114: 32,213 3,341 64,811 276,817 300,148 373,841 368,300: 8,273 13,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -27,416: -9,844 226 -7,070 -10,131 -19,903 -27,044 -26,747: -372 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.9 17.0 72.4 78.5 97.8 96.4: 2.2 3.6
Old : 100.0: 8.4 0.9 17.0 72.4 78.5 97.8 96.4: 2.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 2 15 30 30 45 45:
Old : 45: 13 2 15 30 30 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 24.3 48.7 40.9 11.3 8.7 16.9 14.6
Old : 30.3 24.3 48.7 40.9 11.3 8.7 16.9 14.6
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, July 3, 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 : 14,570: 768 1,275 275 13,510 13,020 14,553 14,570: 17 0
Old : 14,570: 768 1,275 275 13,510 13,020 14,553 14,570: 17 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,955: -300 695 -845 -2,810 -3,805 -3,955 -3,955: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.8 1.9 92.7 89.4 99.9 100.0: 0.1 0.0
Old : 100.0: 5.3 8.8 1.9 92.7 89.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 4 3 24 21 28 27:
Old : 38: 1 4 3 24 21 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 59.5 76.6 74.1 51.8 58.7 69.6 70.2
Old : 55.1 59.5 76.6 74.1 51.8 58.7 69.6 70.2
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, July 3, 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 : 87,834: 4,158 10,831 6,096 74,475 66,124 84,729 83,051: 3,105 4,783
Old : 87,834: 4,158 10,831 6,096 74,475 66,124 84,729 83,051: 3,105 4,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,867: -644 293 1,642 1,249 -65 2,247 1,870: -380 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.3 6.9 84.8 75.3 96.5 94.6: 3.5 5.4
Old : 100.0: 4.7 12.3 6.9 84.8 75.3 96.5 94.6: 3.5 5.4
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: 4 6 8 22 19 31 29:
Old : 33: 4 6 8 22 19 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 40.1 70.9 62.3 28.7 23.4 34.6 30.4
Old : 50.5 40.1 70.9 62.3 28.7 23.4 34.6 30.4
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, July 3, 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 : 43,900: 2,428 1,848 7,573 31,225 31,830 41,226 41,251: 2,674 2,649
Old : 43,900: 2,428 1,848 7,573 31,225 31,830 41,226 41,251: 2,674 2,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,312: -371 0 1,326 1,062 781 2,017 2,107: 295 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.2 17.3 71.1 72.5 93.9 94.0: 6.1 6.0
Old : 100.0: 5.5 4.2 17.3 71.1 72.5 93.9 94.0: 6.1 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 : 23: 3 3 5 14 14 20 21:
Old : 23: 3 3 5 14 14 20 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 : 44.7 45.9 66.1 68.4 20.8 21.2 28.7 28.9
Old : 44.7 45.9 66.1 68.4 20.8 21.2 28.7 28.9
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,140: 1,350 0 0 2,745 4,086 4,095 4,086: 45 54
Old : 4,140: 1,350 0 0 2,745 4,086 4,095 4,086: 45 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,060: -550 0 0 -545 -1,060 -1,095 -1,060: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 0.0 0.0 66.3 98.7 98.9 98.7: 1.1 1.3
Old : 100.0: 32.6 0.0 0.0 66.3 98.7 98.9 98.7: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 12 13 12:
Old : 20: 2 0 0 11 12 13 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 : 62.7 62.7 83.3 89.5 57.2 62.7 72.8 86.2
Old : 62.7 62.7 83.3 89.5 57.2 62.7 72.8 86.2
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, July 3, 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 : 34,598: 3,180 5,734 10,785 16,609 14,396 30,574 30,916: 4,025 3,683
Old : 34,598: 3,180 5,734 10,785 16,609 14,396 30,574 30,916: 4,025 3,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,703: -730 -1,145 -317 -2,320 -2,292 -3,367 -3,754: -336 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.6 31.2 48.0 41.6 88.4 89.4: 11.6 10.6
Old : 100.0: 9.2 16.6 31.2 48.0 41.6 88.4 89.4: 11.6 10.6
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: 7 10 14 12 11 27 27:
Old : 29: 7 10 14 12 11 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 45.2 58.6 64.4 17.7 20.5 22.3 23.7
Old : 39.8 45.2 58.6 64.4 17.7 20.5 22.3 23.7
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,914: 3,761 1,293 647 8,721 11,345 13,129 13,285: 785 629
Old : 13,914: 3,761 1,293 647 8,721 11,345 13,129 13,285: 785 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,025: 206 -327 16 -2,371 -1,865 -2,149 -2,175: 124 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.3 4.6 62.7 81.5 94.4 95.5: 5.6 4.5
Old : 100.0: 27.0 9.3 4.6 62.7 81.5 94.4 95.5: 5.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 7 7 15 15 27 28:
Old : 33: 11 7 7 15 15 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 48.0 60.6 70.3 20.4 21.1 33.7 32.8
Old : 39.6 48.0 60.6 70.3 20.4 21.1 33.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 113,265: 6,164 382 13,888 84,354 89,944 104,406 104,214: 8,859 9,051
Old : 113,265: 6,164 382 13,888 84,354 89,944 104,406 104,214: 8,859 9,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -11,613: -1,782 -1,403 -3,984 -6,173 -5,525 -11,940 -10,912: 327 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.3 12.3 74.5 79.4 92.2 92.0: 7.8 8.0
Old : 100.0: 5.4 0.3 12.3 74.5 79.4 92.2 92.0: 7.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 7 22 22 29 29:
Old : 29: 5 2 7 22 22 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 : 32.6 30.8 53.0 52.0 13.2 13.9 17.8 17.9
Old : 32.6 30.8 53.0 52.0 13.2 13.9 17.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,487: 0 0 0 17,477 17,487 17,477 17,487: 10 0
Old : 17,487: 0 0 0 17,477 17,487 17,477 17,487: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 526: 0 0 0 516 526 516 526: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 83.9 92.3 95.3 59.1 78.2 81.7 84.0
Old : 63.3 83.9 92.3 95.3 59.1 78.2 81.7 84.0
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, July 3, 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 : 23,869: 13,508 8,828 1,095 7,857 12,324 22,459 22,246: 1,410 1,622
Old : 23,869: 13,508 8,828 1,095 7,857 12,324 22,459 22,246: 1,410 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 487: 182 547 141 3 -253 326 435: 161 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 37.0 4.6 32.9 51.6 94.1 93.2: 5.9 6.8
Old : 100.0: 56.6 37.0 4.6 32.9 51.6 94.1 93.2: 5.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 53 55 17 28 34 89 102:
Old : 157: 53 55 17 28 34 89 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 28.5 46.4 43.0 33.2 27.6 44.2 42.0
Old : 34.6 28.5 46.4 43.0 33.2 27.6 44.2 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 50,674: 34,983 14,874 825 9,825 32,401 45,634 48,101: 5,040 2,573
Old : 50,674: 34,983 14,874 825 9,825 32,401 45,634 48,101: 5,040 2,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -679: 193 -1,052 -106 -524 990 -437 -169: -242 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 29.4 1.6 19.4 63.9 90.1 94.9: 9.9 5.1
Old : 100.0: 69.0 29.4 1.6 19.4 63.9 90.1 94.9: 9.9 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 : 166: 81 41 11 27 35 111 84:
Old : 166: 81 41 11 27 35 111 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.0 41.9 48.7 28.5 35.3 41.6 48.1
Old : 28.5 36.0 41.9 48.7 28.5 35.3 41.6 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 276,409: 84,330 15,939 48,025 125,990 196,412 258,344 260,376: 18,065 16,033
Old : 276,409: 84,330 15,939 48,025 125,990 196,412 258,344 260,376: 18,065 16,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -27,360: 1,220 -2,729 -3,499 -25,009 -17,661 -27,288 -23,889: -72 -3,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 5.8 17.4 45.6 71.1 93.5 94.2: 6.5 5.8
Old : 100.0: 30.5 5.8 17.4 45.6 71.1 93.5 94.2: 6.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 56 32 46 72 91 150 152:
Old : 194: 56 32 46 72 91 150 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 14.5 25.1 25.3 10.7 8.9 17.9 15.8
Old : 15.0 14.5 25.1 25.3 10.7 8.9 17.9 15.8
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 15,603: 2,010 0 1,180 7,903 8,663 11,093 9,843: 4,510 5,760
Old : 15,603: 2,010 0 1,180 7,903 8,663 11,093 9,843: 4,510 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -4,558: -5,697 0 995 1,245 -6,198 -3,457 -5,203: -1,101 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 7.6 50.7 55.5 71.1 63.1: 28.9 36.9
Old : 100.0: 12.9 0.0 7.6 50.7 55.5 71.1 63.1: 28.9 36.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 9 13 13 14:
Old : 21: 4 0 1 9 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 34.5 59.1 55.4 37.0 33.4 51.5 51.2
Old : 43.1 34.5 59.1 55.4 37.0 33.4 51.5 51.2
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, July 3, 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 : 7,869: 66 1,941 204 7,439 5,537 7,709 7,682: 160 187
Old : 7,869: 66 1,941 204 7,439 5,537 7,709 7,682: 160 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,728: -4 -299 0 -1,651 -1,359 -1,655 -1,658: -73 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 24.7 2.6 94.5 70.4 98.0 97.6: 2.0 2.4
Old : 100.0: 0.8 24.7 2.6 94.5 70.4 98.0 97.6: 2.0 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 : 40: 1 3 1 27 29 28 33:
Old : 40: 1 3 1 27 29 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 43.3 59.9 61.2 39.4 41.7 52.1 53.7
Old : 41.5 43.3 59.9 61.2 39.4 41.7 52.1 53.7
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,083: 171 0 60 3,718 4,023 3,949 4,083: 134 0
Old : 4,083: 171 0 60 3,718 4,023 3,949 4,083: 134 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,313: -23 0 -35 -1,246 -1,278 -1,304 -1,313: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 1.5 91.1 98.5 96.7 100.0: 3.3 0.0
Old : 100.0: 4.2 0.0 1.5 91.1 98.5 96.7 100.0: 3.3 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 : 20: 2 0 1 16 15 18 16:
Old : 20: 2 0 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 68.1 80.7 87.5 34.1 42.2 46.2 50.8
Old : 49.6 68.1 80.7 87.5 34.1 42.2 46.2 50.8
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, July 3, 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 : 46,893: 1,000 75 113 45,273 46,590 46,386 46,778: 507 115
Old : 46,893: 1,000 75 113 45,273 46,590 46,386 46,778: 507 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -9,183: -1,525 75 63 -7,676 -9,343 -9,138 -9,205: -45 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.2 0.2 96.5 99.4 98.9 99.8: 1.1 0.2
Old : 100.0: 2.1 0.2 0.2 96.5 99.4 98.9 99.8: 1.1 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 : 49: 3 1 2 38 30 42 32:
Old : 49: 3 1 2 38 30 42 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 60.8 66.4 77.7 50.3 53.8 59.1 65.8
Old : 54.3 60.8 66.4 77.7 50.3 53.8 59.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 30,156: 309 0 0 29,727 30,156 30,036 30,156: 120 0
Old : 30,156: 309 0 0 29,727 30,156 30,036 30,156: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,769: -41 0 0 -2,788 -2,769 -2,829 -2,769: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 98.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 1.0 0.0 0.0 98.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 19 20 20 20:
Old : 27: 1 0 0 19 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 77.5 84.8 93.2 44.8 56.3 55.4 63.3
Old : 70.7 77.5 84.8 93.2 44.8 56.3 55.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 11,595: 300 4,890 150 10,965 6,555 11,415 11,595: 180 0
Old : 11,595: 300 4,890 150 10,965 6,555 11,415 11,595: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,339: -50 -1,123 0 -2,289 -1,216 -2,339 -2,339: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 42.2 1.3 94.6 56.5 98.4 100.0: 1.6 0.0
Old : 100.0: 2.6 42.2 1.3 94.6 56.5 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 1 25 21 26 26:
Old : 36: 1 4 1 25 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 56.5 70.5 76.7 36.3 53.2 49.4 63.5
Old : 49.5 56.5 70.5 76.7 36.3 53.2 49.4 63.5
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, July 3, 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 : 36,418: 2,487 223 6,792 27,119 29,241 36,398 36,256: 20 162
Old : 36,418: 2,487 223 6,792 27,119 29,241 36,398 36,256: 20 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -5,140: -2,211 223 5 -2,899 -5,286 -5,105 -5,058: -35 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.6 18.7 74.5 80.3 99.9 99.6: 0.1 0.4
Old : 100.0: 6.8 0.6 18.7 74.5 80.3 99.9 99.6: 0.1 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 : 65: 6 3 6 40 48 49 57:
Old : 65: 6 3 6 40 48 49 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 42.5 52.9 61.9 20.4 24.5 29.0 35.2
Old : 33.0 42.5 52.9 61.9 20.4 24.5 29.0 35.2
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, July 3, 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 : 9,927: 278 6,136 0 9,313 3,446 9,591 9,582: 336 345
Old : 9,927: 278 6,136 0 9,313 3,446 9,591 9,582: 336 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -117: 0 27 0 -213 -124 -213 -97: 96 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 61.8 0.0 93.8 34.7 96.6 96.5: 3.4 3.5
Old : 100.0: 2.8 61.8 0.0 93.8 34.7 96.6 96.5: 3.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 0 20 14 22 16:
Old : 26: 2 2 0 20 14 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 81.5 73.4 90.1 51.4 79.2 67.3 81.8
Old : 53.2 81.5 73.4 90.1 51.4 79.2 67.3 81.8
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, July 3, 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 : 10,144: 2,284 1,954 25 7,727 8,062 10,036 10,041: 108 103
Old : 10,144: 2,284 1,954 25 7,727 8,062 10,036 10,041: 108 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,949: -114 152 -205 -1,720 -1,896 -2,039 -1,949: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 19.3 0.2 76.2 79.5 98.9 99.0: 1.1 1.0
Old : 100.0: 22.5 19.3 0.2 76.2 79.5 98.9 99.0: 1.1 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 : 40: 5 5 1 24 22 29 28:
Old : 40: 5 5 1 24 22 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 44.4 53.9 67.2 30.6 44.0 49.1 58.1
Old : 34.8 44.4 53.9 67.2 30.6 44.0 49.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 28,847: 11,270 1,624 618 15,867 25,786 27,755 28,028: 1,092 819
Old : 28,847: 11,270 1,624 618 15,867 25,786 27,755 28,028: 1,092 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,842: -261 -234 -153 -1,641 -1,602 -2,055 -1,989: 213 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 5.6 2.1 55.0 89.4 96.2 97.2: 3.8 2.8
Old : 100.0: 39.1 5.6 2.1 55.0 89.4 96.2 97.2: 3.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 6 3 24 32 33 40:
Old : 52: 8 6 3 24 32 33 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 : 59.6 38.5 74.2 56.9 56.0 37.0 65.5 55.2
Old : 59.6 38.5 74.2 56.9 56.0 37.0 65.5 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,653: 540 276 3,735 15,162 15,612 19,437 19,623: 216 30
Old : 19,653: 540 276 3,735 15,162 15,612 19,437 19,623: 216 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 326: 10 10 -20 336 341 326 331: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.4 19.0 77.1 79.4 98.9 99.8: 1.1 0.2
Old : 100.0: 2.7 1.4 19.0 77.1 79.4 98.9 99.8: 1.1 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 : 21: 1 1 4 14 15 18 19:
Old : 21: 1 1 4 14 15 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 : 58.2 58.2 78.0 82.0 14.7 16.3 18.8 20.3
Old : 58.2 58.2 78.0 82.0 14.7 16.3 18.8 20.3
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, July 3, 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 : 22,743: 2,494 265 624 18,092 19,387 21,210 20,276: 1,533 2,467
Old : 22,743: 2,494 265 624 18,092 19,387 21,210 20,276: 1,533 2,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,120: -898 265 130 -2,054 -2,942 -2,822 -2,547: -298 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.2 2.7 79.5 85.2 93.3 89.2: 6.7 10.8
Old : 100.0: 11.0 1.2 2.7 79.5 85.2 93.3 89.2: 6.7 10.8
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 : 32: 3 2 2 18 23 22 26:
Old : 32: 3 2 2 18 23 22 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 : 46.3 39.9 67.5 58.2 44.8 37.5 62.7 53.7
Old : 46.3 39.9 67.5 58.2 44.8 37.5 62.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012