GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 37,040: 559 586 1,050 34,864 35,251 36,473 36,887: 567 153
Old : 37,040: 559 586 1,050 34,864 35,251 36,473 36,887: 567 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,938: 77 181 -7 2,887 2,714 2,957 2,888: -19 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.6 2.8 94.1 95.2 98.5 99.6: 1.5 0.4
Old : 100.0: 1.5 1.6 2.8 94.1 95.2 98.5 99.6: 1.5 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 : 51: 1 3 1 35 41 36 45:
Old : 51: 1 3 1 35 41 36 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 : 41.8 40.1 62.7 58.2 20.8 20.0 32.4 30.8
Old : 41.8 40.1 62.7 58.2 20.8 20.0 32.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,688: 0 0 0 12,428 12,608 12,428 12,608: 260 80
Old : 12,688: 0 0 0 12,428 12,608 12,428 12,608: 260 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 275: 0 0 0 255 270 255 270: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 0.6
Old : 100.0: 0.0 0.0 0.0 98.0 99.4 98.0 99.4: 2.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 22 29 22 29:
Old : 38: 0 0 0 22 29 22 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 : 67.8 49.3 83.5 73.0 53.8 47.8 66.9 64.9
Old : 67.8 49.3 83.5 73.0 53.8 47.8 66.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 15,187: 197 306 737 13,102 13,002 14,036 14,045: 1,151 1,142
Old : 15,187: 197 306 737 13,102 13,002 14,036 14,045: 1,151 1,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 233: -1 67 2 397 338 398 407: -165 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.0 4.9 86.3 85.6 92.4 92.5: 7.6 7.5
Old : 100.0: 1.3 2.0 4.9 86.3 85.6 92.4 92.5: 7.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 4 37 38 41 44:
Old : 46: 3 2 4 37 38 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 33.6 51.6 51.0 15.1 13.9 20.3 19.8
Old : 33.6 33.6 51.6 51.0 15.1 13.9 20.3 19.8
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, August 14, 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 : 6,702: 589 65 94 5,348 5,880 6,031 6,039: 671 663
Old : 6,702: 589 65 94 5,348 5,880 6,031 6,039: 671 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 159: -43 0 60 131 9 148 69: 11 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.0 1.4 79.8 87.7 90.0 90.1: 10.0 9.9
Old : 100.0: 8.8 1.0 1.4 79.8 87.7 90.0 90.1: 10.0 9.9
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 : 56: 4 2 3 43 48 47 53:
Old : 56: 4 2 3 43 48 47 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.9 45.3 39.1 22.9 23.4 32.1 31.8
Old : 30.3 25.9 45.3 39.1 22.9 23.4 32.1 31.8
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, August 14, 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 : 6,570: 0 135 0 6,140 5,807 6,140 5,942: 430 628
Old : 6,570: 0 135 0 6,140 5,807 6,140 5,942: 430 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 295: 0 5 0 365 311 365 316: -70 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 93.5 88.4 93.5 90.4: 6.5 9.6
Old : 100.0: 0.0 2.1 0.0 93.5 88.4 93.5 90.4: 6.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 20 20 20 21:
Old : 22: 0 1 0 20 20 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 : 53.3 50.9 73.7 70.4 20.5 14.1 24.0 20.1
Old : 53.3 50.9 73.7 70.4 20.5 14.1 24.0 20.1
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, August 14, 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 : 5,884: 0 698 288 4,635 4,634 4,923 5,620: 961 264
Old : 5,884: 0 698 288 4,635 4,634 4,923 5,620: 961 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 304: 0 -18 23 192 287 215 292: 89 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.9 4.9 78.8 78.8 83.7 95.5: 16.3 4.5
Old : 100.0: 0.0 11.9 4.9 78.8 78.8 83.7 95.5: 16.3 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 : 25: 0 2 1 18 22 19 24:
Old : 25: 0 2 1 18 22 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 42.1 64.4 63.9 21.1 18.8 26.1 29.3
Old : 44.9 42.1 64.4 63.9 21.1 18.8 26.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 2,090: 0 43 60 1,695 1,544 1,755 1,647: 335 443
Old : 2,090: 0 43 60 1,695 1,544 1,755 1,647: 335 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 112: 0 -60 60 76 342 136 342: -24 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 2.9 81.1 73.9 84.0 78.8: 16.0 21.2
Old : 100.0: 0.0 2.1 2.9 81.1 73.9 84.0 78.8: 16.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 17 18 19:
Old : 22: 0 1 1 17 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 40.5 64.4 56.3 29.5 29.2 41.1 37.1
Old : 48.3 40.5 64.4 56.3 29.5 29.2 41.1 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 2,542: 155 0 22 1,824 1,984 2,001 2,006: 541 536
Old : 2,542: 155 0 22 1,824 1,984 2,001 2,006: 541 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 208: 5 0 -10 210 174 205 164: 3 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.9 71.8 78.0 78.7 78.9: 21.3 21.1
Old : 100.0: 6.1 0.0 0.9 71.8 78.0 78.7 78.9: 21.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 23 22 25:
Old : 28: 2 0 2 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.3 53.3 57.7 31.1 35.7 39.1 43.5
Old : 36.5 41.3 53.3 57.7 31.1 35.7 39.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 10,326: 0 0 0 10,257 10,296 10,257 10,296: 69 30
Old : 10,326: 0 0 0 10,257 10,296 10,257 10,296: 69 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 565: 0 0 0 643 565 643 565: -78 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.7 99.3 99.7: 0.7 0.3
Old : 100.0: 0.0 0.0 0.0 99.3 99.7 99.3 99.7: 0.7 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 : 29: 0 0 0 21 18 21 18:
Old : 29: 0 0 0 21 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 : 52.9 59.7 78.4 82.5 50.4 48.8 63.3 63.4
Old : 52.9 59.7 78.4 82.5 50.4 48.8 63.3 63.4
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, August 14, 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 : 7,291: 0 458 150 6,734 6,659 6,884 7,267: 407 24
Old : 7,291: 0 458 150 6,734 6,659 6,884 7,267: 407 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 337: 0 0 0 396 396 396 396: -59 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 2.1 92.4 91.3 94.4 99.7: 5.6 0.3
Old : 100.0: 0.0 6.3 2.1 92.4 91.3 94.4 99.7: 5.6 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 : 24: 0 2 1 15 17 16 20:
Old : 24: 0 2 1 15 17 16 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 : 52.5 44.7 78.6 67.5 46.6 34.6 60.1 55.6
Old : 52.5 44.7 78.6 67.5 46.6 34.6 60.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 19,733: 0 1,195 463 19,170 18,075 19,633 19,733: 100 0
Old : 19,733: 0 1,195 463 19,170 18,075 19,633 19,733: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,696: 0 140 0 1,696 1,556 1,696 1,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.3 97.1 91.6 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 6.1 2.3 97.1 91.6 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 28 24 29 25:
Old : 34: 0 1 1 28 24 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 50.4 64.0 77.6 37.0 41.2 55.4 58.3
Old : 39.0 50.4 64.0 77.6 37.0 41.2 55.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 350,647: 39,282 27,687 76,011 194,174 221,079 309,467 324,776: 41,180 25,871
Old : 350,647: 39,282 27,687 76,011 194,174 221,079 309,467 324,776: 41,180 25,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 7,641: 625 -6,578 4,568 577 11,002 5,769 8,992: 1,872 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.9 21.7 55.4 63.0 88.3 92.6: 11.7 7.4
Old : 100.0: 11.2 7.9 21.7 55.4 63.0 88.3 92.6: 11.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 41 31 46 78 79 147 132:
Old : 164: 41 31 46 78 79 147 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.8 28.0 39.3 7.9 14.4 13.4 18.5
Old : 17.7 24.8 28.0 39.3 7.9 14.4 13.4 18.5
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 11,586: 134 2,789 229 11,101 8,479 11,464 11,497: 122 89
Old : 11,586: 134 2,789 229 11,101 8,479 11,464 11,497: 122 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 415: -75 337 25 463 51 413 413: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 24.1 2.0 95.8 73.2 98.9 99.2: 1.1 0.8
Old : 100.0: 1.2 24.1 2.0 95.8 73.2 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 5 3 40 36 43 43:
Old : 57: 1 5 3 40 36 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.3 52.9 53.4 28.2 30.0 40.0 40.4
Old : 33.1 37.3 52.9 53.4 28.2 30.0 40.0 40.4
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, August 14, 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 : 16,230: 670 1,500 100 15,460 14,600 16,230 16,200: 0 30
Old : 16,230: 670 1,500 100 15,460 14,600 16,230 16,200: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -110: 0 0 0 -110 -110 -110 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.2 0.6 95.3 90.0 100.0 99.8: 0.0 0.2
Old : 100.0: 4.1 9.2 0.6 95.3 90.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 1 23 28 26 30:
Old : 38: 3 1 1 23 28 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 : 56.5 47.2 76.5 68.7 39.2 30.7 49.6 45.2
Old : 56.5 47.2 76.5 68.7 39.2 30.7 49.6 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 14,280: 975 605 1,575 11,730 12,100 14,280 14,280: 0 0
Old : 14,280: 975 605 1,575 11,730 12,100 14,280 14,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 375: -600 0 375 600 0 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.2 11.0 82.1 84.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 4.2 11.0 82.1 84.7 100.0 100.0: 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 : 20: 2 1 2 12 14 15 16:
Old : 20: 2 1 2 12 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 : 69.6 73.2 88.4 92.8 43.5 51.1 56.8 57.7
Old : 69.6 73.2 88.4 92.8 43.5 51.1 56.8 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 3,344: 420 817 85 2,371 2,054 2,876 2,956: 468 388
Old : 3,344: 420 817 85 2,371 2,054 2,876 2,956: 468 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -2: 0 0 0 0 0 0 0: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.4 2.5 70.9 61.4 86.0 88.4: 14.0 11.6
Old : 100.0: 12.6 24.4 2.5 70.9 61.4 86.0 88.4: 14.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 10 11 14 15:
Old : 20: 2 3 3 10 11 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 51.2 83.0 73.8 72.1 51.0 74.8 69.3
Old : 75.6 51.2 83.0 73.8 72.1 51.0 74.8 69.3
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, August 14, 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 : 13,239: 225 0 0 11,825 12,955 12,050 12,955: 1,189 284
Old : 13,239: 225 0 0 11,825 12,955 12,050 12,955: 1,189 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 45: 225 0 0 3 -3 228 -3: -183 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 89.3 97.9 91.0 97.9: 9.0 2.1
Old : 100.0: 1.7 0.0 0.0 89.3 97.9 91.0 97.9: 9.0 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 : 27: 1 0 0 23 17 24 17:
Old : 27: 1 0 0 23 17 24 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 : 44.4 71.0 63.8 88.6 41.5 60.0 54.0 70.6
Old : 44.4 71.0 63.8 88.6 41.5 60.0 54.0 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,116,059: 237,565 306,066 398,931 399,614 370,181 1,036,110 1,075,177: 79,949 40,881
Old : 1,116,059: 237,565 306,066 398,931 399,614 370,181 1,036,110 1,075,177: 79,949 40,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -33,490: -3,765 -10,527 -49,301 19,861 27,373 -33,206 -32,456: -284 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.4 35.7 35.8 33.2 92.8 96.3: 7.2 3.7
Old : 100.0: 21.3 27.4 35.7 35.8 33.2 92.8 96.3: 7.2 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 : 328: 110 125 176 76 72 299 273:
Old : 328: 110 125 176 76 72 299 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 22.4 29.0 35.0 11.7 15.7 19.8 22.0
Old : 17.4 22.4 29.0 35.0 11.7 15.7 19.8 22.0
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, August 14, 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 : 28,336: 297 3,660 898 24,209 17,924 25,404 22,482: 2,932 5,854
Old : 28,336: 297 3,660 898 24,209 17,924 25,404 22,482: 2,932 5,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 70: -342 -303 113 474 391 245 201: -175 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 12.9 3.2 85.4 63.3 89.7 79.3: 10.3 20.7
Old : 100.0: 1.0 12.9 3.2 85.4 63.3 89.7 79.3: 10.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 11 13 12 16:
Old : 22: 1 2 1 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
Old : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
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, August 14, 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 : 1,995,296: 106,881 99,726 745,146 1,139,204 1,148,160 1,991,232 1,993,031: 4,064 2,265
Old : 1,995,296: 106,881 99,726 745,146 1,139,204 1,148,160 1,991,232 1,993,031: 4,064 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 41,588: -7,873 -2,468 27,684 21,808 16,341 41,620 41,558: -31 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.0 37.3 57.1 57.5 99.8 99.9: 0.2 0.1
Old : 100.0: 5.4 5.0 37.3 57.1 57.5 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: 44 42 62 64 63 137 138:
Old : 155: 44 42 62 64 63 137 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 37.0 55.5 57.2 4.0 4.0 6.2 6.1
Old : 35.1 37.0 55.5 57.2 4.0 4.0 6.2 6.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 100,934: 15,578 45,821 23,140 58,372 29,024 97,090 97,985: 3,844 2,950
Old : 100,934: 15,578 45,821 23,140 58,372 29,024 97,090 97,985: 3,844 2,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 13,014: -701 3,694 8,543 4,851 1,078 12,693 13,315: 322 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 45.4 22.9 57.8 28.8 96.2 97.1: 3.8 2.9
Old : 100.0: 15.4 45.4 22.9 57.8 28.8 96.2 97.1: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 10 13 19 19 34 35:
Old : 38: 8 10 13 19 19 34 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 : 49.8 57.2 64.8 74.7 37.0 43.2 43.5 47.5
Old : 49.8 57.2 64.8 74.7 37.0 43.2 43.5 47.5
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, August 14, 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 : 77,393: 20,672 18,371 38,919 17,416 19,485 77,006 76,775: 387 618
Old : 77,393: 20,672 18,371 38,919 17,416 19,485 77,006 76,775: 387 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -6,327: -7,204 -8,752 1,397 -554 1,049 -6,361 -6,305: 34 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.7 50.3 22.5 25.2 99.5 99.2: 0.5 0.8
Old : 100.0: 26.7 23.7 50.3 22.5 25.2 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 14 16 15 20 32 41:
Old : 42: 8 14 16 15 20 32 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 : 66.6 51.6 80.7 75.2 26.7 19.5 31.7 25.6
Old : 66.6 51.6 80.7 75.2 26.7 19.5 31.7 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 56,797: 0 329 2,062 49,843 46,012 51,905 48,403: 4,892 8,394
Old : 56,797: 0 329 2,062 49,843 46,012 51,905 48,403: 4,892 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 115: 0 0 0 337 7 337 7: -222 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 3.6 87.8 81.0 91.4 85.2: 8.6 14.8
Old : 100.0: 0.0 0.6 3.6 87.8 81.0 91.4 85.2: 8.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 17 16 18:
Old : 21: 0 1 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 45.1 69.4 65.9 37.4 38.7 53.3 49.2
Old : 46.6 45.1 69.4 65.9 37.4 38.7 53.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 2,678,204: 476,701 85,348 775,577 1,397,292 1,793,242 2,649,570 2,654,167: 28,634 24,037
Old : 2,678,204: 476,701 85,348 775,577 1,397,292 1,793,242 2,649,570 2,654,167: 28,634 24,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 34,708: 11,158 28,886 -5,574 29,975 8,979 35,559 32,291: -851 2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.2 29.0 52.2 67.0 98.9 99.1: 1.1 0.9
Old : 100.0: 17.8 3.2 29.0 52.2 67.0 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 36 13 40 96 83 144 125:
Old : 150: 36 13 40 96 83 144 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 26.7 40.6 41.8 14.8 15.5 22.4 24.9
Old : 26.2 26.7 40.6 41.8 14.8 15.5 22.4 24.9
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, August 14, 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 : 1,278,023: 173,269 104,125 341,139 761,060 825,055 1,275,468 1,270,319: 2,555 7,704
Old : 1,278,023: 173,269 104,125 341,139 761,060 825,055 1,275,468 1,270,319: 2,555 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 34,021: 31,266 -36,454 -27,030 29,695 91,667 33,931 28,183: 90 5,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.1 26.7 59.5 64.6 99.8 99.4: 0.2 0.6
Old : 100.0: 13.6 8.1 26.7 59.5 64.6 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 25 16 31 42 40 80 74:
Old : 88: 25 16 31 42 40 80 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 41.1 56.4 62.8 12.8 21.2 19.6 29.4
Old : 35.3 41.1 56.4 62.8 12.8 21.2 19.6 29.4
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, August 14, 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 : 13,242: 4,846 6,746 3,771 4,265 2,356 12,882 12,873: 360 369
Old : 13,242: 4,846 6,746 3,771 4,265 2,356 12,882 12,873: 360 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 3,363: 906 2,347 685 1,565 790 3,156 3,822: 207 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 50.9 28.5 32.2 17.8 97.3 97.2: 2.7 2.8
Old : 100.0: 36.6 50.9 28.5 32.2 17.8 97.3 97.2: 2.7 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 : 29: 7 15 18 7 6 26 27:
Old : 29: 7 15 18 7 6 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 40.1 70.6 64.2 43.1 32.5 53.5 44.6
Old : 54.6 40.1 70.6 64.2 43.1 32.5 53.5 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 6,005: 2,910 1,735 1,510 1,215 2,175 5,635 5,420: 370 585
Old : 6,005: 2,910 1,735 1,510 1,215 2,175 5,635 5,420: 370 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 450: 145 230 90 185 75 420 395: 30 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 28.9 25.1 20.2 36.2 93.8 90.3: 6.2 9.7
Old : 100.0: 48.5 28.9 25.1 20.2 36.2 93.8 90.3: 6.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 9 12 5 5 18 19:
Old : 20: 6 9 12 5 5 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 : 61.8 39.0 78.5 60.7 47.0 23.4 48.5 36.9
Old : 61.8 39.0 78.5 60.7 47.0 23.4 48.5 36.9
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 23,502: 1,385 2,447 304 21,437 20,298 23,126 23,049: 376 453
Old : 23,502: 1,385 2,447 304 21,437 20,298 23,126 23,049: 376 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,410: 370 9 -56 1,101 1,476 1,415 1,429: -5 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.4 1.3 91.2 86.4 98.4 98.1: 1.6 1.9
Old : 100.0: 5.9 10.4 1.3 91.2 86.4 98.4 98.1: 1.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 4 4 34 44 41 49:
Old : 54: 4 4 4 34 44 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.8 59.2 55.6 31.5 29.4 44.7 40.8
Old : 39.4 37.8 59.2 55.6 31.5 29.4 44.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 2,503: 32 0 105 1,709 1,710 1,846 1,815: 657 688
Old : 2,503: 32 0 105 1,709 1,710 1,846 1,815: 657 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 53: -9 0 -11 127 3 107 -8: -54 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 4.2 68.3 68.3 73.7 72.5: 26.3 27.5
Old : 100.0: 1.3 0.0 4.2 68.3 68.3 73.7 72.5: 26.3 27.5
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 : 23: 1 0 1 18 21 19 22:
Old : 23: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.0 52.0 48.8 21.3 19.5 28.3 26.0
Old : 34.2 34.0 52.0 48.8 21.3 19.5 28.3 26.0
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, August 14, 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 : 1,693: 137 168 31 919 1,002 1,087 1,201: 606 492
Old : 1,693: 137 168 31 919 1,002 1,087 1,201: 606 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 74: 4 4 10 75 64 89 78: -15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.9 1.8 54.3 59.2 64.2 70.9: 35.8 29.1
Old : 100.0: 8.1 9.9 1.8 54.3 59.2 64.2 70.9: 35.8 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 17 20 19 23:
Old : 26: 2 1 2 17 20 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 37.5 41.8 51.4 18.8 33.1 32.0 42.6
Old : 24.8 37.5 41.8 51.4 18.8 33.1 32.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 163,691: 6,231 57 23,536 132,297 138,604 162,064 162,197: 1,627 1,493
Old : 163,691: 6,231 57 23,536 132,297 138,604 162,064 162,197: 1,627 1,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,132: 372 36 344 425 723 1,142 1,103: -10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 14.4 80.8 84.7 99.0 99.1: 1.0 0.9
Old : 100.0: 3.8 0.0 14.4 80.8 84.7 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 1 4 36 34 42 38:
Old : 43: 5 1 4 36 34 42 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 : 35.6 40.5 62.5 67.7 10.4 13.1 14.2 16.9
Old : 35.6 40.5 62.5 67.7 10.4 13.1 14.2 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 27,741: 3,045 510 3,391 20,058 23,340 26,494 27,240: 1,248 501
Old : 27,741: 3,045 510 3,391 20,058 23,340 26,494 27,240: 1,248 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 79: 9 -160 80 -11 158 79 79: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.8 12.2 72.3 84.1 95.5 98.2: 4.5 1.8
Old : 100.0: 11.0 1.8 12.2 72.3 84.1 95.5 98.2: 4.5 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 : 25: 2 1 3 19 17 22 20:
Old : 25: 2 1 3 19 17 22 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 : 48.8 54.8 70.8 76.2 30.3 29.9 37.5 37.5
Old : 48.8 54.8 70.8 76.2 30.3 29.9 37.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 8,471: 264 1,120 36 6,524 5,946 6,824 7,102: 1,647 1,369
Old : 8,471: 264 1,120 36 6,524 5,946 6,824 7,102: 1,647 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -12: 0 0 0 -0 -0 -0 -0: -12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 13.2 0.4 77.0 70.2 80.6 83.8: 19.4 16.2
Old : 100.0: 3.1 13.2 0.4 77.0 70.2 80.6 83.8: 19.4 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 2 2 16 15 18 18:
Old : 21: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 46.6 62.3 68.2 30.5 34.1 44.5 48.0
Old : 43.2 46.6 62.3 68.2 30.5 34.1 44.5 48.0
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, August 14, 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 : 13,520: 3,818 243 724 8,215 12,285 12,757 13,253: 763 267
Old : 13,520: 3,818 243 724 8,215 12,285 12,757 13,253: 763 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 -1 0 -0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 1.8 5.4 60.8 90.9 94.4 98.0: 5.6 2.0
Old : 100.0: 28.2 1.8 5.4 60.8 90.9 94.4 98.0: 5.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 18 21 21 23:
Old : 27: 2 1 2 18 21 21 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 : 51.0 38.1 70.9 60.3 49.4 34.4 57.9 49.2
Old : 51.0 38.1 70.9 60.3 49.4 34.4 57.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 23,064: 552 1,880 538 19,702 19,746 20,792 22,164: 2,272 900
Old : 23,064: 552 1,880 538 19,702 19,746 20,792 22,164: 2,272 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.2 2.3 85.4 85.6 90.1 96.1: 9.9 3.9
Old : 100.0: 2.4 8.2 2.3 85.4 85.6 90.1 96.1: 9.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 27 25 30 28:
Old : 32: 2 1 3 27 25 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3
Old : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3
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, August 14, 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 : 8,811: 1,194 0 116 6,011 6,688 7,321 6,804: 1,490 2,007
Old : 8,811: 1,194 0 116 6,011 6,688 7,321 6,804: 1,490 2,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 1.3 68.2 75.9 83.1 77.2: 16.9 22.8
Old : 100.0: 13.6 0.0 1.3 68.2 75.9 83.1 77.2: 16.9 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 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 : 39.6 36.7 59.9 57.3 31.5 31.2 42.3 41.2
Old : 39.6 36.7 59.9 57.3 31.5 31.2 42.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 11,899: 3,470 2,406 154 7,283 8,669 10,907 11,229: 992 670
Old : 11,899: 3,470 2,406 154 7,283 8,669 10,907 11,229: 992 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: -10 0 0 0 0 -10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.2 1.3 61.2 72.9 91.7 94.4: 8.3 5.6
Old : 100.0: 29.2 20.2 1.3 61.2 72.9 91.7 94.4: 8.3 5.6
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 : 21: 1 2 3 16 16 19 19:
Old : 21: 1 2 3 16 16 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 : 56.9 49.6 76.6 71.8 52.0 36.2 55.5 50.1
Old : 56.9 49.6 76.6 71.8 52.0 36.2 55.5 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 12,484: 298 2,390 840 10,365 8,846 11,503 12,076: 981 408
Old : 12,484: 298 2,390 840 10,365 8,846 11,503 12,076: 981 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 192: 0 40 28 20 128 48 196: 144 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 19.1 6.7 83.0 70.9 92.1 96.7: 7.9 3.3
Old : 100.0: 2.4 19.1 6.7 83.0 70.9 92.1 96.7: 7.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 18 16 20 19:
Old : 23: 1 2 2 18 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 49.3 69.1 74.3 41.7 41.8 54.3 61.3
Old : 46.1 49.3 69.1 74.3 41.7 41.8 54.3 61.3
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, August 14, 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 : 56,191: 0 0 0 56,191 56,191 56,191 56,191: 0 0
Old : 56,191: 0 0 0 56,191 56,191 56,191 56,191: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 556: 0 0 0 556 556 556 556: 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 : 27: 0 0 0 21 15 21 15:
Old : 27: 0 0 0 21 15 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 84.0 85.2 95.8 69.7 77.7 82.9 87.9
Old : 69.7 84.0 85.2 95.8 69.7 77.7 82.9 87.9
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, August 14, 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 : 933,563: 0 0 0 933,563 933,563 933,563 933,563: 0 0
Old : 933,563: 0 0 0 933,563 933,563 933,563 933,563: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 9,524: 0 0 0 9,524 9,524 9,524 9,524: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1
Old : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 25,151: 0 0 0 25,151 25,151 25,151 25,151: 0 0
Old : 25,151: 0 0 0 25,151 25,151 25,151 25,151: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
Old : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
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, August 14, 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 : 93,717: 0 0 0 93,462 93,504 93,462 93,504: 255 213
Old : 93,717: 0 0 0 93,462 93,504 93,462 93,504: 255 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 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 : 36: 0 0 0 17 28 17 28:
Old : 36: 0 0 0 17 28 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
Old : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
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, August 14, 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 : 1,286,634: 1,880 0 0 1,284,754 1,286,634 1,286,634 1,286,634: 0 0
Old : 1,286,634: 1,880 0 0 1,284,754 1,286,634 1,286,634 1,286,634: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 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 : 36: 1 0 0 18 24 19 24:
Old : 36: 1 0 0 18 24 19 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 : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
Old : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 66,043: 3,109 135 9,290 53,644 56,618 66,043 66,043: 0 0
Old : 66,043: 3,109 135 9,290 53,644 56,618 66,043 66,043: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.2 14.1 81.2 85.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 0.2 14.1 81.2 85.7 100.0 100.0: 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 : 36: 3 1 2 28 22 32 24:
Old : 36: 3 1 2 28 22 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2
Old : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2
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, August 14, 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 : 1,242,830: 40,309 111,290 17,643 1,184,878 1,113,897 1,242,830 1,242,830: 0 0
Old : 1,242,830: 40,309 111,290 17,643 1,184,878 1,113,897 1,242,830 1,242,830: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 93,184: 0 -2,080 0 93,184 95,264 93,184 93,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.0 1.4 95.3 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 9.0 1.4 95.3 89.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 1 28 25 32 28:
Old : 39: 4 2 1 28 25 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2
Old : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 50,185: 0 3,934 0 50,079 45,741 50,079 49,675: 106 510
Old : 50,185: 0 3,934 0 50,079 45,741 50,079 49,675: 106 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 99.8 91.1 99.8 99.0: 0.2 1.0
Old : 100.0: 0.0 7.8 0.0 99.8 91.1 99.8 99.0: 0.2 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 : 26: 0 2 0 18 14 18 16:
Old : 26: 0 2 0 18 14 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 : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0
Old : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0
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, August 14, 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 : 22,352: 0 5,745 200 22,046 16,407 22,246 22,352: 106 0
Old : 22,352: 0 5,745 200 22,046 16,407 22,246 22,352: 106 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.7 0.9 98.6 73.4 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 25.7 0.9 98.6 73.4 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 : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5
Old : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 40,049: 1,060 5,630 0 38,437 34,419 39,497 40,049: 552 0
Old : 40,049: 1,060 5,630 0 38,437 34,419 39,497 40,049: 552 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 0: -2,400 0 0 2,400 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 14.1 0.0 96.0 85.9 98.6 100.0: 1.4 0.0
Old : 100.0: 2.6 14.1 0.0 96.0 85.9 98.6 100.0: 1.4 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 : 29: 1 1 0 16 17 17 18:
Old : 29: 1 1 0 16 17 17 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 : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2
Old : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 26,748: 12,034 0 530 14,184 26,218 26,748 26,748: 0 0
Old : 26,748: 12,034 0 530 14,184 26,218 26,748 26,748: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -230: 1,275 0 -740 -765 510 -230 -230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 0.0 2.0 53.0 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.0 0.0 2.0 53.0 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 10 14 12 15:
Old : 20: 2 0 1 10 14 12 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 : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1
Old : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1
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, August 14, 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 : 15,872: 318 1,182 19 14,641 14,459 14,978 15,660: 894 212
Old : 15,872: 318 1,182 19 14,641 14,459 14,978 15,660: 894 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -0: 0 0 0 230 -0 230 -0: -230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.4 0.1 92.2 91.1 94.4 98.7: 5.6 1.3
Old : 100.0: 2.0 7.4 0.1 92.2 91.1 94.4 98.7: 5.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 16 20 17:
Old : 26: 1 1 1 18 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 62.7 77.9 88.6 45.0 56.7 67.5 75.9
Old : 50.6 62.7 77.9 88.6 45.0 56.7 67.5 75.9
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, August 14, 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 : 12,758: 170 920 0 12,482 11,583 12,652 12,503: 106 255
Old : 12,758: 170 920 0 12,482 11,583 12,652 12,503: 106 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.2 0.0 97.8 90.8 99.2 98.0: 0.8 2.0
Old : 100.0: 1.3 7.2 0.0 97.8 90.8 99.2 98.0: 0.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 16 9 17 11:
Old : 21: 1 2 0 16 9 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6
Old : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6
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, August 14, 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 : 841,900: 0 53,177 23,400 818,500 765,323 841,900 841,900: 0 0
Old : 841,900: 0 53,177 23,400 818,500 765,323 841,900 841,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 3,008: 0 -72 0 3,008 3,080 3,008 3,008: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 2.8 97.2 90.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.3 2.8 97.2 90.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5
Old : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5
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, August 14, 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 : 969,508: 19,770 119,050 7,920 941,818 842,538 969,508 969,508: 0 0
Old : 969,508: 19,770 119,050 7,920 941,818 842,538 969,508 969,508: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 9,360: -50,151 0 0 59,511 9,360 9,360 9,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.3 0.8 97.1 86.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 12.3 0.8 97.1 86.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 15 16 17 17:
Old : 25: 1 1 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 75.1 86.3 88.6 47.2 55.9 66.6 67.9
Old : 62.6 75.1 86.3 88.6 47.2 55.9 66.6 67.9
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, August 14, 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 : 524,781: 150,258 0 64,171 310,352 460,610 524,781 524,781: 0 0
Old : 524,781: 150,258 0 64,171 310,352 460,610 524,781 524,781: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,080: -2,080 0 2,080 2,080 0 2,080 2,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 0.0 12.2 59.1 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 28.6 0.0 12.2 59.1 87.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 15 14 17 16:
Old : 22: 2 0 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 60.1 85.0 88.1 45.9 51.4 59.9 66.4
Old : 65.9 60.1 85.0 88.1 45.9 51.4 59.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 137,456: 0 5,808 0 137,456 131,648 137,456 137,456: 0 0
Old : 137,456: 0 5,808 0 137,456 131,648 137,456 137,456: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 9,360: 0 0 0 9,360 9,360 9,360 9,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5
Old : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 9,317: 258 65 262 8,777 8,987 9,297 9,314: 20 3
Old : 9,317: 258 65 262 8,777 8,987 9,297 9,314: 20 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 4: -8 -15 11 1 8 4 4: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.7 2.8 94.2 96.5 99.8 100.0: 0.2 0.0
Old : 100.0: 2.8 0.7 2.8 94.2 96.5 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 : 45.0 48.2 75.4 72.3 18.2 19.4 23.1 23.9
Old : 45.0 48.2 75.4 72.3 18.2 19.4 23.1 23.9
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 27,968: 2,216 0 0 25,240 27,576 27,456 27,576: 512 392
Old : 27,968: 2,216 0 0 25,240 27,576 27,456 27,576: 512 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 475: 0 0 0 482 474 482 474: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 90.2 98.6 98.2 98.6: 1.8 1.4
Old : 100.0: 7.9 0.0 0.0 90.2 98.6 98.2 98.6: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 0 37 34 39 34:
Old : 44: 2 0 0 37 34 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 55.0 64.6 71.6 45.8 53.3 59.2 67.1
Old : 46.0 55.0 64.6 71.6 45.8 53.3 59.2 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,136: 660 0 0 5,186 5,801 5,846 5,801: 290 335
Old : 6,136: 660 0 0 5,186 5,801 5,846 5,801: 290 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 10: 0 0 0 10 -5 10 -5: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.0 84.5 94.5 95.3 94.5: 4.7 5.5
Old : 100.0: 10.8 0.0 0.0 84.5 94.5 95.3 94.5: 4.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 15 15 16 15:
Old : 24: 1 0 0 15 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 61.7 85.5 79.5 68.8 61.7 80.7 78.8
Old : 68.8 61.7 85.5 79.5 68.8 61.7 80.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 8,987: 258 1,575 66 8,348 6,728 8,672 8,369: 315 618
Old : 8,987: 258 1,575 66 8,348 6,728 8,672 8,369: 315 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 173: 75 0 -56 124 184 143 128: 30 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.5 0.7 92.9 74.9 96.5 93.1: 3.5 6.9
Old : 100.0: 2.9 17.5 0.7 92.9 74.9 96.5 93.1: 3.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 1 22 19 24 22:
Old : 27: 2 2 1 22 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 54.9 71.3 72.5 53.8 49.8 65.9 63.4
Old : 54.6 54.9 71.3 72.5 53.8 49.8 65.9 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,465: 820 0 0 9,330 9,900 10,150 9,900: 315 565
Old : 10,465: 820 0 0 9,330 9,900 10,150 9,900: 315 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -105: 0 0 0 -145 -104 -145 -104: 40 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 89.2 94.6 97.0 94.6: 3.0 5.4
Old : 100.0: 7.8 0.0 0.0 89.2 94.6 97.0 94.6: 3.0 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 : 27: 1 0 0 19 19 20 19:
Old : 27: 1 0 0 19 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 48.6 79.9 72.7 53.6 47.3 73.1 65.0
Old : 53.6 48.6 79.9 72.7 53.6 47.3 73.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 5,592: 132 0 0 5,075 5,464 5,207 5,464: 385 128
Old : 5,592: 132 0 0 5,075 5,464 5,207 5,464: 385 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 61: 102 0 0 -11 148 91 148: -30 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 90.8 97.7 93.1 97.7: 6.9 2.3
Old : 100.0: 2.4 0.0 0.0 90.8 97.7 93.1 97.7: 6.9 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 : 22: 1 0 0 15 17 16 17:
Old : 22: 1 0 0 15 17 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 : 81.0 56.0 89.2 80.7 81.0 55.2 85.7 76.7
Old : 81.0 56.0 89.2 80.7 81.0 55.2 85.7 76.7
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, August 14, 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 : 2,429,385: 341,609 100,291 843,920 1,164,919 1,407,136 2,350,448 2,351,347: 78,937 78,038
Old : 2,429,385: 341,609 100,291 843,920 1,164,919 1,407,136 2,350,448 2,351,347: 78,937 78,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 16,034: -11,865 -5,330 3,332 20,486 18,176 11,952 16,177: 4,082 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.1 34.7 48.0 57.9 96.8 96.8: 3.2 3.2
Old : 100.0: 14.1 4.1 34.7 48.0 57.9 96.8 96.8: 3.2 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 : 384: 161 102 212 97 99 352 333:
Old : 384: 161 102 212 97 99 352 333:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 14.7 26.0 26.3 8.1 6.6 11.4 10.8
Old : 16.2 14.7 26.0 26.3 8.1 6.6 11.4 10.8
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, August 14, 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 : 240,834: 80,582 30,208 52,221 105,724 155,627 238,527 238,056: 2,307 2,778
Old : 240,834: 80,582 30,208 52,221 105,724 155,627 238,527 238,056: 2,307 2,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,834: -1,359 -1,050 2,227 996 1,577 1,865 2,755: 969 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.5 21.7 43.9 64.6 99.0 98.8: 1.0 1.2
Old : 100.0: 33.5 12.5 21.7 43.9 64.6 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 10 13 23 26 36 42:
Old : 42: 6 10 13 23 26 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 44.0 77.0 67.6 40.9 27.4 45.6 38.3
Old : 60.0 44.0 77.0 67.6 40.9 27.4 45.6 38.3
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, August 14, 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 : 185,085: 53,718 18,389 946 87,577 118,791 142,241 138,126: 42,844 46,959
Old : 185,085: 53,718 18,389 946 87,577 118,791 142,241 138,126: 42,844 46,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 306: 210 189 -18 75 -91 267 80: 39 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.9 0.5 47.3 64.2 76.9 74.6: 23.1 25.4
Old : 100.0: 29.0 9.9 0.5 47.3 64.2 76.9 74.6: 23.1 25.4
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 5 4 18 20 26 27:
Old : 33: 6 5 4 18 20 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 36.2 60.8 50.0 42.0 35.8 57.5 47.1
Old : 43.4 36.2 60.8 50.0 42.0 35.8 57.5 47.1
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, August 14, 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 : 66,627: 9,568 1,160 16,224 38,439 47,199 64,231 64,583: 2,397 2,044
Old : 66,627: 9,568 1,160 16,224 38,439 47,199 64,231 64,583: 2,397 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,826: -114 308 131 -1,172 -2,044 -1,154 -1,604: -671 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.7 24.4 57.7 70.8 96.4 96.9: 3.6 3.1
Old : 100.0: 14.4 1.7 24.4 57.7 70.8 96.4 96.9: 3.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 15 7 17 23 25 44 43:
Old : 47: 15 7 17 23 25 44 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 : 38.7 42.8 57.4 69.2 14.5 16.9 19.2 21.4
Old : 38.7 42.8 57.4 69.2 14.5 16.9 19.2 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 358,905: 28,932 2,846 73,532 250,442 271,571 352,907 347,949: 5,998 10,956
Old : 358,905: 28,932 2,846 73,532 250,442 271,571 352,907 347,949: 5,998 10,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,691: 41 -224 -447 -1,188 -989 -1,594 -1,660: -97 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 20.5 69.8 75.7 98.3 96.9: 1.7 3.1
Old : 100.0: 8.1 0.8 20.5 69.8 75.7 98.3 96.9: 1.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 2 15 32 31 47 46:
Old : 47: 13 2 15 32 31 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 27.6 53.8 46.0 12.1 9.4 17.8 14.7
Old : 34.7 27.6 53.8 46.0 12.1 9.4 17.8 14.7
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, August 14, 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 : 16,203: 886 1,340 200 15,032 14,541 16,118 16,081: 85 122
Old : 16,203: 886 1,340 200 15,032 14,541 16,118 16,081: 85 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 295: 25 0 0 220 270 245 270: 50 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.3 1.2 92.8 89.7 99.5 99.2: 0.5 0.8
Old : 100.0: 5.5 8.3 1.2 92.8 89.7 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 4 2 22 24 27 29:
Old : 37: 3 4 2 22 24 27 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 : 50.4 47.7 67.9 70.9 29.7 33.4 42.6 44.2
Old : 50.4 47.7 67.9 70.9 29.7 33.4 42.6 44.2
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, August 14, 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 : 87,788: 5,728 9,968 5,817 73,530 66,723 85,075 82,508: 2,713 5,280
Old : 87,788: 5,728 9,968 5,817 73,530 66,723 85,075 82,508: 2,713 5,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,180: 496 502 150 -115 233 531 885: 649 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.4 6.6 83.8 76.0 96.9 94.0: 3.1 6.0
Old : 100.0: 6.5 11.4 6.6 83.8 76.0 96.9 94.0: 3.1 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 : 31: 4 5 7 21 19 30 27:
Old : 31: 4 5 7 21 19 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 41.1 71.0 63.7 27.4 23.1 34.6 30.4
Old : 49.7 41.1 71.0 63.7 27.4 23.1 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, August 14, 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 : 38,953: 2,752 2,198 4,257 29,677 30,265 36,686 36,720: 2,267 2,233
Old : 38,953: 2,752 2,198 4,257 29,677 30,265 36,686 36,720: 2,267 2,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,821: 988 450 -163 830 1,318 1,655 1,605: 166 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.6 10.9 76.2 77.7 94.2 94.3: 5.8 5.7
Old : 100.0: 7.1 5.6 10.9 76.2 77.7 94.2 94.3: 5.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 2 15 15 20 19:
Old : 23: 3 3 2 15 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 51.5 68.6 72.4 25.8 23.4 32.1 31.4
Old : 47.0 51.5 68.6 72.4 25.8 23.4 32.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 62,796: 948 2,596 304 38,269 28,143 39,521 31,043: 23,275 31,753
Old : 62,796: 948 2,596 304 38,269 28,143 39,521 31,043: 23,275 31,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.1 0.5 60.9 44.8 62.9 49.4: 37.1 50.6
Old : 100.0: 1.5 4.1 0.5 60.9 44.8 62.9 49.4: 37.1 50.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 14 14 16 17:
Old : 20: 1 3 1 14 14 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 : 32.7 29.1 48.5 39.3 23.7 19.5 33.0 23.8
Old : 32.7 29.1 48.5 39.3 23.7 19.5 33.0 23.8
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, August 14, 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 : 2,959: 450 0 0 2,464 2,896 2,914 2,896: 45 63
Old : 2,959: 450 0 0 2,464 2,896 2,914 2,896: 45 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -400: -400 0 0 0 -400 -400 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.0 83.3 97.9 98.5 97.9: 1.5 2.1
Old : 100.0: 15.2 0.0 0.0 83.3 97.9 98.5 97.9: 1.5 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 : 20: 2 0 0 12 12 14 12:
Old : 20: 2 0 0 12 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 65.4 80.3 88.9 49.8 63.4 70.5 81.8
Old : 56.6 65.4 80.3 88.9 49.8 63.4 70.5 81.8
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,154: 1,990 6,962 10,356 16,864 11,315 29,211 28,634: 3,943 4,521
Old : 33,154: 1,990 6,962 10,356 16,864 11,315 29,211 28,634: 3,943 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -419: 35 -653 -260 245 289 19 -624: -438 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.0 31.2 50.9 34.1 88.1 86.4: 11.9 13.6
Old : 100.0: 6.0 21.0 31.2 50.9 34.1 88.1 86.4: 11.9 13.6
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 : 31: 10 9 13 12 11 27 28:
Old : 31: 10 9 13 12 11 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 : 51.8 39.6 65.7 57.8 25.7 22.5 29.0 27.5
Old : 51.8 39.6 65.7 57.8 25.7 22.5 29.0 27.5
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,322: 2,955 671 420 4,411 6,752 7,787 7,843: 535 479
Old : 8,322: 2,955 671 420 4,411 6,752 7,787 7,843: 535 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -2,904: -584 -112 -167 -1,287 -2,013 -2,037 -2,292: -866 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 8.1 5.1 53.0 81.1 93.6 94.2: 6.4 5.8
Old : 100.0: 35.5 8.1 5.1 53.0 81.1 93.6 94.2: 6.4 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 : 32: 10 8 10 14 13 27 28:
Old : 32: 10 8 10 14 13 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 : 39.9 57.4 61.6 75.6 24.4 29.6 37.9 37.2
Old : 39.9 57.4 61.6 75.6 24.4 29.6 37.9 37.2
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, August 14, 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 : 108,643: 3,745 254 11,676 85,520 89,108 100,941 101,038: 7,702 7,605
Old : 108,643: 3,745 254 11,676 85,520 89,108 100,941 101,038: 7,702 7,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 884: -92 -9 52 851 853 811 896: 73 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.2 10.7 78.7 82.0 92.9 93.0: 7.1 7.0
Old : 100.0: 3.4 0.2 10.7 78.7 82.0 92.9 93.0: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 7 23 23 30 30:
Old : 30: 6 1 7 23 23 30 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 : 31.6 34.6 50.7 54.6 12.4 15.1 16.8 19.1
Old : 31.6 34.6 50.7 54.6 12.4 15.1 16.8 19.1
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, August 14, 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 : 26,367: 14,045 9,329 1,327 9,673 14,152 25,045 24,809: 1,322 1,558
Old : 26,367: 14,045 9,329 1,327 9,673 14,152 25,045 24,809: 1,322 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 20: -3 215 133 -107 -423 23 -76: -2 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 35.4 5.0 36.7 53.7 95.0 94.1: 5.0 5.9
Old : 100.0: 53.3 35.4 5.0 36.7 53.7 95.0 94.1: 5.0 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 : 160: 58 52 15 30 35 94 100:
Old : 160: 58 52 15 30 35 94 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 26.1 50.7 40.1 34.0 26.0 45.4 39.8
Old : 37.1 26.1 50.7 40.1 34.0 26.0 45.4 39.8
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, August 14, 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 : 55,248: 37,542 18,562 1,654 9,537 31,425 48,732 51,640: 6,516 3,608
Old : 55,248: 37,542 18,562 1,654 9,537 31,425 48,732 51,640: 6,516 3,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 857: 798 1,013 131 -316 -482 613 663: 244 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 33.6 3.0 17.3 56.9 88.2 93.5: 11.8 6.5
Old : 100.0: 68.0 33.6 3.0 17.3 56.9 88.2 93.5: 11.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 103 48 21 31 37 141 102:
Old : 202: 103 48 21 31 37 141 102:
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 : 21.7 31.9 33.4 47.2 21.5 31.0 33.1 46.3
Old : 21.7 31.9 33.4 47.2 21.5 31.0 33.1 46.3
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, August 14, 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 : 290,675: 97,474 25,604 47,576 121,599 207,033 266,648 280,213: 24,027 10,463
Old : 290,675: 97,474 25,604 47,576 121,599 207,033 266,648 280,213: 24,027 10,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 9,866: 3,962 1,038 -1,531 6,589 11,276 9,019 10,782: 847 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 8.8 16.4 41.8 71.2 91.7 96.4: 8.3 3.6
Old : 100.0: 33.5 8.8 16.4 41.8 71.2 91.7 96.4: 8.3 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 : 202: 76 22 52 75 91 172 150:
Old : 202: 76 22 52 75 91 172 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 18.5 27.0 31.3 11.6 11.5 18.6 19.6
Old : 17.1 18.5 27.0 31.3 11.6 11.5 18.6 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 15,389: 6,659 0 93 4,602 10,810 11,354 10,903: 4,035 4,486
Old : 15,389: 6,659 0 93 4,602 10,810 11,354 10,903: 4,035 4,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 467: 42 0 30 58 248 130 278: 337 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 0.0 0.6 29.9 70.2 73.8 70.8: 26.2 29.2
Old : 100.0: 43.3 0.0 0.6 29.9 70.2 73.8 70.8: 26.2 29.2
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 : 25: 6 0 2 9 18 15 20:
Old : 25: 6 0 2 9 18 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 36.2 59.3 55.6 39.3 32.1 55.1 51.5
Old : 41.3 36.2 59.3 55.6 39.3 32.1 55.1 51.5
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, August 14, 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 : 9,645: 62 3,067 300 9,149 6,098 9,511 9,465: 134 180
Old : 9,645: 62 3,067 300 9,149 6,098 9,511 9,465: 134 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 439: 0 164 50 464 300 514 514: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 31.8 3.1 94.9 63.2 98.6 98.1: 1.4 1.9
Old : 100.0: 0.6 31.8 3.1 94.9 63.2 98.6 98.1: 1.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 2 31 24 33 29:
Old : 40: 1 3 2 31 24 33 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 : 38.2 44.2 59.6 67.1 35.6 40.1 52.1 58.1
Old : 38.2 44.2 59.6 67.1 35.6 40.1 52.1 58.1
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, August 14, 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 : 42,915: 1,518 25 0 41,139 42,807 42,657 42,832: 258 83
Old : 42,915: 1,518 25 0 41,139 42,807 42,657 42,832: 258 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 191: 218 0 0 70 191 288 191: -97 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.1 0.0 95.9 99.7 99.4 99.8: 0.6 0.2
Old : 100.0: 3.5 0.1 0.0 95.9 99.7 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 1 0 40 32 44 33:
Old : 54: 4 1 0 40 32 44 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 : 50.9 47.3 64.2 66.5 44.7 42.5 56.8 58.2
Old : 50.9 47.3 64.2 66.5 44.7 42.5 56.8 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 28,614: 590 0 0 27,874 28,614 28,464 28,614: 150 0
Old : 28,614: 590 0 0 27,874 28,614 28,464 28,614: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 750: 200 0 0 550 750 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.4 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 2.1 0.0 0.0 97.4 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 22 19 24 19:
Old : 30: 2 0 0 22 19 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 80.5 84.9 93.6 46.9 54.0 56.1 60.8
Old : 73.5 80.5 84.9 93.6 46.9 54.0 56.1 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 14,330: 450 6,310 150 13,550 7,820 14,150 14,280: 180 50
Old : 14,330: 450 6,310 150 13,550 7,820 14,150 14,280: 180 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 500: 0 200 0 500 250 500 450: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 44.0 1.0 94.6 54.6 98.7 99.7: 1.3 0.3
Old : 100.0: 3.1 44.0 1.0 94.6 54.6 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 1 27 20 29 24:
Old : 36: 2 3 1 27 20 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 60.5 70.2 79.6 43.3 56.9 54.4 68.5
Old : 52.8 60.5 70.2 79.6 43.3 56.9 54.4 68.5
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, August 14, 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 : 43,272: 2,538 5,952 5,409 35,220 31,781 43,167 43,142: 105 130
Old : 43,272: 2,538 5,952 5,409 35,220 31,781 43,167 43,142: 105 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,824: 627 442 146 2,019 2,236 2,792 2,824: 32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.8 12.5 81.4 73.4 99.8 99.7: 0.2 0.3
Old : 100.0: 5.9 13.8 12.5 81.4 73.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 4 6 45 44 56 51:
Old : 61: 6 4 6 45 44 56 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 : 39.5 45.3 57.2 66.7 20.9 24.5 29.0 34.9
Old : 39.5 45.3 57.2 66.7 20.9 24.5 29.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,729: 196 4,686 21 8,213 4,001 8,430 8,708: 299 21
Old : 8,729: 196 4,686 21 8,213 4,001 8,430 8,708: 299 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 63: 0 64 0 63 -1 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 53.7 0.2 94.1 45.8 96.6 99.8: 3.4 0.2
Old : 100.0: 2.2 53.7 0.2 94.1 45.8 96.6 99.8: 3.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 1 21 14 24 16:
Old : 28: 2 2 1 21 14 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 76.2 76.5 89.3 48.9 74.1 64.1 80.1
Old : 52.3 76.2 76.5 89.3 48.9 74.1 64.1 80.1
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, August 14, 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 : 11,953: 1,829 2,017 585 9,416 9,042 11,830 11,644: 123 309
Old : 11,953: 1,829 2,017 585 9,416 9,042 11,830 11,644: 123 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 589: 254 59 34 313 496 601 589: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.9 4.9 78.8 75.6 99.0 97.4: 1.0 2.6
Old : 100.0: 15.3 16.9 4.9 78.8 75.6 99.0 97.4: 1.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 2 3 26 25 33 29:
Old : 42: 6 2 3 26 25 33 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 : 36.7 47.1 55.6 64.6 30.1 43.1 41.6 49.9
Old : 36.7 47.1 55.6 64.6 30.1 43.1 41.6 49.9
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,356: 10,188 1,852 320 14,931 23,677 25,439 25,849: 917 507
Old : 26,356: 10,188 1,852 320 14,931 23,677 25,439 25,849: 917 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,217: 90 -50 100 1,027 1,167 1,217 1,217: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.0 1.2 56.7 89.8 96.5 98.1: 3.5 1.9
Old : 100.0: 38.7 7.0 1.2 56.7 89.8 96.5 98.1: 3.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 5 5 27 32 35 40:
Old : 51: 6 5 5 27 32 35 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 : 60.5 39.3 73.3 59.4 58.1 37.3 68.7 52.7
Old : 60.5 39.3 73.3 59.4 58.1 37.3 68.7 52.7
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,719: 2,110 286 3,775 15,618 17,633 21,503 21,694: 216 25
Old : 21,719: 2,110 286 3,775 15,618 17,633 21,503 21,694: 216 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 720: 720 0 0 0 720 720 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.3 17.4 71.9 81.2 99.0 99.9: 1.0 0.1
Old : 100.0: 9.7 1.3 17.4 71.9 81.2 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 5 13 13 18 18:
Old : 20: 2 1 5 13 13 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 63.0 79.2 85.0 19.1 19.3 23.4 24.1
Old : 56.7 63.0 79.2 85.0 19.1 19.3 23.4 24.1
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,114: 1,328 1,550 317 19,190 18,840 20,835 20,707: 2,279 2,407
Old : 23,114: 1,328 1,550 317 19,190 18,840 20,835 20,707: 2,279 2,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 958: -24 1,238 110 855 1,034 941 2,382: 17 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.7 1.4 83.0 81.5 90.1 89.6: 9.9 10.4
Old : 100.0: 5.7 6.7 1.4 83.0 81.5 90.1 89.6: 9.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 3 18 23 21 27:
Old : 31: 1 3 3 18 23 21 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 : 47.2 35.5 65.6 53.8 45.0 33.9 57.8 49.6
Old : 47.2 35.5 65.6 53.8 45.0 33.9 57.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012