IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 EUA) :
: : :
All : 99,364: 130 1,977 3,051 96,183 94,336 99,364 99,364: 0 0
Old : 99,364: 130 1,977 3,051 96,183 94,336 99,364 99,364: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -185: -1,327 965 -970 2,112 -172 -185 -177: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 3.1 96.8 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 2.0 3.1 96.8 94.9 100.0 100.0: 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 : 21: 3 4 3 10 13 16 17:
Old : 21: 3 4 3 10 13 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 : 79.5 82.4 96.5 94.1 40.5 38.5 41.8 41.2
Old : 79.5 82.4 96.5 94.1 40.5 38.5 41.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 47,137: 699 745 1,530 44,456 44,759 46,685 47,034: 452 103
Old : 47,137: 699 745 1,530 44,456 44,759 46,685 47,034: 452 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,546: -201 -47 -36 3,760 3,577 3,523 3,494: 23 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.6 3.2 94.3 95.0 99.0 99.8: 1.0 0.2
Old : 100.0: 1.5 1.6 3.2 94.3 95.0 99.0 99.8: 1.0 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 : 56: 1 2 2 39 45 41 48:
Old : 56: 1 2 2 39 45 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.2 61.1 57.6 19.3 17.6 29.8 27.6
Old : 38.8 40.2 61.1 57.6 19.3 17.6 29.8 27.6
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,252: 0 0 0 10,005 10,186 10,005 10,186: 247 66
Old : 10,252: 0 0 0 10,005 10,186 10,005 10,186: 247 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 386: 0 0 0 370 399 370 399: 16 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 99.4 97.6 99.4: 2.4 0.6
Old : 100.0: 0.0 0.0 0.0 97.6 99.4 97.6 99.4: 2.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 0 0 24 29 24 29:
Old : 39: 0 0 0 24 29 24 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 : 62.2 46.4 78.8 71.0 59.7 40.9 73.1 62.2
Old : 62.2 46.4 78.8 71.0 59.7 40.9 73.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 15,574: 548 359 614 13,118 13,513 14,280 14,486: 1,294 1,088
Old : 15,574: 548 359 614 13,118 13,513 14,280 14,486: 1,294 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 682: -8 90 0 656 615 648 705: 34 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.3 3.9 84.2 86.8 91.7 93.0: 8.3 7.0
Old : 100.0: 3.5 2.3 3.9 84.2 86.8 91.7 93.0: 8.3 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 : 49: 2 2 3 37 43 40 48:
Old : 49: 2 2 3 37 43 40 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 28.2 49.0 45.5 13.2 16.1 20.4 23.1
Old : 30.1 28.2 49.0 45.5 13.2 16.1 20.4 23.1
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,512: 449 80 476 5,872 6,144 6,797 6,700: 715 812
Old : 7,512: 449 80 476 5,872 6,144 6,797 6,700: 715 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 536: -91 50 79 510 371 498 500: 38 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.1 6.3 78.2 81.8 90.5 89.2: 9.5 10.8
Old : 100.0: 6.0 1.1 6.3 78.2 81.8 90.5 89.2: 9.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 3 6 44 48 51 55:
Old : 58: 4 3 6 44 48 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.9 42.9 36.5 17.8 18.2 24.2 24.4
Old : 26.6 24.9 42.9 36.5 17.8 18.2 24.2 24.4
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, September 25, 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 : 6,624: 0 50 5 6,119 6,028 6,124 6,083: 500 541
Old : 6,624: 0 50 5 6,119 6,028 6,124 6,083: 500 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 314: 0 0 0 219 290 219 290: 95 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.1 92.4 91.0 92.5 91.8: 7.5 8.2
Old : 100.0: 0.0 0.8 0.1 92.4 91.0 92.5 91.8: 7.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 20 23 21 24:
Old : 24: 0 1 1 20 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 49.4 73.6 69.8 18.6 15.6 25.4 22.5
Old : 55.7 49.4 73.6 69.8 18.6 15.6 25.4 22.5
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,312: 105 586 290 6,208 6,172 6,603 7,048: 709 264
Old : 7,312: 105 586 290 6,208 6,172 6,603 7,048: 709 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 145: 0 -115 0 120 245 120 130: 25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.0 4.0 84.9 84.4 90.3 96.4: 9.7 3.6
Old : 100.0: 1.4 8.0 4.0 84.9 84.4 90.3 96.4: 9.7 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 : 34: 1 4 1 23 27 25 31:
Old : 34: 1 4 1 23 27 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 36.6 56.0 56.3 13.2 13.2 20.8 21.9
Old : 37.4 36.6 56.0 56.3 13.2 13.2 20.8 21.9
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, September 25, 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 : 2,602: 90 43 40 2,179 1,846 2,309 1,929: 293 673
Old : 2,602: 90 43 40 2,179 1,846 2,309 1,929: 293 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 176: 5 -10 10 186 89 201 89: -25 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.7 1.5 83.7 70.9 88.7 74.1: 11.3 25.9
Old : 100.0: 3.5 1.7 1.5 83.7 70.9 88.7 74.1: 11.3 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 19 14 23 17:
Old : 24: 2 2 3 19 14 23 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 : 48.3 39.9 64.0 60.1 32.5 27.6 44.6 36.6
Old : 48.3 39.9 64.0 60.1 32.5 27.6 44.6 36.6
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, September 25, 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 : 2,656: 135 52 88 2,012 2,157 2,235 2,297: 421 359
Old : 2,656: 135 52 88 2,012 2,157 2,235 2,297: 421 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 126: -4 10 0 97 103 93 113: 33 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.0 3.3 75.8 81.2 84.1 86.5: 15.9 13.5
Old : 100.0: 5.1 2.0 3.3 75.8 81.2 84.1 86.5: 15.9 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 22 21 25 23:
Old : 27: 2 1 2 22 21 25 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 : 30.5 41.8 49.8 58.9 19.0 27.9 29.3 37.0
Old : 30.5 41.8 49.8 58.9 19.0 27.9 29.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 2,020: 0 0 0 1,976 1,965 1,976 1,965: 44 55
Old : 2,020: 0 0 0 1,976 1,965 1,976 1,965: 44 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 97.3 97.8 97.3: 2.2 2.7
Old : 100.0: 0.0 0.0 0.0 97.8 97.3 97.8 97.3: 2.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 10 14 10:
Old : 20: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 71.2 85.0 93.4 67.3 63.5 82.8 84.5
Old : 67.3 71.2 85.0 93.4 67.3 63.5 82.8 84.5
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, September 25, 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 : 8,828: 0 0 0 8,759 8,798 8,759 8,798: 69 30
Old : 8,828: 0 0 0 8,759 8,798 8,759 8,798: 69 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 290: 0 0 0 290 290 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.7 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 0.0 0.0 99.2 99.7 99.2 99.7: 0.8 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 : 30: 0 0 0 20 20 20 20:
Old : 30: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 60.4 83.3 85.8 52.7 55.6 65.9 66.3
Old : 59.0 60.4 83.3 85.8 52.7 55.6 65.9 66.3
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, September 25, 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 : 9,429: 0 304 150 8,861 8,943 9,011 9,397: 418 32
Old : 9,429: 0 304 150 8,861 8,943 9,011 9,397: 418 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,025: 0 0 0 1,025 1,025 1,025 1,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.6 94.0 94.8 95.6 99.7: 4.4 0.3
Old : 100.0: 0.0 3.2 1.6 94.0 94.8 95.6 99.7: 4.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 19 18 21:
Old : 23: 0 1 1 17 19 18 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 : 60.0 55.5 80.5 73.9 47.8 45.3 57.5 58.0
Old : 60.0 55.5 80.5 73.9 47.8 45.3 57.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,890: 0 1,409 214 25,596 24,267 25,810 25,890: 80 0
Old : 25,890: 0 1,409 214 25,596 24,267 25,810 25,890: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,882: 0 15 -15 1,897 1,882 1,882 1,882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.8 98.9 93.7 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 5.4 0.8 98.9 93.7 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 28 26 29 27:
Old : 35: 0 1 1 28 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 41.7 69.2 70.3 44.2 32.0 60.3 54.2
Old : 48.2 41.7 69.2 70.3 44.2 32.0 60.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 356,812: 49,523 31,514 70,390 191,857 230,447 311,769 332,351: 45,043 24,461
Old : 356,812: 49,523 31,514 70,390 191,857 230,447 311,769 332,351: 45,043 24,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,494: -3,990 -4,498 7,055 -3,612 -6,060 -547 -3,503: -1,947 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.8 19.7 53.8 64.6 87.4 93.1: 12.6 6.9
Old : 100.0: 13.9 8.8 19.7 53.8 64.6 87.4 93.1: 12.6 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 : 164: 48 25 46 69 77 144 128:
Old : 164: 48 25 46 69 77 144 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 20.9 23.8 31.9 7.2 8.5 12.7 14.0
Old : 15.5 20.9 23.8 31.9 7.2 8.5 12.7 14.0
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, September 25, 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 : 13,617: 48 7,401 379 13,138 5,693 13,565 13,473: 52 144
Old : 13,617: 48 7,401 379 13,138 5,693 13,565 13,473: 52 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,002: 0 845 0 996 127 996 972: 6 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 54.4 2.8 96.5 41.8 99.6 98.9: 0.4 1.1
Old : 100.0: 0.4 54.4 2.8 96.5 41.8 99.6 98.9: 0.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 7 4 34 32 38 43:
Old : 55: 1 7 4 34 32 38 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 : 45.0 59.3 63.5 69.5 41.9 58.3 58.0 68.1
Old : 45.0 59.3 63.5 69.5 41.9 58.3 58.0 68.1
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, September 25, 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 : 16,775: 505 1,500 75 16,195 15,170 16,775 16,745: 0 30
Old : 16,775: 505 1,500 75 16,195 15,170 16,775 16,745: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -305: 0 -110 -180 -125 -15 -305 -305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.9 0.4 96.5 90.4 100.0 99.8: 0.0 0.2
Old : 100.0: 3.0 8.9 0.4 96.5 90.4 100.0 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 : 37: 2 1 1 22 27 25 29:
Old : 37: 2 1 1 22 27 25 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 : 59.3 45.4 79.3 68.9 43.9 32.9 53.2 44.8
Old : 59.3 45.4 79.3 68.9 43.9 32.9 53.2 44.8
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,330: 275 630 1,400 9,655 9,300 11,330 11,330: 0 0
Old : 11,330: 275 630 1,400 9,655 9,300 11,330 11,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,050: -1,050 0 1,050 1,050 0 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.6 12.4 85.2 82.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 5.6 12.4 85.2 82.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 72.9 73.2 91.7 92.1 51.7 56.1 62.8 63.9
Old : 72.9 73.2 91.7 92.1 51.7 56.1 62.8 63.9
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, September 25, 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 : 18,695: 525 150 0 17,415 18,036 17,940 18,186: 755 509
Old : 18,695: 525 150 0 17,415 18,036 17,940 18,186: 755 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,051: 0 0 0 1,432 700 1,432 700: -381 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.8 0.0 93.2 96.5 96.0 97.3: 4.0 2.7
Old : 100.0: 2.8 0.8 0.0 93.2 96.5 96.0 97.3: 4.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 0 24 20 26 21:
Old : 30: 2 1 0 24 20 26 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 : 51.4 61.2 67.5 82.2 43.9 49.8 55.5 65.9
Old : 51.4 61.2 67.5 82.2 43.9 49.8 55.5 65.9
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, September 25, 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 : 1,095,991: 239,380 335,947 384,999 394,997 334,159 1,019,376 1,055,105: 76,615 40,886
Old : 1,095,991: 239,380 335,947 384,999 394,997 334,159 1,019,376 1,055,105: 76,615 40,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -65,418: -6,448 -3,158 -45,737 -9,044 -13,259 -61,228 -62,153: -4,190 -3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 30.7 35.1 36.0 30.5 93.0 96.3: 7.0 3.7
Old : 100.0: 21.8 30.7 35.1 36.0 30.5 93.0 96.3: 7.0 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 : 310: 116 106 147 73 68 276 244:
Old : 310: 116 106 147 73 68 276 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 22.3 28.3 36.2 11.4 16.3 19.2 24.0
Old : 16.4 22.3 28.3 36.2 11.4 16.3 19.2 24.0
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, September 25, 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 : 22,328: 365 1,860 694 18,805 14,606 19,864 17,160: 2,464 5,168
Old : 22,328: 365 1,860 694 18,805 14,606 19,864 17,160: 2,464 5,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 124 0 -124 0 124 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 8.3 3.1 84.2 65.4 89.0 76.9: 11.0 23.1
Old : 100.0: 1.6 8.3 3.1 84.2 65.4 89.0 76.9: 11.0 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 11 14 12 17:
Old : 23: 1 2 1 11 14 12 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 47.4 85.5 62.0 67.8 44.5 78.7 58.5
Old : 69.7 47.4 85.5 62.0 67.8 44.5 78.7 58.5
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, September 25, 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 : 1,555,402: 80,229 29,686 528,823 941,331 993,195 1,550,383 1,551,705: 5,019 3,698
Old : 1,555,402: 80,229 29,686 528,823 941,331 993,195 1,550,383 1,551,705: 5,019 3,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -253,926: -6,202 -33,572 -128,954 -119,677 -92,891 -254,833 -255,417: 906 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.9 34.0 60.5 63.9 99.7 99.8: 0.3 0.2
Old : 100.0: 5.2 1.9 34.0 60.5 63.9 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 : 134: 43 32 56 56 53 121 119:
Old : 134: 43 32 56 56 53 121 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.6 59.2 61.5 3.1 4.3 5.1 6.2
Old : 37.1 39.6 59.2 61.5 3.1 4.3 5.1 6.2
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, September 25, 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 : 111,417: 19,467 41,473 31,128 57,655 36,203 108,250 108,804: 3,167 2,614
Old : 111,417: 19,467 41,473 31,128 57,655 36,203 108,250 108,804: 3,167 2,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,475: -240 436 2,612 1,858 612 4,230 3,660: 245 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 37.2 27.9 51.7 32.5 97.2 97.7: 2.8 2.3
Old : 100.0: 17.5 37.2 27.9 51.7 32.5 97.2 97.7: 2.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 10 14 25 23 43 39:
Old : 46: 10 10 14 25 23 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 53.4 56.4 73.2 27.2 35.9 34.3 40.4
Old : 38.7 53.4 56.4 73.2 27.2 35.9 34.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 25,817: 8,617 8,034 5,173 7,821 7,777 21,611 20,984: 4,206 4,833
Old : 25,817: 8,617 8,034 5,173 7,821 7,777 21,611 20,984: 4,206 4,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 31.1 20.0 30.3 30.1 83.7 81.3: 16.3 18.7
Old : 100.0: 33.4 31.1 20.0 30.3 30.1 83.7 81.3: 16.3 18.7
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: 9 6 7 4 5 18 13:
Old : 20: 9 6 7 4 5 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8
Old : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 28,986: 10,299 8,785 12,023 6,399 8,096 28,722 28,905: 264 81
Old : 28,986: 10,299 8,785 12,023 6,399 8,096 28,722 28,905: 264 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -34,173: -6,536 -7,738 -20,672 -6,823 -5,288 -34,031 -33,698: -142 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 30.3 41.5 22.1 27.9 99.1 99.7: 0.9 0.3
Old : 100.0: 35.5 30.3 41.5 22.1 27.9 99.1 99.7: 0.9 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 : 32: 6 9 8 9 14 19 27:
Old : 32: 6 9 8 9 14 19 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 : 72.8 61.8 90.8 85.4 32.8 28.8 37.0 35.1
Old : 72.8 61.8 90.8 85.4 32.8 28.8 37.0 35.1
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, September 25, 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 : 53,780: 0 231 2,316 47,414 43,699 49,730 46,246: 4,050 7,534
Old : 53,780: 0 231 2,316 47,414 43,699 49,730 46,246: 4,050 7,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 432: 0 72 -56 388 372 332 388: 100 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 4.3 88.2 81.3 92.5 86.0: 7.5 14.0
Old : 100.0: 0.0 0.4 4.3 88.2 81.3 92.5 86.0: 7.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 18 18 19:
Old : 23: 0 1 1 17 18 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 : 46.7 46.6 68.7 66.9 39.2 39.5 56.1 52.7
Old : 46.7 46.6 68.7 66.9 39.2 39.5 56.1 52.7
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, September 25, 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 : 2,587,107: 503,928 123,737 689,923 1,365,196 1,754,578 2,559,047 2,568,238: 28,060 18,869
Old : 2,587,107: 503,928 123,737 689,923 1,365,196 1,754,578 2,559,047 2,568,238: 28,060 18,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 17,895: -20,030 375 9,601 26,952 7,526 16,523 17,502: 1,372 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.8 26.7 52.8 67.8 98.9 99.3: 1.1 0.7
Old : 100.0: 19.5 4.8 26.7 52.8 67.8 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 33 19 42 100 89 149 136:
Old : 161: 33 19 42 100 89 149 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4
Old : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4
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, September 25, 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 : 1,235,944: 162,270 148,595 313,621 756,794 771,401 1,232,685 1,233,617: 3,259 2,327
Old : 1,235,944: 162,270 148,595 313,621 756,794 771,401 1,232,685 1,233,617: 3,259 2,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 49,993: 54,341 42,111 -22,664 18,156 31,071 49,833 50,518: 160 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.0 25.4 61.2 62.4 99.7 99.8: 0.3 0.2
Old : 100.0: 13.1 12.0 25.4 61.2 62.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 31 22 36 44 40 94 79:
Old : 101: 31 22 36 44 40 94 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0
Old : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0
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, September 25, 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 : 17,293: 6,122 8,013 3,646 7,165 4,600 16,933 16,259: 360 1,034
Old : 17,293: 6,122 8,013 3,646 7,165 4,600 16,933 16,259: 360 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,526: 655 495 92 804 424 1,551 1,011: -25 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 46.3 21.1 41.4 26.6 97.9 94.0: 2.1 6.0
Old : 100.0: 35.4 46.3 21.1 41.4 26.6 97.9 94.0: 2.1 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 : 33: 7 17 19 8 8 28 31:
Old : 33: 7 17 19 8 8 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 36.0 68.7 54.7 43.3 30.2 58.9 41.7
Old : 49.9 36.0 68.7 54.7 43.3 30.2 58.9 41.7
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,185: 3,470 4,580 1,650 3,675 2,295 8,795 8,525: 390 660
Old : 9,185: 3,470 4,580 1,650 3,675 2,295 8,795 8,525: 390 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 755: 135 370 45 505 120 685 535: 70 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 49.9 18.0 40.0 25.0 95.8 92.8: 4.2 7.2
Old : 100.0: 37.8 49.9 18.0 40.0 25.0 95.8 92.8: 4.2 7.2
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 11 15 8 6 24 22:
Old : 25: 6 11 15 8 6 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 : 66.6 52.8 79.5 70.5 50.1 41.0 58.5 50.8
Old : 66.6 52.8 79.5 70.5 50.1 41.0 58.5 50.8
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, September 25, 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 : 20,939: 1,840 2,014 445 18,394 18,091 20,679 20,550: 260 389
Old : 20,939: 1,840 2,014 445 18,394 18,091 20,679 20,550: 260 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 66: 60 -131 -31 57 268 86 107: -20 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.6 2.1 87.8 86.4 98.8 98.1: 1.2 1.9
Old : 100.0: 8.8 9.6 2.1 87.8 86.4 98.8 98.1: 1.2 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 : 65: 7 6 8 36 44 49 53:
Old : 65: 7 6 8 36 44 49 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 : 40.2 36.7 61.1 54.8 33.8 30.6 48.6 42.7
Old : 40.2 36.7 61.1 54.8 33.8 30.6 48.6 42.7
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,306: 208 0 150 2,242 2,600 2,600 2,750: 706 556
Old : 3,306: 208 0 150 2,242 2,600 2,600 2,750: 706 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 145: 15 0 64 44 20 123 84: 22 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 4.5 67.8 78.6 78.7 83.2: 21.3 16.8
Old : 100.0: 6.3 0.0 4.5 67.8 78.6 78.7 83.2: 21.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 20 19 21:
Old : 23: 1 0 1 18 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.7 53.1 59.7 20.0 27.3 27.6 34.8
Old : 35.8 42.7 53.1 59.7 20.0 27.3 27.6 34.8
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, September 25, 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 : 1,846: 29 586 26 1,231 829 1,286 1,441: 560 405
Old : 1,846: 29 586 26 1,231 829 1,286 1,441: 560 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 96: 29 58 1 -22 30 8 89: 88 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 31.7 1.4 66.7 44.9 69.7 78.1: 30.3 21.9
Old : 100.0: 1.6 31.7 1.4 66.7 44.9 69.7 78.1: 30.3 21.9
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: 1 2 2 21 18 23 21:
Old : 27: 1 2 2 21 18 23 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 : 32.2 46.0 47.1 59.2 28.4 45.8 40.0 53.6
Old : 32.2 46.0 47.1 59.2 28.4 45.8 40.0 53.6
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, September 25, 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 : 154,265: 3,173 2,170 20,457 128,367 129,914 151,996 152,541: 2,269 1,724
Old : 154,265: 3,173 2,170 20,457 128,367 129,914 151,996 152,541: 2,269 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -958: -585 725 -541 64 -1,242 -1,063 -1,058: 104 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 13.3 83.2 84.2 98.5 98.9: 1.5 1.1
Old : 100.0: 2.1 1.4 13.3 83.2 84.2 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 4 33 31 39 35:
Old : 39: 4 2 4 33 31 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 43.0 64.5 69.2 11.8 13.3 15.8 17.8
Old : 37.6 43.0 64.5 69.2 11.8 13.3 15.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 26,035: 3,247 0 2,780 18,880 22,811 24,907 25,591: 1,128 444
Old : 26,035: 3,247 0 2,780 18,880 22,811 24,907 25,591: 1,128 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -91: -97 0 -6 12 -85 -91 -91: -1 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 10.7 72.5 87.6 95.7 98.3: 4.3 1.7
Old : 100.0: 12.5 0.0 10.7 72.5 87.6 95.7 98.3: 4.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 3 21 19 24 22:
Old : 27: 3 0 3 21 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 : 47.8 55.1 69.8 76.2 31.6 32.0 40.1 39.4
Old : 47.8 55.1 69.8 76.2 31.6 32.0 40.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 8,422: 0 1,158 138 6,771 5,879 6,909 7,175: 1,513 1,247
Old : 8,422: 0 1,158 138 6,771 5,879 6,909 7,175: 1,513 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 308: 0 -120 120 516 460 636 460: -328 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.7 1.6 80.4 69.8 82.0 85.2: 18.0 14.8
Old : 100.0: 0.0 13.7 1.6 80.4 69.8 82.0 85.2: 18.0 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 : 22: 0 2 1 18 16 19 18:
Old : 22: 0 2 1 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 44.1 57.3 66.3 27.3 30.5 40.3 42.5
Old : 37.9 44.1 57.3 66.3 27.3 30.5 40.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 12,815: 3,492 321 429 8,049 11,691 11,970 12,442: 845 373
Old : 12,815: 3,492 321 429 8,049 11,691 11,970 12,442: 845 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 84: 0 -0 0 60 60 60 60: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.5 3.4 62.8 91.2 93.4 97.1: 6.6 2.9
Old : 100.0: 27.2 2.5 3.4 62.8 91.2 93.4 97.1: 6.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 17 21 20 23:
Old : 26: 2 1 2 17 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 39.3 71.4 60.2 47.4 35.0 58.3 48.6
Old : 50.4 39.3 71.4 60.2 47.4 35.0 58.3 48.6
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, September 25, 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 : 21,913: 406 1,680 658 18,368 18,453 19,432 20,791: 2,481 1,122
Old : 21,913: 406 1,680 658 18,368 18,453 19,432 20,791: 2,481 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 180: 0 0 0 180 160 180 160: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.7 3.0 83.8 84.2 88.7 94.9: 11.3 5.1
Old : 100.0: 1.9 7.7 3.0 83.8 84.2 88.7 94.9: 11.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 25 24 28 27:
Old : 30: 2 1 3 25 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 39.1 51.7 64.0 25.0 32.3 36.9 48.3
Old : 33.5 39.1 51.7 64.0 25.0 32.3 36.9 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, September 25, 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 : 8,929: 1,244 0 186 5,894 7,371 7,324 7,557: 1,605 1,372
Old : 8,929: 1,244 0 186 5,894 7,371 7,324 7,557: 1,605 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 80: 0 0 0 80 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 2.1 66.0 82.6 82.0 84.6: 18.0 15.4
Old : 100.0: 13.9 0.0 2.1 66.0 82.6 82.0 84.6: 18.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 17 19 18:
Old : 23: 1 0 1 18 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.3 54.1 56.4 27.4 30.8 40.7 47.7
Old : 35.4 37.3 54.1 56.4 27.4 30.8 40.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 11,637: 2,688 2,152 260 7,015 8,225 9,963 10,637: 1,674 1,000
Old : 11,637: 2,688 2,152 260 7,015 8,225 9,963 10,637: 1,674 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 100: -10 -30 10 -212 120 -212 100: 312 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.5 2.2 60.3 70.7 85.6 91.4: 14.4 8.6
Old : 100.0: 23.1 18.5 2.2 60.3 70.7 85.6 91.4: 14.4 8.6
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 : 50.4 47.1 69.4 68.5 44.0 33.5 45.9 47.4
Old : 50.4 47.1 69.4 68.5 44.0 33.5 45.9 47.4
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, September 25, 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 : 12,330: 218 2,558 840 9,508 8,546 10,566 11,944: 1,764 386
Old : 12,330: 218 2,558 840 9,508 8,546 10,566 11,944: 1,764 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 58: 0 38 0 54 0 54 38: 4 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 20.7 6.8 77.1 69.3 85.7 96.9: 14.3 3.1
Old : 100.0: 1.8 20.7 6.8 77.1 69.3 85.7 96.9: 14.3 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 : 22: 1 2 2 17 15 19 18:
Old : 22: 1 2 2 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 52.6 68.6 76.9 40.3 44.5 52.7 64.0
Old : 45.9 52.6 68.6 76.9 40.3 44.5 52.7 64.0
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 58,537: 0 0 0 58,199 58,537 58,199 58,537: 338 0
Old : 58,537: 0 0 0 58,199 58,537 58,199 58,537: 338 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,173: 0 0 0 5,173 5,173 5,173 5,173: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 20 16 20 16:
Old : 28: 0 0 0 20 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 77.0 87.2 94.5 72.6 71.1 85.0 87.4
Old : 72.6 77.0 87.2 94.5 72.6 71.1 85.0 87.4
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, September 25, 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 : 947,713: 0 0 0 947,713 947,713 947,713 947,713: 0 0
Old : 947,713: 0 0 0 947,713 947,713 947,713 947,713: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 50,816: 0 0 0 50,816 50,816 50,816 50,816: 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 17 20 17 20:
Old : 27: 0 0 0 17 20 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 79.9 89.4 93.1 69.4 73.0 85.2 86.2
Old : 70.5 79.9 89.4 93.1 69.4 73.0 85.2 86.2
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, September 25, 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 : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190
Old : 85,368: 0 0 0 85,113 85,178 85,113 85,178: 255 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 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 16 28 16 28:
Old : 36: 0 0 0 16 28 16 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 : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
Old : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
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, September 25, 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 : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0
Old : 1,173,458: 0 0 0 1,173,458 1,173,458 1,173,458 1,173,458: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 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 : 33: 0 0 0 17 23 17 23:
Old : 33: 0 0 0 17 23 17 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 : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5
Old : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 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, September 25, 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 : 62,984: 3,945 0 6,990 51,794 55,994 62,729 62,984: 255 0
Old : 62,984: 3,945 0 6,990 51,794 55,994 62,729 62,984: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 11.1 82.2 88.9 99.6 100.0: 0.4 0.0
Old : 100.0: 6.3 0.0 11.1 82.2 88.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 2 27 21 30 23:
Old : 34: 3 0 2 27 21 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5
Old : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,227,966: 38,805 107,530 15,387 1,173,774 1,105,049 1,227,966 1,227,966: 0 0
Old : 1,227,966: 38,805 107,530 15,387 1,173,774 1,105,049 1,227,966 1,227,966: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.8 1.3 95.6 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 8.8 1.3 95.6 90.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 1 28 26 32 29:
Old : 39: 4 2 1 28 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 41.2 59.0 68.7 36.7 39.6 51.3 57.6
Old : 40.2 41.2 59.0 68.7 36.7 39.6 51.3 57.6
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, September 25, 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 : 48,604: 0 3,612 0 48,521 44,482 48,521 48,094: 83 510
Old : 48,604: 0 3,612 0 48,521 44,482 48,521 48,094: 83 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 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 7.4 0.0 99.8 91.5 99.8 99.0: 0.2 1.0
Old : 100.0: 0.0 7.4 0.0 99.8 91.5 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 : 27: 0 2 0 19 14 19 16:
Old : 27: 0 2 0 19 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9
Old : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9
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, September 25, 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 : 39,988: 830 5,515 0 38,629 34,473 39,459 39,988: 529 0
Old : 39,988: 830 5,515 0 38,629 34,473 39,459 39,988: 529 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 510: 0 0 0 510 510 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 13.8 0.0 96.6 86.2 98.7 100.0: 1.3 0.0
Old : 100.0: 2.1 13.8 0.0 96.6 86.2 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 16 20 17 21:
Old : 31: 1 1 0 16 20 17 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 : 64.7 60.9 87.1 80.1 47.4 41.8 58.7 55.2
Old : 64.7 60.9 87.1 80.1 47.4 41.8 58.7 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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 27,131: 8,643 0 1,805 16,683 25,326 27,131 27,131: 0 0
Old : 27,131: 8,643 0 1,805 16,683 25,326 27,131 27,131: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 215: 0 0 0 215 470 215 470: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 0.0 6.7 61.5 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 31.9 0.0 6.7 61.5 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 11 16 13 18:
Old : 22: 2 0 2 11 16 13 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 : 66.7 60.9 92.3 82.2 50.5 50.5 62.4 61.6
Old : 66.7 60.9 92.3 82.2 50.5 50.5 62.4 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 15,075: 249 1,740 19 13,936 13,150 14,204 14,909: 871 166
Old : 15,075: 249 1,740 19 13,936 13,150 14,204 14,909: 871 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1: 0 0 0 -1 -1 -1 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.5 0.1 92.4 87.2 94.2 98.9: 5.8 1.1
Old : 100.0: 1.7 11.5 0.1 92.4 87.2 94.2 98.9: 5.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 18 14 20 15:
Old : 24: 1 1 1 18 14 20 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 : 49.9 64.1 76.8 90.4 46.5 56.6 68.3 75.8
Old : 49.9 64.1 76.8 90.4 46.5 56.6 68.3 75.8
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, September 25, 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 : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0
Old : 791,220: 0 46,785 23,400 767,820 721,035 791,220 791,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 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 5.9 3.0 97.0 91.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 3.0 97.0 91.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 20 13 21 15:
Old : 26: 0 2 1 20 13 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 : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
Old : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
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, September 25, 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 : 951,105: 16,010 122,810 4,160 930,935 824,135 951,105 951,105: 0 0
Old : 951,105: 16,010 122,810 4,160 930,935 824,135 951,105 951,105: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,925: 0 0 0 5,925 5,925 5,925 5,925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 12.9 0.4 97.9 86.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 12.9 0.4 97.9 86.7 100.0 100.0: 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 : 27: 1 1 1 16 17 18 18:
Old : 27: 1 1 1 16 17 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 : 63.1 74.1 87.1 88.6 47.4 54.8 66.6 67.5
Old : 63.1 74.1 87.1 88.6 47.4 54.8 66.6 67.5
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, September 25, 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 : 503,773: 95,741 0 87,571 320,461 416,202 503,773 503,773: 0 0
Old : 503,773: 95,741 0 87,571 320,461 416,202 503,773 503,773: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 0.0 17.4 63.6 82.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 0.0 17.4 63.6 82.6 100.0 100.0: 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 : 22: 2 0 2 16 13 18 15:
Old : 22: 2 0 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 55.8
Old : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 55.8
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, September 25, 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 : 9,640: 330 135 198 9,093 9,304 9,620 9,638: 20 2
Old : 9,640: 330 135 198 9,093 9,304 9,620 9,638: 20 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -20: 15 10 -32 -3 2 -20 -21: -0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.4 2.1 94.3 96.5 99.8 100.0: 0.2 0.0
Old : 100.0: 3.4 1.4 2.1 94.3 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 : 22: 2 1 3 17 19 20 22:
Old : 22: 2 1 3 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 50.0 77.0 71.2 21.5 24.1 28.5 28.9
Old : 45.5 50.0 77.0 71.2 21.5 24.1 28.5 28.9
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, September 25, 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 : 32,651: 2,175 0 0 30,028 32,287 32,203 32,287: 448 364
Old : 32,651: 2,175 0 0 30,028 32,287 32,203 32,287: 448 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 855: 0 0 0 848 778 848 778: 7 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 92.0 98.9 98.6 98.9: 1.4 1.1
Old : 100.0: 6.7 0.0 0.0 92.0 98.9 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 0 36 38 38 38:
Old : 44: 2 0 0 36 38 38 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 : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2
Old : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2
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, September 25, 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 : 5,185: 660 0 0 4,217 4,949 4,877 4,949: 308 236
Old : 5,185: 660 0 0 4,217 4,949 4,877 4,949: 308 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 120: 0 0 0 75 120 75 120: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 0.0 81.3 95.4 94.1 95.4: 5.9 4.6
Old : 100.0: 12.7 0.0 0.0 81.3 95.4 94.1 95.4: 5.9 4.6
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 0 0 13 14 14 14:
Old : 21: 1 0 0 13 14 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 : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5
Old : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 10,064: 208 675 46 9,505 8,838 9,759 9,559: 305 505
Old : 10,064: 208 675 46 9,505 8,838 9,759 9,559: 305 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 195: 0 -480 0 195 675 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.7 0.5 94.4 87.8 97.0 95.0: 3.0 5.0
Old : 100.0: 2.1 6.7 0.5 94.4 87.8 97.0 95.0: 3.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 25 22 27 25:
Old : 32: 2 2 1 25 22 27 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 : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2
Old : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,827: 995 0 0 10,744 11,760 11,739 11,760: 88 67
Old : 11,827: 995 0 0 10,744 11,760 11,739 11,760: 88 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 181: 0 0 0 421 241 421 241: -240 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.0 90.8 99.4 99.3 99.4: 0.7 0.6
Old : 100.0: 8.4 0.0 0.0 90.8 99.4 99.3 99.4: 0.7 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 : 32: 1 0 0 22 23 23 23:
Old : 32: 1 0 0 22 23 23 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 : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1
Old : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1
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, September 25, 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 : 5,332: 138 25 0 4,847 5,174 4,985 5,199: 347 133
Old : 5,332: 138 25 0 4,847 5,174 4,985 5,199: 347 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 118: 6 0 0 97 112 103 112: 15 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.5 0.0 90.9 97.0 93.5 97.5: 6.5 2.5
Old : 100.0: 2.6 0.5 0.0 90.9 97.0 93.5 97.5: 6.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 17 17 18 18:
Old : 24: 1 1 0 17 17 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 : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4
Old : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4
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, September 25, 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 : 2,527,807: 386,165 94,278 848,169 1,206,248 1,514,090 2,440,581 2,456,536: 87,226 71,271
Old : 2,527,807: 386,165 94,278 848,169 1,206,248 1,514,090 2,440,581 2,456,536: 87,226 71,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -39,524: -23,355 8,762 -6,185 -11,824 -39,826 -41,364 -37,249: 1,840 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.7 33.6 47.7 59.9 96.5 97.2: 3.5 2.8
Old : 100.0: 15.3 3.7 33.6 47.7 59.9 96.5 97.2: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 171 103 207 98 107 358 342:
Old : 402: 171 103 207 98 107 358 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.2 27.2 28.5 7.8 7.2 11.2 12.2
Old : 17.0 16.2 27.2 28.5 7.8 7.2 11.2 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 148,999: 53,607 16,863 24,000 70,000 105,483 147,607 146,346: 1,392 2,653
Old : 148,999: 53,607 16,863 24,000 70,000 105,483 147,607 146,346: 1,392 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -25,411: -17,594 1,165 -2,228 -5,986 -24,643 -25,808 -25,706: 397 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 11.3 16.1 47.0 70.8 99.1 98.2: 0.9 1.8
Old : 100.0: 36.0 11.3 16.1 47.0 70.8 99.1 98.2: 0.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 6 12 23 24 36 37:
Old : 40: 8 6 12 23 24 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 43.0 81.5 65.1 40.4 32.1 49.6 42.7
Old : 64.3 43.0 81.5 65.1 40.4 32.1 49.6 42.7
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, September 25, 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 : 186,966: 63,437 17,458 1,816 80,182 117,003 145,435 136,277: 41,531 50,689
Old : 186,966: 63,437 17,458 1,816 80,182 117,003 145,435 136,277: 41,531 50,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 208: 400 -60 -33 142 -774 509 -867: -301 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.3 1.0 42.9 62.6 77.8 72.9: 22.2 27.1
Old : 100.0: 33.9 9.3 1.0 42.9 62.6 77.8 72.9: 22.2 27.1
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 : 33: 6 5 6 17 20 25 29:
Old : 33: 6 5 6 17 20 25 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 : 43.4 36.4 59.6 50.2 43.1 36.0 56.5 46.4
Old : 43.4 36.4 59.6 50.2 43.1 36.0 56.5 46.4
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, September 25, 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 : 69,595: 10,312 1,942 18,827 37,822 46,582 66,961 67,351: 2,634 2,244
Old : 69,595: 10,312 1,942 18,827 37,822 46,582 66,961 67,351: 2,634 2,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 469: -179 323 2,666 -2,230 -2,900 258 90: 211 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.8 27.1 54.3 66.9 96.2 96.8: 3.8 3.2
Old : 100.0: 14.8 2.8 27.1 54.3 66.9 96.2 96.8: 3.8 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 : 48: 14 9 19 22 24 45 44:
Old : 48: 14 9 19 22 24 45 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 : 36.2 40.6 54.7 65.6 14.1 15.1 17.9 19.8
Old : 36.2 40.6 54.7 65.6 14.1 15.1 17.9 19.8
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, September 25, 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 : 368,554: 31,469 1,315 70,325 260,899 285,783 362,693 357,423: 5,860 11,130
Old : 368,554: 31,469 1,315 70,325 260,899 285,783 362,693 357,423: 5,860 11,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -8,095: 990 111 -3,243 -5,788 -4,798 -8,040 -7,929: -55 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.4 19.1 70.8 77.5 98.4 97.0: 1.6 3.0
Old : 100.0: 8.5 0.4 19.1 70.8 77.5 98.4 97.0: 1.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 1 15 32 31 47 46:
Old : 47: 14 1 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 : 34.9 27.2 54.3 45.9 10.5 9.6 16.1 14.5
Old : 34.9 27.2 54.3 45.9 10.5 9.6 16.1 14.5
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, September 25, 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 : 29,315: 2,398 130 945 25,872 28,140 29,215 29,215: 100 100
Old : 29,315: 2,398 130 945 25,872 28,140 29,215 29,215: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,977: 572 -315 0 5,355 6,242 5,927 5,927: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.4 3.2 88.3 96.0 99.7 99.7: 0.3 0.3
Old : 100.0: 8.2 0.4 3.2 88.3 96.0 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 3 24 26 30 29:
Old : 39: 3 1 3 24 26 30 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 : 67.4 51.8 80.3 76.0 58.1 49.3 63.3 62.4
Old : 67.4 51.8 80.3 76.0 58.1 49.3 63.3 62.4
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, September 25, 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 : 89,844: 6,066 9,947 5,278 74,962 69,815 86,306 85,040: 3,538 4,804
Old : 89,844: 6,066 9,947 5,278 74,962 69,815 86,306 85,040: 3,538 4,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,079: -422 233 796 -1,795 -2,380 -1,421 -1,351: 342 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 11.1 5.9 83.4 77.7 96.1 94.7: 3.9 5.3
Old : 100.0: 6.8 11.1 5.9 83.4 77.7 96.1 94.7: 3.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 6 8 22 19 32 28:
Old : 33: 3 6 8 22 19 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 : 48.2 42.8 70.0 64.4 26.2 22.8 32.6 30.1
Old : 48.2 42.8 70.0 64.4 26.2 22.8 32.6 30.1
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 42,703: 3,447 1,748 4,350 32,411 34,198 40,208 40,296: 2,495 2,407
Old : 42,703: 3,447 1,748 4,350 32,411 34,198 40,208 40,296: 2,495 2,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 480: -610 0 516 574 24 480 540: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.1 10.2 75.9 80.1 94.2 94.4: 5.8 5.6
Old : 100.0: 8.1 4.1 10.2 75.9 80.1 94.2 94.4: 5.8 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 : 23: 3 2 5 14 15 20 21:
Old : 23: 3 2 5 14 15 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 : 43.3 44.2 65.5 69.0 21.1 22.7 27.6 29.6
Old : 43.3 44.2 65.5 69.0 21.1 22.7 27.6 29.6
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, September 25, 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 : 66,471: 591 4,443 474 41,361 33,182 42,426 38,099: 24,045 28,372
Old : 66,471: 591 4,443 474 41,361 33,182 42,426 38,099: 24,045 28,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 849: 0 475 0 1,176 2,427 1,176 2,902: -327 -2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.7 0.7 62.2 49.9 63.8 57.3: 36.2 42.7
Old : 100.0: 0.9 6.7 0.7 62.2 49.9 63.8 57.3: 36.2 42.7
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: 1 4 2 16 16 19 20:
Old : 23: 1 4 2 16 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 29.7 49.5 43.5 24.9 21.9 32.6 29.7
Old : 33.0 29.7 49.5 43.5 24.9 21.9 32.6 29.7
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,059: 950 699 150 2,914 3,210 4,014 4,059: 45 0
Old : 4,059: 950 699 150 2,914 3,210 4,014 4,059: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 216: -84 282 0 366 0 282 282: -66 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.2 3.7 71.8 79.1 98.9 100.0: 1.1 0.0
Old : 100.0: 23.4 17.2 3.7 71.8 79.1 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 1 13 13 16 16:
Old : 25: 3 2 1 13 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 59.5 80.8 80.5 42.0 47.8 63.8 63.3
Old : 51.7 59.5 80.8 80.5 42.0 47.8 63.8 63.3
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,444: 3,045 5,964 11,245 17,690 14,945 31,980 32,155: 4,464 4,290
Old : 36,444: 3,045 5,964 11,245 17,690 14,945 31,980 32,155: 4,464 4,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,552: -315 591 1,230 2,438 2,153 3,353 3,974: 200 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.4 30.9 48.5 41.0 87.8 88.2: 12.2 11.8
Old : 100.0: 8.4 16.4 30.9 48.5 41.0 87.8 88.2: 12.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 9 15 14 15 31 35:
Old : 37: 12 9 15 14 15 31 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 : 43.3 37.9 58.9 59.7 23.8 22.6 28.9 27.6
Old : 43.3 37.9 58.9 59.7 23.8 22.6 28.9 27.6
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,613: 4,755 1,269 364 4,713 8,332 9,833 9,965: 780 648
Old : 10,613: 4,755 1,269 364 4,713 8,332 9,833 9,965: 780 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -358: 188 34 -183 -322 -318 -317 -467: -41 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.0 3.4 44.4 78.5 92.7 93.9: 7.3 6.1
Old : 100.0: 44.8 12.0 3.4 44.4 78.5 92.7 93.9: 7.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 8 9 15 13 31 27:
Old : 36: 13 8 9 15 13 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 57.9 61.2 73.7 32.0 41.9 46.1 51.8
Old : 42.4 57.9 61.2 73.7 32.0 41.9 46.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 117,133: 5,120 510 9,701 96,351 98,438 111,172 108,649: 5,961 8,483
Old : 117,133: 5,120 510 9,701 96,351 98,438 111,172 108,649: 5,961 8,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,884: -11 -23 -132 2,031 2,051 1,887 1,896: -3 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.4 8.3 82.3 84.0 94.9 92.8: 5.1 7.2
Old : 100.0: 4.4 0.4 8.3 82.3 84.0 94.9 92.8: 5.1 7.2
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 : 31: 5 2 7 24 24 31 31:
Old : 31: 5 2 7 24 24 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 36.2 53.8 57.0 10.3 11.6 15.3 16.5
Old : 35.0 36.2 53.8 57.0 10.3 11.6 15.3 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 18,335: 0 0 0 18,335 18,329 18,335 18,329: 0 6
Old : 18,335: 0 0 0 18,335 18,329 18,335 18,329: 0 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,201: 0 0 0 -1,201 -1,198 -1,201 -1,198: 0 -3
: : :
: : 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 15 11 15 11:
Old : 20: 0 0 0 15 11 15 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 : 65.6 87.8 92.7 97.0 63.3 85.4 85.1 89.3
Old : 65.6 87.8 92.7 97.0 63.3 85.4 85.1 89.3
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, September 25, 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 : 22,619: 15,129 2,839 694 4,608 18,490 20,431 22,023: 2,187 596
Old : 22,619: 15,129 2,839 694 4,608 18,490 20,431 22,023: 2,187 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,153: 760 -322 -352 -2,400 -1,385 -1,991 -2,059: -162 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 12.6 3.1 20.4 81.7 90.3 97.4: 9.7 2.6
Old : 100.0: 66.9 12.6 3.1 20.4 81.7 90.3 97.4: 9.7 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 : 153: 81 19 10 29 42 116 67:
Old : 153: 81 19 10 29 42 116 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 32.9 44.0 48.4 31.9 32.8 41.6 47.8
Old : 33.5 32.9 44.0 48.4 31.9 32.8 41.6 47.8
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, September 25, 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 : 63,681: 44,165 5,509 3,365 8,804 52,771 56,333 61,644: 7,347 2,037
Old : 63,681: 44,165 5,509 3,365 8,804 52,771 56,333 61,644: 7,347 2,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -660: 1,849 170 -588 -2,051 162 -790 -256: 130 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 8.7 5.3 13.8 82.9 88.5 96.8: 11.5 3.2
Old : 100.0: 69.4 8.7 5.3 13.8 82.9 88.5 96.8: 11.5 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 : 176: 97 25 21 34 40 142 79:
Old : 176: 97 25 21 34 40 142 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 34.9 36.9 48.7 26.3 34.2 35.2 47.7
Old : 27.2 34.9 36.9 48.7 26.3 34.2 35.2 47.7
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, September 25, 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 : 302,197: 113,767 38,879 40,218 124,915 210,308 278,899 289,404: 23,297 12,793
Old : 302,197: 113,767 38,879 40,218 124,915 210,308 278,899 289,404: 23,297 12,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -9,008: 1,318 -2,194 -6,069 -3,884 -2,031 -8,634 -10,294: -374 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 12.9 13.3 41.3 69.6 92.3 95.8: 7.7 4.2
Old : 100.0: 37.6 12.9 13.3 41.3 69.6 92.3 95.8: 7.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 88 22 52 71 84 183 141:
Old : 209: 88 22 52 71 84 183 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 18.0 23.5 29.3 10.7 13.0 17.4 22.4
Old : 14.4 18.0 23.5 29.3 10.7 13.0 17.4 22.4
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 21,120: 10,017 0 248 7,791 17,275 18,056 17,523: 3,064 3,597
Old : 21,120: 10,017 0 248 7,791 17,275 18,056 17,523: 3,064 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,736: 507 0 128 1,349 2,417 1,984 2,545: -248 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 0.0 1.2 36.9 81.8 85.5 83.0: 14.5 17.0
Old : 100.0: 47.4 0.0 1.2 36.9 81.8 85.5 83.0: 14.5 17.0
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: 5 0 3 16 23 21 26:
Old : 30: 5 0 3 16 23 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 36.5 68.4 53.3 48.3 35.1 62.0 50.7
Old : 52.8 36.5 68.4 53.3 48.3 35.1 62.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 23,083: 0 0 0 22,441 21,739 22,441 21,739: 642 1,344
Old : 23,083: 0 0 0 22,441 21,739 22,441 21,739: 642 1,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -95: 0 0 0 -80 360 -80 360: -15 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 94.2 97.2 94.2: 2.8 5.8
Old : 100.0: 0.0 0.0 0.0 97.2 94.2 97.2 94.2: 2.8 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 : 22: 0 0 0 15 16 15 16:
Old : 22: 0 0 0 15 16 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 : 79.2 58.8 90.0 80.9 55.1 41.1 62.4 56.2
Old : 79.2 58.8 90.0 80.9 55.1 41.1 62.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,978: 7,329 1,200 2,808 11,664 17,303 21,801 21,311: 1,177 1,667
Old : 22,978: 7,329 1,200 2,808 11,664 17,303 21,801 21,311: 1,177 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 223: -465 0 225 413 243 173 468: 50 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.2 12.2 50.8 75.3 94.9 92.7: 5.1 7.3
Old : 100.0: 31.9 5.2 12.2 50.8 75.3 94.9 92.7: 5.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 18 17 20:
Old : 22: 2 1 1 15 18 17 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 : 66.8 45.9 86.5 64.4 52.6 33.1 64.2 47.9
Old : 66.8 45.9 86.5 64.4 52.6 33.1 64.2 47.9
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,899: 156 6,480 289 13,334 6,989 13,779 13,758: 120 141
Old : 13,899: 156 6,480 289 13,334 6,989 13,779 13,758: 120 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 944: 0 350 0 944 594 944 944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 46.6 2.1 95.9 50.3 99.1 99.0: 0.9 1.0
Old : 100.0: 1.1 46.6 2.1 95.9 50.3 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 5 3 33 27 36 34:
Old : 44: 2 5 3 33 27 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 55.2 64.8 72.0 41.5 51.7 59.9 63.9
Old : 42.7 55.2 64.8 72.0 41.5 51.7 59.9 63.9
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 52,791: 2,408 150 0 50,115 52,573 52,523 52,723: 268 68
Old : 52,791: 2,408 150 0 50,115 52,573 52,523 52,723: 268 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 6,165: 280 100 0 5,885 6,065 6,165 6,165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.3 0.0 94.9 99.6 99.5 99.9: 0.5 0.1
Old : 100.0: 4.6 0.3 0.0 94.9 99.6 99.5 99.9: 0.5 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 : 54: 5 1 0 43 30 48 31:
Old : 54: 5 1 0 43 30 48 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 57.6 67.0 78.1 38.3 46.4 47.6 58.9
Old : 55.4 57.6 67.0 78.1 38.3 46.4 47.6 58.9
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, September 25, 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 : 17,018: 490 0 0 16,308 17,018 16,798 17,018: 220 0
Old : 17,018: 490 0 0 16,308 17,018 16,798 17,018: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -515: 0 0 0 -575 -515 -575 -515: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 95.8 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 2.9 0.0 0.0 95.8 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 23 15 25 15:
Old : 30: 2 0 0 23 15 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 86.1 75.9 94.8 49.4 69.4 62.1 73.3
Old : 56.2 86.1 75.9 94.8 49.4 69.4 62.1 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,490: 450 4,980 150 12,710 8,360 13,310 13,490: 180 0
Old : 13,490: 450 4,980 150 12,710 8,360 13,310 13,490: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,065: 0 -300 0 1,065 1,365 1,065 1,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 36.9 1.1 94.2 62.0 98.7 100.0: 1.3 0.0
Old : 100.0: 3.3 36.9 1.1 94.2 62.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 1 29 22 31 27:
Old : 39: 2 4 1 29 22 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 59.3 73.5 79.9 50.0 54.1 59.9 69.9
Old : 58.9 59.3 73.5 79.9 50.0 54.1 59.9 69.9
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, September 25, 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 : 53,706: 4,409 5,357 10,418 38,682 37,872 53,509 53,647: 197 59
Old : 53,706: 4,409 5,357 10,418 38,682 37,872 53,509 53,647: 197 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,635: 1,452 -442 1,147 2,036 3,930 4,635 4,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.0 19.4 72.0 70.5 99.6 99.9: 0.4 0.1
Old : 100.0: 8.2 10.0 19.4 72.0 70.5 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 6 5 6 49 46 58 55:
Old : 66: 6 5 6 49 46 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 45.4 56.5 65.9 20.2 24.7 29.5 33.0
Old : 40.9 45.4 56.5 65.9 20.2 24.7 29.5 33.0
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,887: 135 2,734 71 7,437 5,001 7,643 7,806: 244 81
Old : 7,887: 135 2,734 71 7,437 5,001 7,643 7,806: 244 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 34.7 0.9 94.3 63.4 96.9 99.0: 3.1 1.0
Old : 100.0: 1.7 34.7 0.9 94.3 63.4 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 2 21 13 24 16:
Old : 28: 1 3 2 21 13 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 : 49.7 67.7 73.1 88.8 40.2 57.8 50.7 64.2
Old : 49.7 67.7 73.1 88.8 40.2 57.8 50.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,226: 1,567 3,560 565 13,001 10,810 15,133 14,935: 93 291
Old : 15,226: 1,567 3,560 565 13,001 10,810 15,133 14,935: 93 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,881: -444 1,205 31 2,293 643 1,880 1,879: 1 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 23.4 3.7 85.4 71.0 99.4 98.1: 0.6 1.9
Old : 100.0: 10.3 23.4 3.7 85.4 71.0 99.4 98.1: 0.6 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 : 40: 2 3 3 28 28 32 32:
Old : 40: 2 3 3 28 28 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 50.6 66.1 70.2 41.3 42.9 52.4 53.5
Old : 44.8 50.6 66.1 70.2 41.3 42.9 52.4 53.5
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, September 25, 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 : 23,992: 8,980 1,296 816 13,225 21,320 23,021 23,432: 971 560
Old : 23,992: 8,980 1,296 816 13,225 21,320 23,021 23,432: 971 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 360: 644 -450 435 -719 375 360 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 5.4 3.4 55.1 88.9 96.0 97.7: 4.0 2.3
Old : 100.0: 37.4 5.4 3.4 55.1 88.9 96.0 97.7: 4.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 5 5 27 32 35 40:
Old : 51: 5 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 : 57.8 39.3 71.5 59.9 55.7 36.7 67.1 55.2
Old : 57.8 39.3 71.5 59.9 55.7 36.7 67.1 55.2
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, September 25, 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 : 29,749: 4,330 2,649 374 23,740 24,164 28,444 27,187: 1,305 2,562
Old : 29,749: 4,330 2,649 374 23,740 24,164 28,444 27,187: 1,305 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,950: 407 748 -20 1,744 926 2,131 1,654: -181 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.9 1.3 79.8 81.2 95.6 91.4: 4.4 8.6
Old : 100.0: 14.6 8.9 1.3 79.8 81.2 95.6 91.4: 4.4 8.6
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 : 34: 3 3 4 18 23 24 27:
Old : 34: 3 3 4 18 23 24 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 : 57.2 32.6 73.8 58.5 55.5 32.4 69.5 58.2
Old : 57.2 32.6 73.8 58.5 55.5 32.4 69.5 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012