IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 101,806: 27 1,898 3,645 98,134 96,263 101,806 101,806: 0 -0
Old : 101,806: 27 1,898 3,645 98,134 96,263 101,806 101,806: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 3,376: -75 -145 775 2,676 2,746 3,376 3,376: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 3.6 96.4 94.6 100.0 100.0: 0.0 -0.0
Old : 100.0: 0.0 1.9 3.6 96.4 94.6 100.0 100.0: 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 : 20: 1 5 3 9 14 13 19:
Old : 20: 1 5 3 9 14 13 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 : 79.9 84.9 96.9 94.6 45.3 42.5 46.4 45.6
Old : 79.9 84.9 96.9 94.6 45.3 42.5 46.4 45.6
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 43,055: 312 561 1,473 40,976 40,993 42,761 43,027: 294 28
Old : 43,055: 312 561 1,473 40,976 40,993 42,761 43,027: 294 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,398: 312 -82 -162 -4,512 -4,147 -4,362 -4,391: -36 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.3 3.4 95.2 95.2 99.3 99.9: 0.7 0.1
Old : 100.0: 0.7 1.3 3.4 95.2 95.2 99.3 99.9: 0.7 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 : 56: 1 2 2 43 43 45 46:
Old : 56: 1 2 2 43 43 45 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 : 43.7 36.9 64.5 56.4 25.2 20.0 33.6 31.1
Old : 43.7 36.9 64.5 56.4 25.2 20.0 33.6 31.1
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,380: 0 0 0 9,167 9,190 9,167 9,190: 213 190
Old : 9,380: 0 0 0 9,167 9,190 9,167 9,190: 213 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,181: 0 -80 0 -1,199 -1,094 -1,199 -1,174: 18 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 98.0 97.7 98.0: 2.3 2.0
Old : 100.0: 0.0 0.0 0.0 97.7 98.0 97.7 98.0: 2.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 26 22 26 22:
Old : 30: 0 0 0 26 22 26 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 : 57.6 50.4 75.1 77.3 42.5 31.7 47.0 44.5
Old : 57.6 50.4 75.1 77.3 42.5 31.7 47.0 44.5
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, November 6, 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 : 15,545: 381 315 826 12,750 12,971 13,957 14,112: 1,588 1,433
Old : 15,545: 381 315 826 12,750 12,971 13,957 14,112: 1,588 1,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,165: -257 -83 -96 -2,217 -2,463 -2,570 -2,642: 405 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.0 5.3 82.0 83.4 89.8 90.8: 10.2 9.2
Old : 100.0: 2.5 2.0 5.3 82.0 83.4 89.8 90.8: 10.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 3 5 43 44 48 50:
Old : 51: 2 3 5 43 44 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 28.0 48.6 42.9 17.5 12.4 22.4 19.6
Old : 31.7 28.0 48.6 42.9 17.5 12.4 22.4 19.6
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, November 6, 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 : 7,367: 293 128 463 5,934 6,038 6,690 6,629: 677 738
Old : 7,367: 293 128 463 5,934 6,038 6,690 6,629: 677 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,287: -8 -145 -67 -1,188 -1,037 -1,263 -1,249: -24 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.7 6.3 80.5 82.0 90.8 90.0: 9.2 10.0
Old : 100.0: 4.0 1.7 6.3 80.5 82.0 90.8 90.0: 9.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 4 5 43 46 49 53:
Old : 57: 4 4 5 43 46 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 : 26.3 21.6 42.6 38.7 12.3 14.8 18.0 21.0
Old : 26.3 21.6 42.6 38.7 12.3 14.8 18.0 21.0
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, November 6, 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 : 6,016: 0 0 75 5,346 5,553 5,421 5,628: 595 388
Old : 6,016: 0 0 75 5,346 5,553 5,421 5,628: 595 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -725: 0 0 0 -691 -620 -691 -620: -34 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.2 88.9 92.3 90.1 93.6: 9.9 6.4
Old : 100.0: 0.0 0.0 1.2 88.9 92.3 90.1 93.6: 9.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 1 20 21 21 22:
Old : 23: 0 0 1 20 21 21 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 : 46.2 48.0 67.8 68.2 24.5 22.5 31.7 30.9
Old : 46.2 48.0 67.8 68.2 24.5 22.5 31.7 30.9
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, November 6, 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 : 7,918: 70 382 566 6,606 6,630 7,242 7,578: 676 340
Old : 7,918: 70 382 566 6,606 6,630 7,242 7,578: 676 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -268: -68 -146 354 -649 -494 -363 -286: 95 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.8 7.1 83.4 83.7 91.5 95.7: 8.5 4.3
Old : 100.0: 0.9 4.8 7.1 83.4 83.7 91.5 95.7: 8.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 2 30 29 32 32:
Old : 36: 1 2 2 30 29 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 : 33.2 32.5 49.3 54.7 16.5 22.0 24.9 31.2
Old : 33.2 32.5 49.3 54.7 16.5 22.0 24.9 31.2
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, November 6, 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 : 2,856: 35 95 30 2,428 2,069 2,493 2,194: 363 662
Old : 2,856: 35 95 30 2,428 2,069 2,493 2,194: 363 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -223: -35 75 -60 -105 -220 -200 -205: -23 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.3 1.1 85.0 72.4 87.3 76.8: 12.7 23.2
Old : 100.0: 1.2 3.3 1.1 85.0 72.4 87.3 76.8: 12.7 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 18 18 20 20:
Old : 28: 1 2 1 18 18 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 : 48.5 41.9 67.8 57.5 31.3 26.1 43.0 35.3
Old : 48.5 41.9 67.8 57.5 31.3 26.1 43.0 35.3
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, November 6, 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 : 1,861: 82 74 78 1,317 1,355 1,477 1,507: 384 354
Old : 1,861: 82 74 78 1,317 1,355 1,477 1,507: 384 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -543: -99 -32 18 -380 -516 -461 -530: -82 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.0 4.2 70.8 72.8 79.4 81.0: 20.6 19.0
Old : 100.0: 4.4 4.0 4.2 70.8 72.8 79.4 81.0: 20.6 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 2 21 20 24 23:
Old : 29: 2 2 2 21 20 24 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 : 28.0 33.4 44.0 49.9 22.2 25.3 33.4 35.2
Old : 28.0 33.4 44.0 49.9 22.2 25.3 33.4 35.2
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, November 6, 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 : 7,433: 0 0 0 7,303 7,403 7,303 7,403: 130 30
Old : 7,433: 0 0 0 7,303 7,403 7,303 7,403: 130 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,212: 0 0 0 -1,207 -1,212 -1,207 -1,212: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 99.6 98.3 99.6: 1.7 0.4
Old : 100.0: 0.0 0.0 0.0 98.3 99.6 98.3 99.6: 1.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 22 19 22 19:
Old : 28: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 69.9 68.3 85.7 34.2 57.4 52.2 65.6
Old : 47.7 69.9 68.3 85.7 34.2 57.4 52.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 8,973: 0 214 240 8,407 8,474 8,647 8,928: 326 45
Old : 8,973: 0 214 240 8,407 8,474 8,647 8,928: 326 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,169: 0 -17 0 -1,179 -1,152 -1,179 -1,169: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 2.7 93.7 94.4 96.4 99.5: 3.6 0.5
Old : 100.0: 0.0 2.4 2.7 93.7 94.4 96.4 99.5: 3.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 18 21 19 23:
Old : 25: 0 1 1 18 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 51.2 78.5 71.7 55.8 42.0 60.4 56.2
Old : 63.4 51.2 78.5 71.7 55.8 42.0 60.4 56.2
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,980: 0 1,798 212 20,768 18,970 20,980 20,980: 0 0
Old : 20,980: 0 1,798 212 20,768 18,970 20,980 20,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,724: 0 623 -212 -4,452 -5,135 -4,664 -4,724: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 1.0 99.0 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.6 1.0 99.0 90.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 24 27 25 28:
Old : 35: 0 1 1 24 27 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 51.7 67.6 79.8 37.1 38.8 55.0 59.2
Old : 43.2 51.7 67.6 79.8 37.1 38.8 55.0 59.2
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, November 6, 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 : 336,556: 49,265 20,131 72,927 172,573 217,541 294,766 310,599: 41,791 25,957
Old : 336,556: 49,265 20,131 72,927 172,573 217,541 294,766 310,599: 41,791 25,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 11,253: -2,258 -1,913 8,603 8,709 3,886 15,054 10,575: -3,801 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.0 21.7 51.3 64.6 87.6 92.3: 12.4 7.7
Old : 100.0: 14.6 6.0 21.7 51.3 64.6 87.6 92.3: 12.4 7.7
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 : 163: 45 28 49 72 78 144 133:
Old : 163: 45 28 49 72 78 144 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 20.5 23.6 33.7 8.1 12.0 14.0 18.3
Old : 14.0 20.5 23.6 33.7 8.1 12.0 14.0 18.3
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, November 6, 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 : 1,215,016: 265,170 327,066 449,556 415,873 395,391 1,130,600 1,172,013: 84,416 43,003
Old : 1,215,016: 265,170 327,066 449,556 415,873 395,391 1,130,600 1,172,013: 84,416 43,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,755: -19,923 -10,432 24,186 -13,286 -25,283 -9,023 -11,529: 1,268 3,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 26.9 37.0 34.2 32.5 93.1 96.5: 6.9 3.5
Old : 100.0: 21.8 26.9 37.0 34.2 32.5 93.1 96.5: 6.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 127 91 154 80 74 293 248:
Old : 318: 127 91 154 80 74 293 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.8 28.2 41.4 10.1 21.1 16.7 27.8
Old : 16.4 28.8 28.2 41.4 10.1 21.1 16.7 27.8
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, November 6, 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 : 1,489,204: 96,771 33,691 488,569 897,994 962,836 1,483,333 1,485,096: 5,870 4,108
Old : 1,489,204: 96,771 33,691 488,569 897,994 962,836 1,483,333 1,485,096: 5,870 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,199: -1,301 -1,229 3,440 -3,029 -3,352 -890 -1,140: -309 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.3 32.8 60.3 64.7 99.6 99.7: 0.4 0.3
Old : 100.0: 6.5 2.3 32.8 60.3 64.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 47 25 57 63 60 130 122:
Old : 139: 47 25 57 63 60 130 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 39.3 58.4 60.5 4.4 5.4 6.6 7.4
Old : 36.4 39.3 58.4 60.5 4.4 5.4 6.6 7.4
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, November 6, 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 : 116,599: 31,492 55,364 22,044 59,758 36,682 113,293 114,090: 3,306 2,509
Old : 116,599: 31,492 55,364 22,044 59,758 36,682 113,293 114,090: 3,306 2,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 365: 781 -1,393 -725 265 2,443 320 324: 45 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 47.5 18.9 51.3 31.5 97.2 97.8: 2.8 2.2
Old : 100.0: 27.0 47.5 18.9 51.3 31.5 97.2 97.8: 2.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 14 22 21 39 38:
Old : 43: 9 11 14 22 21 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 52.8 60.0 72.1 39.3 45.0 49.8 52.7
Old : 44.4 52.8 60.0 72.1 39.3 45.0 49.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 46,116: 19,247 15,219 16,146 10,447 14,324 45,839 45,689: 276 426
Old : 46,116: 19,247 15,219 16,146 10,447 14,324 45,839 45,689: 276 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,250: -1,091 -1,718 2,137 201 756 1,246 1,175: 4 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 33.0 35.0 22.7 31.1 99.4 99.1: 0.6 0.9
Old : 100.0: 41.7 33.0 35.0 22.7 31.1 99.4 99.1: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 12 10 10 16 22 32:
Old : 35: 6 12 10 10 16 22 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 : 73.8 48.0 88.8 70.1 39.3 23.5 44.7 34.4
Old : 73.8 48.0 88.8 70.1 39.3 23.5 44.7 34.4
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, November 6, 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 : 2,522,338: 561,639 51,687 680,102 1,248,221 1,771,952 2,489,962 2,503,741: 32,376 18,597
Old : 2,522,338: 561,639 51,687 680,102 1,248,221 1,771,952 2,489,962 2,503,741: 32,376 18,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 9,840: 30,138 0 -7,402 -13,762 17,060 8,974 9,658: 866 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 2.0 27.0 49.5 70.3 98.7 99.3: 1.3 0.7
Old : 100.0: 22.3 2.0 27.0 49.5 70.3 98.7 99.3: 1.3 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 : 148: 38 13 40 87 83 137 127:
Old : 148: 38 13 40 87 83 137 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 27.0 38.0 44.6 12.4 18.0 21.1 27.2
Old : 24.3 27.0 38.0 44.6 12.4 18.0 21.1 27.2
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, November 6, 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 : 991,547: 102,869 232,813 211,338 669,371 539,787 983,578 983,938: 7,969 7,609
Old : 991,547: 102,869 232,813 211,338 669,371 539,787 983,578 983,938: 7,969 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 27,767: 23,241 21,971 2,953 1,814 2,325 28,008 27,249: -241 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 23.5 21.3 67.5 54.4 99.2 99.2: 0.8 0.8
Old : 100.0: 10.4 23.5 21.3 67.5 54.4 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 18 27 34 38 33 77 73:
Old : 86: 18 27 34 38 33 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 33.2 60.9 57.2 22.4 22.3 31.2 33.7
Old : 42.3 33.2 60.9 57.2 22.4 22.3 31.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,800: 1,734 0 168 5,295 6,955 7,197 7,123: 603 677
Old : 7,800: 1,734 0 168 5,295 6,955 7,197 7,123: 603 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 50: 195 0 -45 -190 245 -40 200: 90 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.0 2.2 67.9 89.2 92.3 91.3: 7.7 8.7
Old : 100.0: 22.2 0.0 2.2 67.9 89.2 92.3 91.3: 7.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 0 3 12 15 18 18:
Old : 22: 6 0 3 12 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 46.9 74.7 74.9 40.8 43.3 56.6 57.3
Old : 54.9 46.9 74.7 74.9 40.8 43.3 56.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 TONS) :
: : :
All : 8,553: 1,080 707 120 7,242 7,377 8,442 8,204: 111 349
Old : 8,553: 1,080 707 120 7,242 7,377 8,442 8,204: 111 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 15: 105 0 0 -42 -45 63 -45: -48 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.3 1.4 84.7 86.3 98.7 95.9: 1.3 4.1
Old : 100.0: 12.6 8.3 1.4 84.7 86.3 98.7 95.9: 1.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 15 13 16 16:
Old : 20: 1 2 1 15 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 : 59.7 65.7 85.5 85.2 54.3 55.9 70.5 72.3
Old : 59.7 65.7 85.5 85.2 54.3 55.9 70.5 72.3
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, November 6, 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 : 22,808: 8,470 9,153 4,947 9,186 8,108 22,603 22,208: 205 600
Old : 22,808: 8,470 9,153 4,947 9,186 8,108 22,603 22,208: 205 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,385: 478 1,795 204 1,828 436 2,510 2,435: -125 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 40.1 21.7 40.3 35.5 99.1 97.4: 0.9 2.6
Old : 100.0: 37.1 40.1 21.7 40.3 35.5 99.1 97.4: 0.9 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 : 38: 11 13 21 12 13 34 36:
Old : 38: 11 13 21 12 13 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.5 65.9 56.0 43.9 29.1 58.3 42.6
Old : 49.9 36.5 65.9 56.0 43.9 29.1 58.3 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 10,155: 4,435 3,960 2,045 3,630 3,860 10,110 9,865: 45 290
Old : 10,155: 4,435 3,960 2,045 3,630 3,860 10,110 9,865: 45 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 345: 115 -50 105 130 345 350 400: -5 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 39.0 20.1 35.7 38.0 99.6 97.1: 0.4 2.9
Old : 100.0: 43.7 39.0 20.1 35.7 38.0 99.6 97.1: 0.4 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 : 31: 8 12 16 11 11 30 28:
Old : 31: 8 12 16 11 11 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.1 78.0 70.4 46.2 40.5 56.8 47.5
Old : 61.5 52.1 78.0 70.4 46.2 40.5 56.8 47.5
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, November 6, 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 : 20,642: 1,548 2,530 870 17,931 16,824 20,349 20,224: 293 418
Old : 20,642: 1,548 2,530 870 17,931 16,824 20,349 20,224: 293 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,656: -161 -130 216 -2,554 -2,618 -2,500 -2,533: -156 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.3 4.2 86.9 81.5 98.6 98.0: 1.4 2.0
Old : 100.0: 7.5 12.3 4.2 86.9 81.5 98.6 98.0: 1.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 5 7 32 40 43 49:
Old : 58: 6 5 7 32 40 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 36.6 56.5 56.8 17.2 26.6 29.8 32.6
Old : 35.4 36.6 56.5 56.8 17.2 26.6 29.8 32.6
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, November 6, 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 : 2,061: 69 499 20 1,516 1,246 1,605 1,765: 456 296
Old : 2,061: 69 499 20 1,516 1,246 1,605 1,765: 456 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -453: -9 -203 -60 -418 -183 -487 -446: 34 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 24.2 1.0 73.6 60.5 77.9 85.6: 22.1 14.4
Old : 100.0: 3.3 24.2 1.0 73.6 60.5 77.9 85.6: 22.1 14.4
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 : 26: 1 2 1 21 21 23 23:
Old : 26: 1 2 1 21 21 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 : 29.9 42.7 48.2 61.1 22.7 35.3 32.5 41.2
Old : 29.9 42.7 48.2 61.1 22.7 35.3 32.5 41.2
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, November 6, 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 : 122,168: 3,480 3,469 12,326 104,417 104,890 120,224 120,685: 1,944 1,483
Old : 122,168: 3,480 3,469 12,326 104,417 104,890 120,224 120,685: 1,944 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,044: 318 111 -88 -3,859 -3,032 -3,630 -3,010: 585 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.8 10.1 85.5 85.9 98.4 98.8: 1.6 1.2
Old : 100.0: 2.8 2.8 10.1 85.5 85.9 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 3 4 32 32 38 36:
Old : 40: 3 3 4 32 32 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 45.5 64.0 68.8 16.0 17.5 21.8 24.0
Old : 39.0 45.5 64.0 68.8 16.0 17.5 21.8 24.0
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, November 6, 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 : 21,010: 2,403 242 1,717 15,791 18,377 19,912 20,336: 1,098 674
Old : 21,010: 2,403 242 1,717 15,791 18,377 19,912 20,336: 1,098 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,042: -208 -154 -106 -652 -728 -966 -988: -76 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.2 8.2 75.2 87.5 94.8 96.8: 5.2 3.2
Old : 100.0: 11.4 1.2 8.2 75.2 87.5 94.8 96.8: 5.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 3 21 17 24 20:
Old : 27: 2 1 3 21 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 57.3 65.7 76.4 32.0 37.5 43.3 44.8
Old : 42.4 57.3 65.7 76.4 32.0 37.5 43.3 44.8
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, November 6, 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 : 7,938: 0 1,450 124 6,617 5,151 6,741 6,725: 1,197 1,213
Old : 7,938: 0 1,450 124 6,617 5,151 6,741 6,725: 1,197 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -434: 0 -56 -4 -294 -328 -298 -388: -136 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.3 1.6 83.4 64.9 84.9 84.7: 15.1 15.3
Old : 100.0: 0.0 18.3 1.6 83.4 64.9 84.9 84.7: 15.1 15.3
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 2 1 19 15 20 17:
Old : 23: 0 2 1 19 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 46.3 61.3 68.8 26.5 36.2 42.8 49.6
Old : 40.5 46.3 61.3 68.8 26.5 36.2 42.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 11,643: 2,314 401 528 7,936 10,346 10,778 11,274: 865 368
Old : 11,643: 2,314 401 528 7,936 10,346 10,778 11,274: 865 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -334: -602 39 114 95 -451 -393 -297: 59 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.4 4.5 68.2 88.9 92.6 96.8: 7.4 3.2
Old : 100.0: 19.9 3.4 4.5 68.2 88.9 92.6 96.8: 7.4 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 : 27: 2 1 3 17 20 20 23:
Old : 27: 2 1 3 17 20 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 : 45.1 37.3 69.6 59.9 38.6 33.5 55.0 49.4
Old : 45.1 37.3 69.6 59.9 38.6 33.5 55.0 49.4
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, November 6, 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 : 19,764: 202 1,292 616 17,166 17,112 17,984 19,020: 1,780 744
Old : 19,764: 202 1,292 616 17,166 17,112 17,984 19,020: 1,780 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,455: -50 -230 0 -1,270 -913 -1,320 -1,143: -135 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.5 3.1 86.9 86.6 91.0 96.2: 9.0 3.8
Old : 100.0: 1.0 6.5 3.1 86.9 86.6 91.0 96.2: 9.0 3.8
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 : 33: 1 2 3 27 26 30 29:
Old : 33: 1 2 3 27 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 : 34.8 40.3 54.7 63.8 28.9 36.4 40.7 45.6
Old : 34.8 40.3 54.7 63.8 28.9 36.4 40.7 45.6
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, November 6, 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 : 8,294: 1,130 0 120 5,158 6,632 6,408 6,752: 1,886 1,542
Old : 8,294: 1,130 0 120 5,158 6,632 6,408 6,752: 1,886 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -470: -130 0 0 -511 -501 -641 -501: 171 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 1.4 62.2 80.0 77.3 81.4: 22.7 18.6
Old : 100.0: 13.6 0.0 1.4 62.2 80.0 77.3 81.4: 22.7 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.3 53.7 58.3 27.5 32.0 43.1 47.6
Old : 34.6 38.3 53.7 58.3 27.5 32.0 43.1 47.6
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, November 6, 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 : 11,573: 1,028 1,650 1,658 7,382 7,559 10,068 10,867: 1,505 706
Old : 11,573: 1,028 1,650 1,658 7,382 7,559 10,068 10,867: 1,505 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -718: -50 -134 40 -584 -573 -594 -667: -124 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 14.3 14.3 63.8 65.3 87.0 93.9: 13.0 6.1
Old : 100.0: 8.9 14.3 14.3 63.8 65.3 87.0 93.9: 13.0 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 : 22: 1 2 3 17 17 20 20:
Old : 22: 1 2 3 17 17 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 : 55.9 44.0 72.5 69.8 30.3 29.7 37.2 40.3
Old : 55.9 44.0 72.5 69.8 30.3 29.7 37.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 11,034: 208 2,028 756 8,346 7,852 9,310 10,636: 1,724 398
Old : 11,034: 208 2,028 756 8,346 7,852 9,310 10,636: 1,724 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -918: 40 -282 -40 -781 -480 -781 -802: -137 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 18.4 6.9 75.6 71.2 84.4 96.4: 15.6 3.6
Old : 100.0: 1.9 18.4 6.9 75.6 71.2 84.4 96.4: 15.6 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 : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
Old : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 52,964: 0 0 0 52,964 52,924 52,964 52,924: 0 40
Old : 52,964: 0 0 0 52,964 52,924 52,964 52,924: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,199: 0 0 0 -4,199 -4,239 -4,199 -4,239: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 22 17 22 17:
Old : 30: 0 0 0 22 17 22 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 : 70.8 75.5 86.7 91.6 70.8 69.8 85.1 85.5
Old : 70.8 75.5 86.7 91.6 70.8 69.8 85.1 85.5
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, November 6, 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 : 875,069: 0 0 0 875,069 875,069 875,069 875,069: 0 0
Old : 875,069: 0 0 0 875,069 875,069 875,069 875,069: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -38,784: 0 0 0 -38,784 -38,784 -38,784 -38,784: 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 19 19 19 19:
Old : 27: 0 0 0 19 19 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 : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
Old : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
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, November 6, 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 : 72,197: 0 0 0 71,942 72,049 71,942 72,049: 255 148
Old : 72,197: 0 0 0 71,942 72,049 71,942 72,049: 255 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,153: 0 0 0 -7,153 -7,130 -7,153 -7,130: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 0.0 0.0 99.6 99.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 75.9 43.9 91.0 70.3 75.3 43.9 87.6 67.2
Old : 75.9 43.9 91.0 70.3 75.3 43.9 87.6 67.2
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, November 6, 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 : 972,714: 0 0 0 972,714 972,714 972,714 972,714: 0 0
Old : 972,714: 0 0 0 972,714 972,714 972,714 972,714: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -100,392: 0 0 0 -100,392 -100,392 -100,392 -100,392: 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 : 35: 0 0 0 19 23 19 23:
Old : 35: 0 0 0 19 23 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 43.7 88.1 68.3 67.0 43.7 79.8 64.5
Old : 69.2 43.7 88.1 68.3 67.0 43.7 79.8 64.5
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, November 6, 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 : 57,091: 5,635 0 3,520 47,681 53,571 56,836 57,091: 255 0
Old : 57,091: 5,635 0 3,520 47,681 53,571 56,836 57,091: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,025: 115 0 -1,380 -2,760 -2,645 -4,025 -4,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 6.2 83.5 93.8 99.6 100.0: 0.4 0.0
Old : 100.0: 9.9 0.0 6.2 83.5 93.8 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 : 35: 3 0 2 27 22 30 24:
Old : 35: 3 0 2 27 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
Old : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
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, November 6, 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 : 1,155,948: 36,357 101,690 10,635 1,108,956 1,043,623 1,155,948 1,155,948: 0 0
Old : 1,155,948: 36,357 101,690 10,635 1,108,956 1,043,623 1,155,948 1,155,948: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -37,562: -3,384 -3,760 -2,256 -31,922 -31,546 -37,562 -37,562: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.8 0.9 95.9 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 8.8 0.9 95.9 90.3 100.0 100.0: 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 : 41: 4 2 1 29 26 33 29:
Old : 41: 4 2 1 29 26 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
Old : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 40,989: 0 3,562 0 40,948 36,917 40,948 40,479: 41 510
Old : 40,989: 0 3,562 0 40,948 36,917 40,948 40,479: 41 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,485: 0 -115 0 -4,462 -4,370 -4,462 -4,485: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.0 99.9 90.1 99.9 98.8: 0.1 1.2
Old : 100.0: 0.0 8.7 0.0 99.9 90.1 99.9 98.8: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 18 13 18 15:
Old : 26: 0 2 0 18 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 : 61.5 75.5 85.1 89.8 59.0 64.7 74.9 76.7
Old : 61.5 75.5 85.1 89.8 59.0 64.7 74.9 76.7
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, November 6, 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 : 38,022: 410 5,305 0 37,102 32,717 37,512 38,022: 510 0
Old : 38,022: 410 5,305 0 37,102 32,717 37,512 38,022: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,151: -230 -115 0 -2,921 -3,036 -3,151 -3,151: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.0 0.0 97.6 86.0 98.7 100.0: 1.3 0.0
Old : 100.0: 1.1 14.0 0.0 97.6 86.0 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: 1 1 0 15 19 16 20:
Old : 30: 1 1 0 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 62.4 87.5 83.0 51.6 45.1 65.0 61.5
Old : 65.0 62.4 87.5 83.0 51.6 45.1 65.0 61.5
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, November 6, 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 : 20,861: 4,791 0 2,025 14,045 18,836 20,861 20,861: 0 0
Old : 20,861: 4,791 0 2,025 14,045 18,836 20,861 20,861: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,634: -2,093 0 0 -1,541 -3,634 -3,634 -3,634: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 0.0 9.7 67.3 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.0 0.0 9.7 67.3 90.3 100.0 100.0: 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 : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
Old : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
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, November 6, 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 : 14,053: 123 1,770 0 13,101 12,201 13,224 13,971: 829 82
Old : 14,053: 123 1,770 0 13,101 12,201 13,224 13,971: 829 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -665: -69 -115 0 -573 -504 -642 -619: -23 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.6 0.0 93.2 86.8 94.1 99.4: 5.9 0.6
Old : 100.0: 0.9 12.6 0.0 93.2 86.8 94.1 99.4: 5.9 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 : 24: 1 1 0 18 13 19 14:
Old : 24: 1 1 0 18 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 69.6 81.2 92.9 52.0 62.6 71.9 78.4
Old : 55.5 69.6 81.2 92.9 52.0 62.6 71.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 653,608: 0 26,353 23,400 630,208 603,855 653,608 653,608: 0 0
Old : 653,608: 0 26,353 23,400 630,208 603,855 653,608 653,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -68,441: 0 -11,280 0 -68,441 -57,161 -68,441 -68,441: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 3.6 96.4 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.0 3.6 96.4 92.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 19 13 20 15:
Old : 26: 0 2 1 19 13 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 : 58.4 75.1 83.5 90.3 51.5 54.7 63.8 64.3
Old : 58.4 75.1 83.5 90.3 51.5 54.7 63.8 64.3
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, November 6, 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 : 918,124: 8,090 123,210 0 910,034 794,914 918,124 918,124: 0 0
Old : 918,124: 8,090 123,210 0 910,034 794,914 918,124 918,124: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -21,498: -3,760 -3,760 0 -17,738 -17,738 -21,498 -21,498: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 13.4 0.0 99.1 86.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 13.4 0.0 99.1 86.6 100.0 100.0: 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 : 30: 1 1 0 19 20 20 21:
Old : 30: 1 1 0 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 72.8 85.8 86.1 44.4 53.9 64.5 64.3
Old : 60.5 72.8 85.8 86.1 44.4 53.9 64.5 64.3
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, November 6, 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 : 456,527: 81,552 31,578 55,860 319,115 369,089 456,527 456,527: 0 0
Old : 456,527: 81,552 31,578 55,860 319,115 369,089 456,527 456,527: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -5,693: 3,098 25,192 -27,475 18,684 -3,410 -5,693 -5,693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.9 12.2 69.9 80.8 100.0 100.0: 0.0 0.0
Old : 100.0: 17.9 6.9 12.2 69.9 80.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 15 15 18 18:
Old : 25: 2 1 3 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 56.3 81.4 86.1 38.7 38.0 50.2 52.9
Old : 60.4 56.3 81.4 86.1 38.7 38.0 50.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 157,994: 0 4,680 0 157,994 153,314 157,994 157,994: 0 0
Old : 157,994: 0 4,680 0 157,994 153,314 157,994 157,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -10,528: 0 0 0 -10,528 -10,528 -10,528 -10,528: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 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 1 0 10 13 10 14:
Old : 20: 0 1 0 10 13 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 74.5 91.9 92.0 46.2 53.8 68.7 68.1
Old : 67.5 74.5 91.9 92.0 46.2 53.8 68.7 68.1
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, November 6, 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 : 9,571: 370 182 156 9,015 9,221 9,541 9,559: 30 12
Old : 9,571: 370 182 156 9,015 9,221 9,541 9,559: 30 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -13: -3 -12 2 -22 -12 -23 -22: 10 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 1.6 94.2 96.3 99.7 99.9: 0.3 0.1
Old : 100.0: 3.9 1.9 1.6 94.2 96.3 99.7 99.9: 0.3 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 : 23: 2 1 3 18 20 21 23:
Old : 23: 2 1 3 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 49.7 75.9 71.1 20.4 25.1 29.0 29.8
Old : 46.3 49.7 75.9 71.1 20.4 25.1 29.0 29.8
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 28,867: 2,175 0 0 26,115 28,547 28,290 28,547: 577 320
Old : 28,867: 2,175 0 0 26,115 28,547 28,290 28,547: 577 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,790: 0 0 0 -2,752 -2,624 -2,752 -2,624: -38 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.0 90.5 98.9 98.0 98.9: 2.0 1.1
Old : 100.0: 7.5 0.0 0.0 90.5 98.9 98.0 98.9: 2.0 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 : 43: 2 0 0 34 36 36 36:
Old : 43: 2 0 0 34 36 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 53.6 63.3 70.1 43.1 50.3 54.5 61.2
Old : 46.6 53.6 63.3 70.1 43.1 50.3 54.5 61.2
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,325: 117 850 66 7,851 7,061 8,034 7,977: 291 348
Old : 8,325: 117 850 66 7,851 7,061 8,034 7,977: 291 348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,854: -39 75 -1 -1,698 -1,858 -1,738 -1,784: -116 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.2 0.8 94.3 84.8 96.5 95.8: 3.5 4.2
Old : 100.0: 1.4 10.2 0.8 94.3 84.8 96.5 95.8: 3.5 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 : 34: 2 2 1 26 24 28 27:
Old : 34: 2 2 1 26 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 : 53.3 56.3 68.5 72.5 50.8 54.5 64.3 66.1
Old : 53.3 56.3 68.5 72.5 50.8 54.5 64.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 10,595: 850 0 60 9,113 9,994 10,023 10,054: 572 541
Old : 10,595: 850 0 60 9,113 9,994 10,023 10,054: 572 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,327: -95 0 0 -1,440 -1,689 -1,535 -1,689: 208 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.6 86.0 94.3 94.6 94.9: 5.4 5.1
Old : 100.0: 8.0 0.0 0.6 86.0 94.3 94.6 94.9: 5.4 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 : 27: 2 0 1 16 18 18 19:
Old : 27: 2 0 1 16 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 : 56.5 48.5 79.6 72.6 54.7 47.4 70.4 64.4
Old : 56.5 48.5 79.6 72.6 54.7 47.4 70.4 64.4
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, November 6, 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 : 4,721: 138 25 0 4,152 4,528 4,290 4,553: 431 168
Old : 4,721: 138 25 0 4,152 4,528 4,290 4,553: 431 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -485: 0 0 0 -414 -461 -414 -461: -71 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.5 0.0 87.9 95.9 90.9 96.4: 9.1 3.6
Old : 100.0: 2.9 0.5 0.0 87.9 95.9 90.9 96.4: 9.1 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 : 22: 1 1 0 15 15 16 16:
Old : 22: 1 1 0 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 56.2 85.9 84.6 76.7 55.1 83.7 80.4
Old : 76.7 56.2 85.9 84.6 76.7 55.1 83.7 80.4
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, November 6, 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 : 2,555,522: 367,667 134,209 903,123 1,202,224 1,434,586 2,473,014 2,471,918: 82,508 83,604
Old : 2,555,522: 367,667 134,209 903,123 1,202,224 1,434,586 2,473,014 2,471,918: 82,508 83,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 4,575: -2,501 5,114 29,057 -16,753 -35,537 9,803 -1,366: -5,228 5,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.3 35.3 47.0 56.1 96.8 96.7: 3.2 3.3
Old : 100.0: 14.4 5.3 35.3 47.0 56.1 96.8 96.7: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 169 113 222 104 105 377 353:
Old : 411: 169 113 222 104 105 377 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.3 25.2 25.5 8.1 6.4 11.6 11.0
Old : 15.6 14.3 25.2 25.5 8.1 6.4 11.6 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 150,419: 25,275 34,592 27,120 96,361 85,624 148,756 147,336: 1,663 3,083
Old : 150,419: 25,275 34,592 27,120 96,361 85,624 148,756 147,336: 1,663 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,944: -1,966 -1,977 -1,815 -523 397 -4,305 -3,396: 361 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.0 18.0 64.1 56.9 98.9 98.0: 1.1 2.0
Old : 100.0: 16.8 23.0 18.0 64.1 56.9 98.9 98.0: 1.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 9 12 23 26 38 41:
Old : 44: 9 9 12 23 26 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 40.0 77.7 65.2 37.9 29.6 47.5 39.9
Old : 57.3 40.0 77.7 65.2 37.9 29.6 47.5 39.9
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, November 6, 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 : 172,513: 59,515 14,368 388 70,182 106,698 130,085 121,454: 42,428 51,059
Old : 172,513: 59,515 14,368 388 70,182 106,698 130,085 121,454: 42,428 51,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -12,540: -1,947 -1,017 -285 -8,024 -4,492 -10,256 -5,794: -2,284 -6,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.3 0.2 40.7 61.8 75.4 70.4: 24.6 29.6
Old : 100.0: 34.5 8.3 0.2 40.7 61.8 75.4 70.4: 24.6 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 4 3 17 17 24 23:
Old : 29: 6 4 3 17 17 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 39.8 56.5 53.5 39.4 39.5 54.6 49.9
Old : 39.6 39.8 56.5 53.5 39.4 39.5 54.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 64,931: 9,444 1,858 17,462 35,660 43,327 62,566 62,647: 2,365 2,284
Old : 64,931: 9,444 1,858 17,462 35,660 43,327 62,566 62,647: 2,365 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 846: 479 -488 5 509 1,525 992 1,042: -146 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.9 26.9 54.9 66.7 96.4 96.5: 3.6 3.5
Old : 100.0: 14.5 2.9 26.9 54.9 66.7 96.4 96.5: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 15 9 18 22 24 46 43:
Old : 49: 15 9 18 22 24 46 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 : 37.1 41.6 56.4 65.5 14.6 12.8 17.5 17.9
Old : 37.1 41.6 56.4 65.5 14.6 12.8 17.5 17.9
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, November 6, 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 : 322,343: 25,544 6,950 57,184 235,421 249,907 318,148 314,041: 4,195 8,302
Old : 322,343: 25,544 6,950 57,184 235,421 249,907 318,148 314,041: 4,195 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -15,336: -3,240 2,864 -5,606 -5,852 -11,381 -14,698 -14,123: -638 -1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.2 17.7 73.0 77.5 98.7 97.4: 1.3 2.6
Old : 100.0: 7.9 2.2 17.7 73.0 77.5 98.7 97.4: 1.3 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 : 47: 11 4 15 32 32 47 47:
Old : 47: 11 4 15 32 32 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 27.3 55.8 47.0 11.9 10.1 17.4 15.9
Old : 36.1 27.3 55.8 47.0 11.9 10.1 17.4 15.9
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, November 6, 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 : 90,474: 5,736 9,992 8,630 73,229 67,897 87,595 86,519: 2,879 3,955
Old : 90,474: 5,736 9,992 8,630 73,229 67,897 87,595 86,519: 2,879 3,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 5,206: -415 -745 2,757 2,786 3,241 5,128 5,253: 78 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.0 9.5 80.9 75.0 96.8 95.6: 3.2 4.4
Old : 100.0: 6.3 11.0 9.5 80.9 75.0 96.8 95.6: 3.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 7 8 22 19 32 30:
Old : 35: 3 7 8 22 19 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 39.5 69.6 63.4 23.8 24.3 34.4 31.1
Old : 41.5 39.5 69.6 63.4 23.8 24.3 34.4 31.1
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, November 6, 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 : 53,197: 2,903 4,023 8,110 39,611 38,937 50,624 51,070: 2,573 2,127
Old : 53,197: 2,903 4,023 8,110 39,611 38,937 50,624 51,070: 2,573 2,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 10,017: -117 135 4,272 5,832 5,635 9,987 10,042: 30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.6 15.2 74.5 73.2 95.2 96.0: 4.8 4.0
Old : 100.0: 5.5 7.6 15.2 74.5 73.2 95.2 96.0: 4.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 6 15 14 22 23:
Old : 26: 2 5 6 15 14 22 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 : 47.6 48.1 69.6 74.1 15.2 18.8 21.8 24.6
Old : 47.6 48.1 69.6 74.1 15.2 18.8 21.8 24.6
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, November 6, 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 : 56,805: 0 3,132 1,927 32,041 28,134 33,968 33,193: 22,837 23,612
Old : 56,805: 0 3,132 1,927 32,041 28,134 33,968 33,193: 22,837 23,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -6,001: 0 123 -667 -5,557 -2,241 -6,224 -2,785: 223 -3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 3.4 56.4 49.5 59.8 58.4: 40.2 41.6
Old : 100.0: 0.0 5.5 3.4 56.4 49.5 59.8 58.4: 40.2 41.6
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: 0 5 4 15 17 19 22:
Old : 23: 0 5 4 15 17 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 30.6 50.0 39.9 25.3 19.9 31.4 25.3
Old : 36.4 30.6 50.0 39.9 25.3 19.9 31.4 25.3
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, November 6, 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 : 36,590: 5,579 5,747 11,943 16,086 15,489 33,608 33,180: 2,982 3,411
Old : 36,590: 5,579 5,747 11,943 16,086 15,489 33,608 33,180: 2,982 3,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,004: -333 -868 1,167 -75 416 760 715: 244 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.7 32.6 44.0 42.3 91.9 90.7: 8.1 9.3
Old : 100.0: 15.2 15.7 32.6 44.0 42.3 91.9 90.7: 8.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 8 15 15 16 32 35:
Old : 37: 12 8 15 15 16 32 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 : 38.7 34.3 55.1 54.7 19.4 20.9 28.1 28.0
Old : 38.7 34.3 55.1 54.7 19.4 20.9 28.1 28.0
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,666: 2,826 786 56 3,149 5,292 6,031 6,133: 635 532
Old : 6,666: 2,826 786 56 3,149 5,292 6,031 6,133: 635 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -581: -294 -96 -44 -269 -416 -607 -556: 26 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.8 0.8 47.3 79.4 90.5 92.0: 9.5 8.0
Old : 100.0: 42.4 11.8 0.8 47.3 79.4 90.5 92.0: 9.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 8 6 14 12 26 24:
Old : 32: 10 8 6 14 12 26 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 : 46.6 64.2 72.5 80.9 36.4 43.7 53.7 55.9
Old : 46.6 64.2 72.5 80.9 36.4 43.7 53.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 94,812: 3,647 392 5,574 77,983 79,679 87,204 85,645: 7,609 9,167
Old : 94,812: 3,647 392 5,574 77,983 79,679 87,204 85,645: 7,609 9,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -6,216: -271 -151 -1,405 -4,334 -4,359 -6,011 -5,914: -205 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.4 5.9 82.3 84.0 92.0 90.3: 8.0 9.7
Old : 100.0: 3.8 0.4 5.9 82.3 84.0 92.0 90.3: 8.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 7 22 21 29 28:
Old : 29: 5 2 7 22 21 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 39.3 57.4 61.2 10.1 12.2 16.1 17.4
Old : 36.9 39.3 57.4 61.2 10.1 12.2 16.1 17.4
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, November 6, 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 : 24,259: 14,325 4,495 1,121 7,235 17,315 22,680 22,931: 1,579 1,328
Old : 24,259: 14,325 4,495 1,121 7,235 17,315 22,680 22,931: 1,579 1,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,313: 1,001 100 -145 594 1,109 1,449 1,064: -136 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 18.5 4.6 29.8 71.4 93.5 94.5: 6.5 5.5
Old : 100.0: 59.0 18.5 4.6 29.8 71.4 93.5 94.5: 6.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 68 26 14 34 36 108 72:
Old : 146: 68 26 14 34 36 108 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 27.6 43.3 42.4 29.7 26.9 39.7 39.5
Old : 31.0 27.6 43.3 42.4 29.7 26.9 39.7 39.5
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, November 6, 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 : 65,437: 43,598 6,639 3,060 11,824 53,940 58,483 63,639: 6,954 1,798
Old : 65,437: 43,598 6,639 3,060 11,824 53,940 58,483 63,639: 6,954 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -847: -3,728 -280 173 2,163 -712 -1,391 -819: 545 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 10.1 4.7 18.1 82.4 89.4 97.3: 10.6 2.7
Old : 100.0: 66.6 10.1 4.7 18.1 82.4 89.4 97.3: 10.6 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 : 190: 106 31 23 33 42 148 87:
Old : 190: 106 31 23 33 42 148 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 39.5 33.3 55.8 22.1 36.8 31.3 52.4
Old : 23.2 39.5 33.3 55.8 22.1 36.8 31.3 52.4
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, November 6, 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 : 278,929: 98,879 34,780 40,951 117,450 190,784 257,280 266,515: 21,649 12,414
Old : 278,929: 98,879 34,780 40,951 117,450 190,784 257,280 266,515: 21,649 12,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -6,547: -3,056 -3,109 8,364 -12,625 -10,876 -7,317 -5,621: 770 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.5 14.7 42.1 68.4 92.2 95.5: 7.8 4.5
Old : 100.0: 35.4 12.5 14.7 42.1 68.4 92.2 95.5: 7.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 77 27 57 77 89 176 158:
Old : 210: 77 27 57 77 89 176 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 18.9 25.7 30.7 12.0 13.1 18.8 21.7
Old : 15.4 18.9 25.7 30.7 12.0 13.1 18.8 21.7
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, November 6, 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 : 16,725: 4,497 279 944 9,595 12,023 15,036 13,246: 1,689 3,479
Old : 16,725: 4,497 279 944 9,595 12,023 15,036 13,246: 1,689 3,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -5,161: -2,370 21 -383 -1,823 -4,578 -4,576 -4,940: -585 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 1.7 5.6 57.4 71.9 89.9 79.2: 10.1 20.8
Old : 100.0: 26.9 1.7 5.6 57.4 71.9 89.9 79.2: 10.1 20.8
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 : 28: 4 1 3 16 17 21 20:
Old : 28: 4 1 3 16 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 36.2 69.4 55.8 50.7 32.2 61.6 48.6
Old : 54.0 36.2 69.4 55.8 50.7 32.2 61.6 48.6
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, November 6, 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 : 18,974: 6,541 800 792 10,359 14,758 17,692 16,350: 1,282 2,624
Old : 18,974: 6,541 800 792 10,359 14,758 17,692 16,350: 1,282 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,172: -2,869 -400 -258 84 -2,218 -3,043 -2,876: -129 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.2 4.2 54.6 77.8 93.2 86.2: 6.8 13.8
Old : 100.0: 34.5 4.2 4.2 54.6 77.8 93.2 86.2: 6.8 13.8
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: 3 1 1 14 18 17 20:
Old : 23: 3 1 1 14 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 : 66.4 41.4 84.3 57.9 58.2 41.0 68.9 54.3
Old : 66.4 41.4 84.3 57.9 58.2 41.0 68.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,964: 660 465 135 7,909 8,364 8,704 8,964: 259 0
Old : 8,964: 660 465 135 7,909 8,364 8,704 8,964: 259 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 274: 120 0 0 -76 334 44 334: 229 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.2 1.5 88.2 93.3 97.1 100.0: 2.9 0.0
Old : 100.0: 7.4 5.2 1.5 88.2 93.3 97.1 100.0: 2.9 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: 4 1 1 11 14 16 15:
Old : 22: 4 1 1 11 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 73.9 86.4 93.9 56.6 63.2 64.7 68.6
Old : 68.3 73.9 86.4 93.9 56.6 63.2 64.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,226: 25 4,917 321 10,880 5,834 11,226 11,072: 0 154
Old : 11,226: 25 4,917 321 10,880 5,834 11,226 11,072: 0 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,642: -77 -2,113 -18 -2,547 -500 -2,642 -2,631: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 43.8 2.9 96.9 52.0 100.0 98.6: 0.0 1.4
Old : 100.0: 0.2 43.8 2.9 96.9 52.0 100.0 98.6: 0.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 7 4 31 26 36 34:
Old : 43: 1 7 4 31 26 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 : 42.1 61.6 62.9 77.5 39.2 56.1 59.3 68.3
Old : 42.1 61.6 62.9 77.5 39.2 56.1 59.3 68.3
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, November 6, 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 : 38,529: 1,896 100 0 36,307 38,371 38,203 38,471: 326 58
Old : 38,529: 1,896 100 0 36,307 38,371 38,203 38,471: 326 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -13,191: -432 -300 0 -12,759 -12,884 -13,191 -13,184: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.3 0.0 94.2 99.6 99.2 99.8: 0.8 0.2
Old : 100.0: 4.9 0.3 0.0 94.2 99.6 99.2 99.8: 0.8 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 : 55: 6 1 0 43 27 49 28:
Old : 55: 6 1 0 43 27 49 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 : 50.8 51.3 65.3 76.8 42.1 42.8 52.5 62.2
Old : 50.8 51.3 65.3 76.8 42.1 42.8 52.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,845: 238 150 0 8,284 8,695 8,522 8,845: 323 0
Old : 8,845: 238 150 0 8,284 8,695 8,522 8,845: 323 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,365: -84 0 0 -2,256 -2,365 -2,340 -2,365: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.7 0.0 93.7 98.3 96.3 100.0: 3.7 0.0
Old : 100.0: 2.7 1.7 0.0 93.7 98.3 96.3 100.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 19 16 21 17:
Old : 28: 2 1 0 19 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 67.8 68.3 88.6 41.4 54.2 58.4 68.6
Old : 48.1 67.8 68.3 88.6 41.4 54.2 58.4 68.6
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, November 6, 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 : 13,055: 850 4,450 200 11,825 8,405 12,875 13,055: 180 0
Old : 13,055: 850 4,450 200 11,825 8,405 12,875 13,055: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -610: 400 475 50 -1,060 -1,135 -610 -610: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 34.1 1.5 90.6 64.4 98.6 100.0: 1.4 0.0
Old : 100.0: 6.5 34.1 1.5 90.6 64.4 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 3 27 20 31 25:
Old : 39: 3 3 3 27 20 31 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 : 63.3 61.9 77.1 82.4 58.2 59.5 68.7 76.7
Old : 63.3 61.9 77.1 82.4 58.2 59.5 68.7 76.7
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, November 6, 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 : 61,165: 2,705 2,904 11,893 46,355 46,231 60,953 61,028: 212 137
Old : 61,165: 2,705 2,904 11,893 46,355 46,231 60,953 61,028: 212 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,070: -2,197 -633 304 -1,208 -2,804 -3,101 -3,133: 31 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.7 19.4 75.8 75.6 99.7 99.8: 0.3 0.2
Old : 100.0: 4.4 4.7 19.4 75.8 75.6 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 : 63: 7 3 6 45 46 55 52:
Old : 63: 7 3 6 45 46 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 44.8 54.4 64.9 14.0 19.6 22.3 26.4
Old : 35.5 44.8 54.4 64.9 14.0 19.6 22.3 26.4
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,077: 905 100 0 4,889 5,827 5,794 5,927: 283 150
Old : 6,077: 905 100 0 4,889 5,827 5,794 5,927: 283 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -384: 138 -50 0 -486 -307 -348 -357: -36 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.6 0.0 80.5 95.9 95.3 97.5: 4.7 2.5
Old : 100.0: 14.9 1.6 0.0 80.5 95.9 95.3 97.5: 4.7 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 : 21: 3 1 0 13 13 16 14:
Old : 21: 3 1 0 13 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 59.8 78.5 84.7 28.0 48.4 40.4 51.1
Old : 52.6 59.8 78.5 84.7 28.0 48.4 40.4 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,179: 1,092 4,537 2,236 15,674 12,011 19,002 18,784: 177 395
Old : 19,179: 1,092 4,537 2,236 15,674 12,011 19,002 18,784: 177 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 243: -531 41 417 287 -350 173 108: 70 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 23.7 11.7 81.7 62.6 99.1 97.9: 0.9 2.1
Old : 100.0: 5.7 23.7 11.7 81.7 62.6 99.1 97.9: 0.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 3 4 21 25 26 30:
Old : 35: 3 3 4 21 25 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 49.0 71.5 71.8 34.5 33.1 47.6 49.5
Old : 43.0 49.0 71.5 71.8 34.5 33.1 47.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 25,544: 4,381 1,804 191 18,172 20,066 22,744 22,061: 2,800 3,483
Old : 25,544: 4,381 1,804 191 18,172 20,066 22,744 22,061: 2,800 3,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,504: -323 -246 -242 -4,914 -3,540 -5,479 -4,028: 975 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.1 0.7 71.1 78.6 89.0 86.4: 11.0 13.6
Old : 100.0: 17.2 7.1 0.7 71.1 78.6 89.0 86.4: 11.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 15 24 18 27:
Old : 30: 3 2 1 15 24 18 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 : 57.0 32.6 72.3 54.0 55.3 31.7 67.3 53.1
Old : 57.0 32.6 72.3 54.0 55.3 31.7 67.3 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012