GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,193: 780 850 1,548 35,583 35,795 37,911 38,193: 282 0
Old : 38,193: 780 850 1,548 35,583 35,795 37,911 38,193: 282 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -10,113: 74 219 1 -10,176 -10,305 -10,101 -10,085: -12 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.2 4.1 93.2 93.7 99.3 100.0: 0.7 0.0
Old : 100.0: 2.0 2.2 4.1 93.2 93.7 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 3 2 39 42 41 46:
Old : 54: 1 3 2 39 42 41 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 : 43.5 36.0 65.1 55.3 24.8 19.0 34.3 30.2
Old : 43.5 36.0 65.1 55.3 24.8 19.0 34.3 30.2
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,635: 0 0 0 15,442 15,470 15,442 15,470: 193 165
Old : 15,635: 0 0 0 15,442 15,470 15,442 15,470: 193 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,857: 0 0 0 1,845 1,871 1,845 1,871: 12 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 98.9 98.8 98.9: 1.2 1.1
Old : 100.0: 0.0 0.0 0.0 98.8 98.9 98.8 98.9: 1.2 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 : 34: 0 0 0 28 24 28 24:
Old : 34: 0 0 0 28 24 28 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 : 60.4 49.8 78.5 75.2 26.2 19.7 30.4 28.4
Old : 60.4 49.8 78.5 75.2 26.2 19.7 30.4 28.4
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, December 4, 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 : 15,413: 147 463 640 13,602 13,347 14,389 14,450: 1,024 963
Old : 15,413: 147 463 640 13,602 13,347 14,389 14,450: 1,024 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,219: -427 -123 -45 -1,683 -1,939 -2,155 -2,107: -64 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.0 4.2 88.3 86.6 93.4 93.8: 6.6 6.2
Old : 100.0: 1.0 3.0 4.2 88.3 86.6 93.4 93.8: 6.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 2 5 43 48 48 54:
Old : 54: 2 2 5 43 48 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.5 51.2 48.3 14.6 14.0 20.7 19.4
Old : 35.3 34.5 51.2 48.3 14.6 14.0 20.7 19.4
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, December 4, 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 : 7,656: 368 53 606 6,062 6,386 7,036 7,045: 620 611
Old : 7,656: 368 53 606 6,062 6,386 7,036 7,045: 620 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,226: 54 -55 -123 -1,049 -909 -1,118 -1,087: -108 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.7 7.9 79.2 83.4 91.9 92.0: 8.1 8.0
Old : 100.0: 4.8 0.7 7.9 79.2 83.4 91.9 92.0: 8.1 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 : 61: 4 2 6 48 52 54 59:
Old : 61: 4 2 6 48 52 54 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 22.1 42.3 36.8 16.1 17.4 22.9 24.1
Old : 26.6 22.1 42.3 36.8 16.1 17.4 22.9 24.1
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,870: 0 0 120 5,305 5,314 5,425 5,434: 445 436
Old : 5,870: 0 0 120 5,305 5,314 5,425 5,434: 445 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -593: 0 0 0 -482 -520 -482 -520: -111 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 2.0 90.4 90.5 92.4 92.6: 7.6 7.4
Old : 100.0: 0.0 0.0 2.0 90.4 90.5 92.4 92.6: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 1 23 22 24 23:
Old : 26: 0 0 1 23 22 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 : 48.4 47.5 67.6 69.2 31.0 27.6 38.0 38.7
Old : 48.4 47.5 67.6 69.2 31.0 27.6 38.0 38.7
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, December 4, 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 : 8,182: 115 401 879 6,728 6,707 7,722 7,987: 460 195
Old : 8,182: 115 401 879 6,728 6,707 7,722 7,987: 460 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -540: -45 -6 -19 -405 -481 -469 -506: -71 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.9 10.7 82.2 82.0 94.4 97.6: 5.6 2.4
Old : 100.0: 1.4 4.9 10.7 82.2 82.0 94.4 97.6: 5.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 2 29 28 32 31:
Old : 37: 2 2 2 29 28 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 37.9 50.8 60.9 10.6 16.9 17.9 24.4
Old : 31.5 37.9 50.8 60.9 10.6 16.9 17.9 24.4
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, December 4, 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 : 2,975: 120 0 30 2,503 2,341 2,653 2,371: 322 604
Old : 2,975: 120 0 30 2,503 2,341 2,653 2,371: 322 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -519: 30 -65 -20 -490 -402 -480 -487: -39 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.0 84.1 78.7 89.2 79.7: 10.8 20.3
Old : 100.0: 4.0 0.0 1.0 84.1 78.7 89.2 79.7: 10.8 20.3
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 : 28: 2 0 1 20 20 22 21:
Old : 28: 2 0 1 20 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 36.5 65.8 54.3 37.1 25.9 49.5 39.6
Old : 46.4 36.5 65.8 54.3 37.1 25.9 49.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 2,516: 70 49 65 1,918 2,008 2,053 2,122: 463 394
Old : 2,516: 70 49 65 1,918 2,008 2,053 2,122: 463 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -144: -4 -26 -43 -43 24 -90 -45: -54 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.9 2.6 76.2 79.8 81.6 84.3: 18.4 15.7
Old : 100.0: 2.8 1.9 2.6 76.2 79.8 81.6 84.3: 18.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 25 24 27 27:
Old : 30: 1 2 2 25 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 33.1 51.1 50.1 30.9 22.7 35.6 32.4
Old : 34.7 33.1 51.1 50.1 30.9 22.7 35.6 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 8,895: 0 0 0 8,770 8,847 8,770 8,847: 125 48
Old : 8,895: 0 0 0 8,770 8,847 8,770 8,847: 125 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,994: 0 0 0 -1,989 -2,012 -1,989 -2,012: -5 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.5 98.6 99.5: 1.4 0.5
Old : 100.0: 0.0 0.0 0.0 98.6 99.5 98.6 99.5: 1.4 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 : 31: 0 0 0 22 21 22 21:
Old : 31: 0 0 0 22 21 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 69.1 75.1 85.0 32.3 45.1 44.6 54.3
Old : 55.6 69.1 75.1 85.0 32.3 45.1 44.6 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,851: 0 197 240 7,302 7,339 7,542 7,776: 309 75
Old : 7,851: 0 197 240 7,302 7,339 7,542 7,776: 309 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,266: 0 -17 0 -1,229 -1,279 -1,229 -1,296: -37 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 3.1 93.0 93.5 96.1 99.0: 3.9 1.0
Old : 100.0: 0.0 2.5 3.1 93.0 93.5 96.1 99.0: 3.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 18 18 20:
Old : 23: 0 1 1 17 18 18 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 : 67.0 56.8 81.5 75.0 60.9 50.9 66.4 65.9
Old : 67.0 56.8 81.5 75.0 60.9 50.9 66.4 65.9
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,321: 0 2,559 493 22,808 20,269 23,301 23,321: 20 0
Old : 23,321: 0 2,559 493 22,808 20,269 23,301 23,321: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -857: 0 62 -12 -846 -907 -858 -857: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 2.1 97.8 86.9 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 11.0 2.1 97.8 86.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 25 27 26 28:
Old : 35: 0 1 1 25 27 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 52.5 64.1 76.4 28.1 33.3 41.0 47.2
Old : 47.0 52.5 64.1 76.4 28.1 33.3 41.0 47.2
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, December 4, 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 : 308,553: 48,396 31,523 49,268 171,297 201,701 268,961 282,492: 39,592 26,061
Old : 308,553: 48,396 31,523 49,268 171,297 201,701 268,961 282,492: 39,592 26,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -6,716: -1,957 2,058 -5,724 2,021 -2,210 -5,660 -5,876: -1,057 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.2 16.0 55.5 65.4 87.2 91.6: 12.8 8.4
Old : 100.0: 15.7 10.2 16.0 55.5 65.4 87.2 91.6: 12.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 38 28 40 73 74 134 124:
Old : 151: 38 28 40 73 74 134 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 17.3 25.3 29.9 10.4 10.2 16.6 16.4
Old : 15.2 17.3 25.3 29.9 10.4 10.2 16.6 16.4
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, December 4, 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 : 1,186,749: 242,290 363,322 460,571 406,456 318,995 1,109,316 1,142,888: 77,433 43,862
Old : 1,186,749: 242,290 363,322 460,571 406,456 318,995 1,109,316 1,142,888: 77,433 43,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -12,444: -17,188 9,520 675 6,290 -26,968 -10,223 -16,774: -2,221 4,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 30.6 38.8 34.2 26.9 93.5 96.3: 6.5 3.7
Old : 100.0: 20.4 30.6 38.8 34.2 26.9 93.5 96.3: 6.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 122 104 152 77 70 288 249:
Old : 320: 122 104 152 77 70 288 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 26.1 27.9 39.5 10.4 17.9 17.9 24.7
Old : 15.9 26.1 27.9 39.5 10.4 17.9 17.9 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 1,366,913: 93,946 35,678 427,866 840,195 899,290 1,362,006 1,362,833: 4,907 4,080
Old : 1,366,913: 93,946 35,678 427,866 840,195 899,290 1,362,006 1,362,833: 4,907 4,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -20,832: 2,330 4,788 -17,962 -3,743 -6,833 -19,375 -20,006: -1,457 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.6 31.3 61.5 65.8 99.6 99.7: 0.4 0.3
Old : 100.0: 6.9 2.6 31.3 61.5 65.8 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 : 133: 43 24 54 64 57 125 117:
Old : 133: 43 24 54 64 57 125 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.7 58.8 61.2 4.4 5.4 6.9 7.6
Old : 36.3 39.7 58.8 61.2 4.4 5.4 6.9 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 128,738: 45,337 56,937 21,747 58,668 47,529 125,752 126,213: 2,985 2,524
Old : 128,738: 45,337 56,937 21,747 58,668 47,529 125,752 126,213: 2,985 2,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,229: 259 4,742 -8,244 -170 -4,617 -8,156 -8,119: -73 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 44.2 16.9 45.6 36.9 97.7 98.0: 2.3 2.0
Old : 100.0: 35.2 44.2 16.9 45.6 36.9 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 : 45: 11 11 15 22 22 42 40:
Old : 45: 11 11 15 22 22 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 53.7 59.7 75.8 36.0 42.3 46.3 49.9
Old : 44.5 53.7 59.7 75.8 36.0 42.3 46.3 49.9
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, December 4, 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 : 49,264: 22,310 17,157 17,225 9,484 14,403 49,019 48,786: 245 479
Old : 49,264: 22,310 17,157 17,225 9,484 14,403 49,019 48,786: 245 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -776: 206 -433 291 -1,281 -546 -784 -688: 9 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 34.8 35.0 19.3 29.2 99.5 99.0: 0.5 1.0
Old : 100.0: 45.3 34.8 35.0 19.3 29.2 99.5 99.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 13 11 10 17 22 35:
Old : 37: 6 13 11 10 17 22 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 : 74.5 46.6 88.6 69.1 42.8 25.5 47.0 35.5
Old : 74.5 46.6 88.6 69.1 42.8 25.5 47.0 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 2,448,687: 583,407 60,090 667,920 1,159,161 1,696,660 2,410,488 2,424,670: 38,199 24,017
Old : 2,448,687: 583,407 60,090 667,920 1,159,161 1,696,660 2,410,488 2,424,670: 38,199 24,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -140,181: -20,143 -347 -36,386 -92,487 -107,027 -149,016 -143,760: 8,835 3,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.5 27.3 47.3 69.3 98.4 99.0: 1.6 1.0
Old : 100.0: 23.8 2.5 27.3 47.3 69.3 98.4 99.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 36 12 40 83 77 134 119:
Old : 142: 36 12 40 83 77 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 25.9 38.4 43.8 13.1 17.9 22.9 27.8
Old : 24.2 25.9 38.4 43.8 13.1 17.9 22.9 27.8
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, December 4, 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 : 948,345: 99,925 243,480 182,421 657,029 515,809 939,375 941,710: 8,970 6,635
Old : 948,345: 99,925 243,480 182,421 657,029 515,809 939,375 941,710: 8,970 6,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -85,717: -3,401 -4,700 -50,737 -34,428 -31,928 -88,566 -87,365: 2,849 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.7 19.2 69.3 54.4 99.1 99.3: 0.9 0.7
Old : 100.0: 10.5 25.7 19.2 69.3 54.4 99.1 99.3: 0.9 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 : 82: 15 27 29 35 35 69 72:
Old : 82: 15 27 29 35 35 69 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 : 44.0 32.6 63.7 56.2 24.2 22.5 32.5 32.4
Old : 44.0 32.6 63.7 56.2 24.2 22.5 32.5 32.4
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, December 4, 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 : 7,745: 1,764 0 228 5,300 6,770 7,292 6,998: 453 747
Old : 7,745: 1,764 0 228 5,300 6,770 7,292 6,998: 453 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -245: 105 0 -45 -290 -375 -230 -420: -15 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 0.0 2.9 68.4 87.4 94.2 90.4: 5.8 9.6
Old : 100.0: 22.8 0.0 2.9 68.4 87.4 94.2 90.4: 5.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 0 4 15 17 21 21:
Old : 24: 6 0 4 15 17 21 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 : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6
Old : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 27,111: 8,860 9,648 6,595 11,456 10,378 26,911 26,621: 200 490
Old : 27,111: 8,860 9,648 6,595 11,456 10,378 26,911 26,621: 200 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -348: 1,102 -811 -73 -1,122 980 -93 96: -255 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 35.6 24.3 42.3 38.3 99.3 98.2: 0.7 1.8
Old : 100.0: 32.7 35.6 24.3 42.3 38.3 99.3 98.2: 0.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 14 18 13 12 34 34:
Old : 38: 11 14 18 13 12 34 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 : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8
Old : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8
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, December 4, 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 : 10,950: 4,845 2,890 2,980 2,720 4,435 10,545 10,305: 405 645
Old : 10,950: 4,845 2,890 2,980 2,720 4,435 10,545 10,305: 405 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -955: 45 -1,785 60 -1,325 490 -1,220 -1,235: 265 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 26.4 27.2 24.8 40.5 96.3 94.1: 3.7 5.9
Old : 100.0: 44.2 26.4 27.2 24.8 40.5 96.3 94.1: 3.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 10 14 9 10 26 25:
Old : 29: 8 10 14 9 10 26 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 : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5
Old : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5
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, December 4, 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 : 19,991: 1,632 1,144 831 17,381 17,622 19,844 19,598: 147 393
Old : 19,991: 1,632 1,144 831 17,381 17,622 19,844 19,598: 147 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,081: 75 -1,429 -82 -3,981 -2,479 -3,988 -3,990: -93 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.7 4.2 86.9 88.2 99.3 98.0: 0.7 2.0
Old : 100.0: 8.2 5.7 4.2 86.9 88.2 99.3 98.0: 0.7 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 : 57: 4 6 9 29 39 41 49:
Old : 57: 4 6 9 29 39 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 30.4 59.7 55.5 19.0 20.8 29.0 29.3
Old : 38.0 30.4 59.7 55.5 19.0 20.8 29.0 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 2,679: 65 0 35 1,954 1,955 2,054 1,990: 625 689
Old : 2,679: 65 0 35 1,954 1,955 2,054 1,990: 625 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -731: -155 0 35 -486 -776 -606 -741: -125 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 1.3 72.9 73.0 76.7 74.3: 23.3 25.7
Old : 100.0: 2.4 0.0 1.3 72.9 73.0 76.7 74.3: 23.3 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 17 19 18:
Old : 21: 1 0 1 17 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 44.2 53.2 58.9 11.6 21.8 20.9 22.6
Old : 33.3 44.2 53.2 58.9 11.6 21.8 20.9 22.6
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, December 4, 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 : 2,044: 77 449 40 1,611 1,338 1,728 1,827: 316 217
Old : 2,044: 77 449 40 1,611 1,338 1,728 1,827: 316 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -529: -64 -159 -20 -505 -305 -589 -484: 60 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 22.0 2.0 78.8 65.5 84.5 89.4: 15.5 10.6
Old : 100.0: 3.8 22.0 2.0 78.8 65.5 84.5 89.4: 15.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 24 24 26 26:
Old : 30: 1 2 1 24 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 40.8 41.1 60.4 19.3 32.5 33.3 43.2
Old : 23.7 40.8 41.1 60.4 19.3 32.5 33.3 43.2
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, December 4, 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 : 108,744: 3,552 2,947 9,884 93,557 94,690 106,993 107,521: 1,750 1,223
Old : 108,744: 3,552 2,947 9,884 93,557 94,690 106,993 107,521: 1,750 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -15,829: -177 -1,080 -2,267 -13,272 -12,209 -15,715 -15,555: -114 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.7 9.1 86.0 87.1 98.4 98.9: 1.6 1.1
Old : 100.0: 3.3 2.7 9.1 86.0 87.1 98.4 98.9: 1.6 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 : 41: 3 4 5 32 31 39 36:
Old : 41: 3 4 5 32 31 39 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 : 41.0 48.2 64.9 70.6 18.4 21.3 25.3 27.7
Old : 41.0 48.2 64.9 70.6 18.4 21.3 25.3 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 6,098: 84 0 0 5,358 5,763 5,442 5,763: 656 335
Old : 6,098: 84 0 0 5,358 5,763 5,442 5,763: 656 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 87.9 94.5 89.2 94.5: 10.8 5.5
Old : 100.0: 1.4 0.0 0.0 87.9 94.5 89.2 94.5: 10.8 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 : 20: 1 0 0 15 14 16 14:
Old : 20: 1 0 0 15 14 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 : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4
Old : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4
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, December 4, 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 : 19,553: 2,381 294 1,576 14,482 17,159 18,439 19,029: 1,114 524
Old : 19,553: 2,381 294 1,576 14,482 17,159 18,439 19,029: 1,114 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,581: 297 8 -165 -1,666 -1,286 -1,533 -1,443: -48 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.5 8.1 74.1 87.8 94.3 97.3: 5.7 2.7
Old : 100.0: 12.2 1.5 8.1 74.1 87.8 94.3 97.3: 5.7 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 : 27: 2 1 3 20 19 23 22:
Old : 27: 2 1 3 20 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 58.3 65.9 78.2 32.5 40.3 45.2 47.6
Old : 42.0 58.3 65.9 78.2 32.5 40.3 45.2 47.6
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, December 4, 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 : 7,668: 0 1,544 0 6,254 4,750 6,254 6,294: 1,414 1,374
Old : 7,668: 0 1,544 0 6,254 4,750 6,254 6,294: 1,414 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -450: 0 214 -124 -596 -504 -720 -414: 270 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.1 0.0 81.6 61.9 81.6 82.1: 18.4 17.9
Old : 100.0: 0.0 20.1 0.0 81.6 61.9 81.6 82.1: 18.4 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 17 13 17 15:
Old : 20: 0 2 0 17 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 44.8 62.9 70.2 30.0 38.1 47.0 52.0
Old : 43.5 44.8 62.9 70.2 30.0 38.1 47.0 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 11,424: 2,226 440 482 8,155 10,005 10,863 10,927: 561 497
Old : 11,424: 2,226 440 482 8,155 10,005 10,863 10,927: 561 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -644: -30 40 -22 -547 -725 -599 -708: -45 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.9 4.2 71.4 87.6 95.1 95.7: 4.9 4.3
Old : 100.0: 19.5 3.9 4.2 71.4 87.6 95.1 95.7: 4.9 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 : 27: 2 1 3 18 21 21 24:
Old : 27: 2 1 3 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 36.9 68.5 62.3 37.9 34.3 56.9 52.5
Old : 43.6 36.9 68.5 62.3 37.9 34.3 56.9 52.5
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, December 4, 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 : 18,804: 530 1,080 598 16,047 16,396 17,175 18,074: 1,629 730
Old : 18,804: 530 1,080 598 16,047 16,396 17,175 18,074: 1,629 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,372: -32 -212 -18 -1,243 -1,128 -1,293 -1,358: -79 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.7 3.2 85.3 87.2 91.3 96.1: 8.7 3.9
Old : 100.0: 2.8 5.7 3.2 85.3 87.2 91.3 96.1: 8.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 3 27 26 31 29:
Old : 34: 3 1 3 27 26 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2
Old : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2
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, December 4, 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 : 7,856: 1,010 0 120 5,019 5,835 6,149 5,955: 1,707 1,901
Old : 7,856: 1,010 0 120 5,019 5,835 6,149 5,955: 1,707 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -452: -120 0 0 -281 -627 -401 -627: -51 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 1.5 63.9 74.3 78.3 75.8: 21.7 24.2
Old : 100.0: 12.9 0.0 1.5 63.9 74.3 78.3 75.8: 21.7 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 15 18 16:
Old : 21: 1 0 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9
Old : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9
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, December 4, 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 : 10,960: 794 1,506 1,660 6,754 6,540 9,208 9,706: 1,752 1,254
Old : 10,960: 794 1,506 1,660 6,754 6,540 9,208 9,706: 1,752 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -865: -160 -144 30 -998 -1,161 -1,128 -1,275: 263 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.7 15.1 61.6 59.7 84.0 88.6: 16.0 11.4
Old : 100.0: 7.2 13.7 15.1 61.6 59.7 84.0 88.6: 16.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 15 15 18 18:
Old : 20: 1 2 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 : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0
Old : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0
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, December 4, 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 : 10,508: 0 1,876 804 8,361 7,428 9,165 10,108: 1,343 400
Old : 10,508: 0 1,876 804 8,361 7,428 9,165 10,108: 1,343 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -610: -88 -104 -72 -77 -424 -237 -600: -373 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.9 7.7 79.6 70.7 87.2 96.2: 12.8 3.8
Old : 100.0: 0.0 17.9 7.7 79.6 70.7 87.2 96.2: 12.8 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 : 23: 0 3 2 19 14 21 17:
Old : 23: 0 3 2 19 14 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 : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0
Old : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 53,462: 0 0 0 53,462 53,462 53,462 53,462: 0 0
Old : 53,462: 0 0 0 53,462 53,462 53,462 53,462: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,521: 0 0 0 -1,521 -1,521 -1,521 -1,521: 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 : 31: 0 0 0 25 18 25 18:
Old : 31: 0 0 0 25 18 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3
Old : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3
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, December 4, 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 : 834,103: 0 0 0 834,103 834,103 834,103 834,103: 0 0
Old : 834,103: 0 0 0 834,103 834,103 834,103 834,103: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -45,038: 0 0 0 -45,038 -45,038 -45,038 -45,038: 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 18 18 18 18:
Old : 27: 0 0 0 18 18 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 : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0
Old : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 67,722: 805 0 0 66,662 67,595 67,467 67,595: 255 127
Old : 67,722: 805 0 0 66,662 67,595 67,467 67,595: 255 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -6,321: 0 0 0 -6,321 -6,300 -6,321 -6,300: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.4 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 1.2 0.0 0.0 98.4 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 : 38: 2 0 0 17 29 19 29:
Old : 38: 2 0 0 17 29 19 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 : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2
Old : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2
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, December 4, 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 : 889,446: 848 0 0 888,598 889,446 889,446 889,446: 0 0
Old : 889,446: 848 0 0 888,598 889,446 889,446 889,446: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -103,219: 0 0 0 -103,219 -103,219 -103,219 -103,219: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 0 0 20 24 21 24:
Old : 36: 1 0 0 20 24 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0
Old : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0
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, December 4, 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 : 54,690: 5,530 0 2,260 46,645 52,430 54,435 54,690: 255 0
Old : 54,690: 5,530 0 2,260 46,645 52,430 54,435 54,690: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,166: -105 0 -1,260 -1,801 -1,906 -3,166 -3,166: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 4.1 85.3 95.9 99.5 100.0: 0.5 0.0
Old : 100.0: 10.1 0.0 4.1 85.3 95.9 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 28 21 31 23:
Old : 35: 3 0 2 28 21 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5
Old : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 1,104,678: 32,892 97,840 8,325 1,063,461 998,513 1,104,678 1,104,678: 0 0
Old : 1,104,678: 32,892 97,840 8,325 1,063,461 998,513 1,104,678 1,104,678: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -64,948: -3,465 -3,850 -2,310 -59,173 -58,788 -64,948 -64,948: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.9 0.8 96.3 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 8.9 0.8 96.3 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 : 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 : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5
Old : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 39,192: 0 3,457 0 39,172 35,480 39,172 38,937: 20 255
Old : 39,192: 0 3,457 0 39,172 35,480 39,172 38,937: 20 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,132: 0 -105 0 -3,111 -3,027 -3,111 -3,132: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.0 99.9 90.5 99.9 99.3: 0.1 0.7
Old : 100.0: 0.0 8.8 0.0 99.9 90.5 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 19 15 19 17:
Old : 27: 0 2 0 19 15 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 : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2
Old : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 35,722: 200 5,200 0 35,522 30,522 35,722 35,722: 0 0
Old : 35,722: 200 5,200 0 35,522 30,522 35,722 35,722: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,300: -210 -105 0 -1,300 -2,195 -1,510 -2,300: -790 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.6 0.0 99.4 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 14.6 0.0 99.4 85.4 100.0 100.0: 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 : 30: 1 1 0 16 21 17 22:
Old : 30: 1 1 0 16 21 17 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 : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9
Old : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9
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, December 4, 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 : 20,093: 4,155 0 2,025 13,913 18,068 20,093 20,093: 0 0
Old : 20,093: 4,155 0 2,025 13,913 18,068 20,093 20,093: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,318: -1,911 0 0 -1,407 -3,318 -3,318 -3,318: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 10.1 69.2 89.9 100.0 100.0: 0.0 0.0
Old : 100.0: 20.7 0.0 10.1 69.2 89.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2
Old : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 7,880: 126 0 0 7,479 6,480 7,605 6,480: 275 1,400
Old : 7,880: 126 0 0 7,479 6,480 7,605 6,480: 275 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 94.9 82.2 96.5 82.2: 3.5 17.8
Old : 100.0: 1.6 0.0 0.0 94.9 82.2 96.5 82.2: 3.5 17.8
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 : 20: 1 0 0 14 14 15 14:
Old : 20: 1 0 0 14 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6
Old : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 20,395: 60 2,401 0 19,272 17,974 19,332 20,375: 1,063 20
Old : 20,395: 60 2,401 0 19,272 17,974 19,332 20,375: 1,063 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 4,027: -63 210 0 3,856 3,838 3,793 4,048: 234 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 11.8 0.0 94.5 88.1 94.8 99.9: 5.2 0.1
Old : 100.0: 0.3 11.8 0.0 94.5 88.1 94.8 99.9: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 20 15 21 17:
Old : 29: 1 2 0 20 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5
Old : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 12,310: 0 60 0 11,973 12,101 11,973 12,161: 337 149
Old : 12,310: 0 60 0 11,973 12,101 11,973 12,161: 337 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -291: 0 -63 0 -228 -187 -228 -250: -63 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 97.3 98.3 97.3 98.8: 2.7 1.2
Old : 100.0: 0.0 0.5 0.0 97.3 98.3 97.3 98.8: 2.7 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 : 21: 0 1 0 16 12 16 13:
Old : 21: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8
Old : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 606,899: 0 20,963 23,400 583,499 562,536 606,899 606,899: 0 0
Old : 606,899: 0 20,963 23,400 583,499 562,536 606,899 606,899: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -69,685: 0 -5,390 0 -69,685 -64,295 -69,685 -69,685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.9 96.1 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 3.9 96.1 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 20 13 21 15:
Old : 26: 0 2 1 20 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5
Old : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 848,738: 4,240 119,360 0 844,498 729,378 848,738 848,738: 0 0
Old : 848,738: 4,240 119,360 0 844,498 729,378 848,738 848,738: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -65,450: -3,850 -3,850 0 -61,600 -61,600 -65,450 -65,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 14.1 0.0 99.5 85.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 14.1 0.0 99.5 85.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 16 21 17 22:
Old : 28: 1 1 0 16 21 17 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 : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5
Old : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 443,885: 77,317 24,418 37,966 328,602 381,501 443,885 443,885: 0 0
Old : 443,885: 77,317 24,418 37,966 328,602 381,501 443,885 443,885: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -44,328: -5,612 24,418 -24,803 -13,913 -43,943 -44,328 -44,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 5.5 8.6 74.0 85.9 100.0 100.0: 0.0 0.0
Old : 100.0: 17.4 5.5 8.6 74.0 85.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 14 16 17 18:
Old : 24: 2 1 2 14 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3
Old : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3
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, December 4, 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 : 201,064: 0 4,680 0 201,064 196,384 201,064 201,064: 0 0
Old : 201,064: 0 4,680 0 201,064 196,384 201,064 201,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,630: 0 0 0 5,630 5,630 5,630 5,630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 100.0 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.3 0.0 100.0 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 15 14 15 15:
Old : 23: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2
Old : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 9,563: 379 141 152 9,012 9,270 9,543 9,563: 20 1
Old : 9,563: 379 141 152 9,012 9,270 9,543 9,563: 20 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -345: -34 -68 13 -305 -272 -326 -327: -19 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.5 1.6 94.2 96.9 99.8 100.0: 0.2 0.0
Old : 100.0: 4.0 1.5 1.6 94.2 96.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.8 49.2 76.6 72.4 23.4 26.7 31.4 31.4
Old : 47.8 49.2 76.6 72.4 23.4 26.7 31.4 31.4
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, December 4, 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 : 33,165: 2,175 0 63 30,390 32,752 32,628 32,815: 537 350
Old : 33,165: 2,175 0 63 30,390 32,752 32,628 32,815: 537 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 616: 0 0 63 553 553 616 616: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.2 91.6 98.8 98.4 98.9: 1.6 1.1
Old : 100.0: 6.6 0.0 0.2 91.6 98.8 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 1 37 37 39 38:
Old : 44: 2 0 1 37 37 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 : 42.4 54.4 61.7 69.5 38.3 46.5 49.5 55.6
Old : 42.4 54.4 61.7 69.5 38.3 46.5 49.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,057: 1,710 0 0 3,875 5,812 5,585 5,812: 472 245
Old : 6,057: 1,710 0 0 3,875 5,812 5,585 5,812: 472 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -285: 75 0 0 -488 -231 -413 -231: 128 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 0.0 0.0 64.0 96.0 92.2 96.0: 7.8 4.0
Old : 100.0: 28.2 0.0 0.0 64.0 96.0 92.2 96.0: 7.8 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 : 20: 2 0 0 11 15 13 15:
Old : 20: 2 0 0 11 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 58.5 88.1 83.7 63.4 49.0 68.9 67.0
Old : 69.6 58.5 88.1 83.7 63.4 49.0 68.9 67.0
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,138: 102 1,000 41 5,733 4,780 5,876 5,821: 262 317
Old : 6,138: 102 1,000 41 5,733 4,780 5,876 5,821: 262 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,324: -15 50 -25 -2,248 -2,311 -2,288 -2,286: -36 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 16.3 0.7 93.4 77.9 95.7 94.8: 4.3 5.2
Old : 100.0: 1.7 16.3 0.7 93.4 77.9 95.7 94.8: 4.3 5.2
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 : 33: 2 2 1 24 25 26 28:
Old : 33: 2 2 1 24 25 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 42.6 67.2 64.8 49.4 39.7 62.5 58.4
Old : 51.4 42.6 67.2 64.8 49.4 39.7 62.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,551: 695 0 0 8,349 9,167 9,044 9,167: 507 384
Old : 9,551: 695 0 0 8,349 9,167 9,044 9,167: 507 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -803: -155 0 -60 -615 -691 -830 -751: 27 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 87.4 96.0 94.7 96.0: 5.3 4.0
Old : 100.0: 7.3 0.0 0.0 87.4 96.0 94.7 96.0: 5.3 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 : 28: 1 0 0 17 19 18 19:
Old : 28: 1 0 0 17 19 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 : 56.3 49.9 80.1 75.3 56.3 48.7 69.5 67.4
Old : 56.3 49.9 80.1 75.3 56.3 48.7 69.5 67.4
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, December 4, 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 : 4,206: 104 0 0 3,726 4,048 3,830 4,048: 376 158
Old : 4,206: 104 0 0 3,726 4,048 3,830 4,048: 376 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -583: -34 0 0 -488 -560 -522 -560: -61 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 88.6 96.2 91.1 96.2: 8.9 3.8
Old : 100.0: 2.5 0.0 0.0 88.6 96.2 91.1 96.2: 8.9 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 : 21: 1 0 0 15 16 16 16:
Old : 21: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 57.0 85.7 84.3 74.1 55.9 80.5 79.2
Old : 75.6 57.0 85.7 84.3 74.1 55.9 80.5 79.2
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, December 4, 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 : 2,229,544: 362,580 123,917 787,711 992,293 1,232,770 2,142,584 2,144,399: 86,960 85,145
Old : 2,229,544: 362,580 123,917 787,711 992,293 1,232,770 2,142,584 2,144,399: 86,960 85,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 43,276: 6,575 -6,559 35,551 1,838 10,473 43,964 39,465: -687 3,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.6 35.3 44.5 55.3 96.1 96.2: 3.9 3.8
Old : 100.0: 16.3 5.6 35.3 44.5 55.3 96.1 96.2: 3.9 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 : 364: 151 88 196 93 96 336 310:
Old : 364: 151 88 196 93 96 336 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 14.5 25.1 25.4 9.2 7.7 13.2 12.7
Old : 15.0 14.5 25.1 25.4 9.2 7.7 13.2 12.7
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, December 4, 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 : 97,626: 750 26,139 17,810 77,807 50,408 96,368 94,358: 1,258 3,269
Old : 97,626: 750 26,139 17,810 77,807 50,408 96,368 94,358: 1,258 3,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,378: -1,162 -3,041 62 -1,464 -104 -2,563 -3,084: -815 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 26.8 18.2 79.7 51.6 98.7 96.7: 1.3 3.3
Old : 100.0: 0.8 26.8 18.2 79.7 51.6 98.7 96.7: 1.3 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 : 26: 2 7 6 15 15 22 23:
Old : 26: 2 7 6 15 15 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 : 54.3 52.1 80.4 77.1 45.2 40.0 50.3 46.9
Old : 54.3 52.1 80.4 77.1 45.2 40.0 50.3 46.9
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, December 4, 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 : 167,800: 58,054 15,022 653 67,934 106,476 126,641 122,151: 41,159 45,649
Old : 167,800: 58,054 15,022 653 67,934 106,476 126,641 122,151: 41,159 45,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -10,649: -4,058 -2,148 -891 -7,011 -4,431 -11,960 -7,470: 1,311 -3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 9.0 0.4 40.5 63.5 75.5 72.8: 24.5 27.2
Old : 100.0: 34.6 9.0 0.4 40.5 63.5 75.5 72.8: 24.5 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 5 4 17 19 24 26:
Old : 31: 5 5 4 17 19 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 39.2 60.1 52.6 40.2 38.8 56.2 49.8
Old : 40.5 39.2 60.1 52.6 40.2 38.8 56.2 49.8
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, December 4, 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 : 35,530: 8,625 1,674 5,017 19,781 27,245 33,422 33,936: 2,108 1,594
Old : 35,530: 8,625 1,674 5,017 19,781 27,245 33,422 33,936: 2,108 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -326: -175 -117 -6 -80 -162 -261 -284: -65 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.7 14.1 55.7 76.7 94.1 95.5: 5.9 4.5
Old : 100.0: 24.3 4.7 14.1 55.7 76.7 94.1 95.5: 5.9 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 : 31: 10 5 8 14 14 26 25:
Old : 31: 10 5 8 14 14 26 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 : 49.2 56.7 67.6 78.6 23.0 24.6 28.4 32.0
Old : 49.2 56.7 67.6 78.6 23.0 24.6 28.4 32.0
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, December 4, 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 : 295,690: 23,745 4,014 48,427 219,901 236,337 292,073 288,778: 3,617 6,912
Old : 295,690: 23,745 4,014 48,427 219,901 236,337 292,073 288,778: 3,617 6,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -19,336: -2,807 -419 -5,724 -10,239 -11,991 -18,770 -18,134: -565 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.4 16.4 74.4 79.9 98.8 97.7: 1.2 2.3
Old : 100.0: 8.0 1.4 16.4 74.4 79.9 98.8 97.7: 1.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 4 14 33 32 47 46:
Old : 47: 10 4 14 33 32 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.7 56.8 48.7 13.2 10.2 18.0 15.9
Old : 36.4 28.7 56.8 48.7 13.2 10.2 18.0 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, December 4, 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 : 71,206: 7,234 1,347 8,592 53,047 54,107 68,873 64,046: 2,333 7,160
Old : 71,206: 7,234 1,347 8,592 53,047 54,107 68,873 64,046: 2,333 7,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 524: 517 0 -1 -42 475 474 474: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.9 12.1 74.5 76.0 96.7 89.9: 3.3 10.1
Old : 100.0: 10.2 1.9 12.1 74.5 76.0 96.7 89.9: 3.3 10.1
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: 7 2 6 17 16 27 22:
Old : 27: 7 2 6 17 16 27 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 : 39.3 44.8 65.6 70.4 20.0 15.8 24.9 18.9
Old : 39.3 44.8 65.6 70.4 20.0 15.8 24.9 18.9
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, December 4, 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 : 57,999: 2,768 4,323 14,094 39,131 37,740 55,993 56,157: 2,006 1,842
Old : 57,999: 2,768 4,323 14,094 39,131 37,740 55,993 56,157: 2,006 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 6,678: 213 225 3,000 3,540 3,503 6,753 6,728: -75 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.5 24.3 67.5 65.1 96.5 96.8: 3.5 3.2
Old : 100.0: 4.8 7.5 24.3 67.5 65.1 96.5 96.8: 3.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 4 14 12 18 20:
Old : 22: 2 5 4 14 12 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 46.2 74.3 71.5 17.1 16.5 21.9 22.1
Old : 52.2 46.2 74.3 71.5 17.1 16.5 21.9 22.1
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,651: 3,433 5,898 11,507 16,216 12,770 31,156 30,175: 2,495 3,475
Old : 33,651: 3,433 5,898 11,507 16,216 12,770 31,156 30,175: 2,495 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,086: -53 45 631 438 281 1,016 957: 69 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.5 34.2 48.2 37.9 92.6 89.7: 7.4 10.3
Old : 100.0: 10.2 17.5 34.2 48.2 37.9 92.6 89.7: 7.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 7 9 13 14 24 25:
Old : 27: 5 7 9 13 14 24 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 : 50.5 41.6 68.3 61.4 20.0 16.7 26.4 22.5
Old : 50.5 41.6 68.3 61.4 20.0 16.7 26.4 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 5,656: 1,774 694 244 2,899 4,199 4,917 5,137: 738 519
Old : 5,656: 1,774 694 244 2,899 4,199 4,917 5,137: 738 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -532: -326 -11 -25 -303 -620 -654 -657: 122 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.3 4.3 51.3 74.2 86.9 90.8: 13.1 9.2
Old : 100.0: 31.4 12.3 4.3 51.3 74.2 86.9 90.8: 13.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 4 1 11 10 19 15:
Old : 23: 8 4 1 11 10 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 60.3 71.3 82.1 35.2 36.6 43.5 47.9
Old : 49.8 60.3 71.3 82.1 35.2 36.6 43.5 47.9
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, December 4, 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 : 85,040: 3,534 476 3,771 70,523 72,134 77,829 76,382: 7,211 8,658
Old : 85,040: 3,534 476 3,771 70,523 72,134 77,829 76,382: 7,211 8,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,877: -278 -298 -1,222 -6,975 -6,908 -8,476 -8,428: -402 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.6 4.4 82.9 84.8 91.5 89.8: 8.5 10.2
Old : 100.0: 4.2 0.6 4.4 82.9 84.8 91.5 89.8: 8.5 10.2
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 : 30: 5 2 7 23 22 30 29:
Old : 30: 5 2 7 23 22 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 : 37.7 39.4 59.7 61.3 11.0 14.3 16.9 18.3
Old : 37.7 39.4 59.7 61.3 11.0 14.3 16.9 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 26,199: 18,020 1,866 1,086 4,822 22,492 23,928 25,444: 2,271 755
Old : 26,199: 18,020 1,866 1,086 4,822 22,492 23,928 25,444: 2,271 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,103: 1,899 -543 -57 -980 1,746 862 1,146: 241 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 7.1 4.1 18.4 85.9 91.3 97.1: 8.7 2.9
Old : 100.0: 68.8 7.1 4.1 18.4 85.9 91.3 97.1: 8.7 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 : 153: 84 20 13 28 39 116 68:
Old : 153: 84 20 13 28 39 116 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 35.0 43.3 51.3 32.2 34.7 42.7 49.8
Old : 32.2 35.0 43.3 51.3 32.2 34.7 42.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 64,713: 45,457 5,937 2,002 9,652 55,127 57,111 63,067: 7,602 1,646
Old : 64,713: 45,457 5,937 2,002 9,652 55,127 57,111 63,067: 7,602 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -612: 904 -430 54 -1,358 -729 -401 -1,105: -211 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 9.2 3.1 14.9 85.2 88.3 97.5: 11.7 2.5
Old : 100.0: 70.2 9.2 3.1 14.9 85.2 88.3 97.5: 11.7 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 : 186: 110 26 20 34 35 151 75:
Old : 186: 110 26 20 34 35 151 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 41.6 30.3 56.8 20.3 40.9 29.3 55.3
Old : 21.3 41.6 30.3 56.8 20.3 40.9 29.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 280,755: 110,572 36,492 40,549 105,435 190,404 256,556 267,445: 24,199 13,309
Old : 280,755: 110,572 36,492 40,549 105,435 190,404 256,556 267,445: 24,199 13,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,917: 1,978 2,419 449 -6,104 -5,672 -3,677 -2,804: 759 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 13.0 14.4 37.6 67.8 91.4 95.3: 8.6 4.7
Old : 100.0: 39.4 13.0 14.4 37.6 67.8 91.4 95.3: 8.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 79 30 53 73 83 176 146:
Old : 209: 79 30 53 73 83 176 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 20.2 24.0 32.0 12.0 15.9 19.3 24.1
Old : 14.6 20.2 24.0 32.0 12.0 15.9 19.3 24.1
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, December 4, 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 : 11,865: 3,354 1,208 204 6,740 6,654 10,298 8,066: 1,567 3,799
Old : 11,865: 3,354 1,208 204 6,740 6,654 10,298 8,066: 1,567 3,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -6,315: -1,339 -283 -125 -4,614 -6,170 -6,078 -6,578: -237 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.2 1.7 56.8 56.1 86.8 68.0: 13.2 32.0
Old : 100.0: 28.3 10.2 1.7 56.8 56.1 86.8 68.0: 13.2 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 14 17 17:
Old : 22: 1 2 2 15 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 32.4 74.3 52.4 51.5 29.7 62.9 43.1
Old : 59.3 32.4 74.3 52.4 51.5 29.7 62.9 43.1
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, December 4, 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 : 18,113: 8,803 400 492 7,628 14,445 16,923 15,337: 1,190 2,776
Old : 18,113: 8,803 400 492 7,628 14,445 16,923 15,337: 1,190 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,231: -983 -400 -300 -1,856 -2,416 -3,139 -3,116: -92 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 2.2 2.7 42.1 79.7 93.4 84.7: 6.6 15.3
Old : 100.0: 48.6 2.2 2.7 42.1 79.7 93.4 84.7: 6.6 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 : 21: 3 1 1 10 16 13 18:
Old : 21: 3 1 1 10 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 : 74.0 50.4 88.5 64.3 68.4 49.9 75.0 61.5
Old : 74.0 50.4 88.5 64.3 68.4 49.9 75.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 11,178: 5,220 6,725 756 4,804 3,517 10,780 10,998: 398 180
Old : 11,178: 5,220 6,725 756 4,804 3,517 10,780 10,998: 398 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 60.2 6.8 43.0 31.5 96.4 98.4: 3.6 1.6
Old : 100.0: 46.7 60.2 6.8 43.0 31.5 96.4 98.4: 3.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 5 2 5 6 13 12:
Old : 20: 7 5 2 5 6 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 78.9 93.6 94.8 68.0 78.7 85.9 87.0
Old : 71.9 78.9 93.6 94.8 68.0 78.7 85.9 87.0
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, December 4, 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 : 8,707: 555 465 135 7,987 8,107 8,677 8,707: 30 -0
Old : 8,707: 555 465 135 7,987 8,107 8,677 8,707: 30 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -287: -145 0 0 20 -287 -125 -287: -161 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.3 1.6 91.7 93.1 99.7 100.0: 0.3 -0.0
Old : 100.0: 6.4 5.3 1.6 91.7 93.1 99.7 100.0: 0.3 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.3 74.4 88.5 93.8 59.6 65.3 68.5 71.3
Old : 70.3 74.4 88.5 93.8 59.6 65.3 68.5 71.3
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, December 4, 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 : 9,214: 50 2,992 300 8,864 5,752 9,214 9,044: 0 170
Old : 9,214: 50 2,992 300 8,864 5,752 9,214 9,044: 0 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,849: 50 -1,937 -21 -2,878 -907 -2,849 -2,865: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 32.5 3.3 96.2 62.4 100.0 98.2: 0.0 1.8
Old : 100.0: 0.5 32.5 3.3 96.2 62.4 100.0 98.2: 0.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 6 4 28 25 32 33:
Old : 43: 1 6 4 28 25 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 59.3 63.5 76.1 40.5 53.3 59.0 67.1
Old : 41.3 59.3 63.5 76.1 40.5 53.3 59.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 34,901: 1,906 450 0 32,516 34,392 34,422 34,842: 479 59
Old : 34,901: 1,906 450 0 32,516 34,392 34,422 34,842: 479 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -5,600: -102 -500 0 -5,571 -5,097 -5,673 -5,597: 73 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.3 0.0 93.2 98.5 98.6 99.8: 1.4 0.2
Old : 100.0: 5.5 1.3 0.0 93.2 98.5 98.6 99.8: 1.4 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 : 56: 7 1 0 43 30 50 31:
Old : 56: 7 1 0 43 30 50 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 46.5 66.9 71.1 44.0 41.9 53.7 60.1
Old : 52.7 46.5 66.9 71.1 44.0 41.9 53.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,389: 675 650 0 5,618 5,739 6,293 6,389: 96 0
Old : 6,389: 675 650 0 5,618 5,739 6,293 6,389: 96 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -830: -125 0 0 -679 -830 -804 -830: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.2 0.0 87.9 89.8 98.5 100.0: 1.5 0.0
Old : 100.0: 10.6 10.2 0.0 87.9 89.8 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 8 15 9:
Old : 20: 1 1 0 14 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 92.2 85.2 99.2 60.6 84.7 80.2 88.3
Old : 62.5 92.2 85.2 99.2 60.6 84.7 80.2 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,299: 371 150 0 8,705 9,149 9,076 9,299: 223 0
Old : 9,299: 371 150 0 8,705 9,149 9,076 9,299: 223 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,548: -80 0 0 -1,458 -1,548 -1,538 -1,548: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.6 0.0 93.6 98.4 97.6 100.0: 2.4 0.0
Old : 100.0: 4.0 1.6 0.0 93.6 98.4 97.6 100.0: 2.4 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 : 31: 2 1 0 21 17 23 18:
Old : 31: 2 1 0 21 17 23 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 : 54.8 70.7 75.8 88.3 48.9 65.3 66.8 77.6
Old : 54.8 70.7 75.8 88.3 48.9 65.3 66.8 77.6
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, December 4, 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 : 13,699: 1,400 6,304 75 12,224 7,320 13,699 13,699: 0 0
Old : 13,699: 1,400 6,304 75 12,224 7,320 13,699 13,699: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,365: 400 250 -125 -1,640 -1,490 -1,365 -1,365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 46.0 0.5 89.2 53.4 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 46.0 0.5 89.2 53.4 100.0 100.0: 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 : 43: 5 4 2 26 20 31 26:
Old : 43: 5 4 2 26 20 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 65.8 72.5 84.0 55.3 63.1 67.7 78.1
Old : 59.5 65.8 72.5 84.0 55.3 63.1 67.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,000: 1,683 25 0 5,287 6,975 6,970 7,000: 30 0
Old : 7,000: 1,683 25 0 5,287 6,975 6,970 7,000: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,011: -298 0 0 -660 -1,011 -958 -1,011: -53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.4 0.0 75.5 99.6 99.6 100.0: 0.4 0.0
Old : 100.0: 24.0 0.4 0.0 75.5 99.6 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 : 21: 2 1 0 10 11 12 12:
Old : 21: 2 1 0 10 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 88.2 95.1 96.5 76.1 88.2 90.5 94.1
Old : 79.2 88.2 95.1 96.5 76.1 88.2 90.5 94.1
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 62,889: 2,711 6,514 10,810 49,314 45,516 62,835 62,840: 54 49
Old : 62,889: 2,711 6,514 10,810 49,314 45,516 62,835 62,840: 54 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -5,747: -929 2,057 -1,472 -3,220 -6,321 -5,621 -5,736: -126 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.4 17.2 78.4 72.4 99.9 99.9: 0.1 0.1
Old : 100.0: 4.3 10.4 17.2 78.4 72.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 5 10 8 42 47 52 60:
Old : 69: 5 10 8 42 47 52 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.4 57.8 64.6 17.6 21.6 25.9 30.0
Old : 36.4 43.4 57.8 64.6 17.6 21.6 25.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 5,736: 521 0 50 4,949 5,227 5,520 5,277: 216 459
Old : 5,736: 521 0 50 4,949 5,227 5,520 5,277: 216 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,157: -512 0 -50 -528 -1,080 -1,090 -1,130: -67 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.9 86.3 91.1 96.2 92.0: 3.8 8.0
Old : 100.0: 9.1 0.0 0.9 86.3 91.1 96.2 92.0: 3.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 1 14 13 17 14:
Old : 22: 3 0 1 14 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 58.0 79.3 81.7 40.2 50.3 53.3 57.4
Old : 57.7 58.0 79.3 81.7 40.2 50.3 53.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 3,754: 1,594 0 180 1,970 3,304 3,744 3,484: 10 270
Old : 3,754: 1,594 0 180 1,970 3,304 3,744 3,484: 10 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 0.0 4.8 52.5 88.0 99.7 92.8: 0.3 7.2
Old : 100.0: 42.5 0.0 4.8 52.5 88.0 99.7 92.8: 0.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 2 15 8 19 10:
Old : 20: 4 0 2 15 8 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 68.3 79.3 89.3 51.4 61.1 72.5 71.8
Old : 54.4 68.3 79.3 89.3 51.4 61.1 72.5 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,994: 245 3,451 2,301 14,331 10,813 16,877 16,565: 117 429
Old : 16,994: 245 3,451 2,301 14,331 10,813 16,877 16,565: 117 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,521: -612 -2,517 288 -3,146 -1,273 -3,470 -3,502: -51 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 20.3 13.5 84.3 63.6 99.3 97.5: 0.7 2.5
Old : 100.0: 1.4 20.3 13.5 84.3 63.6 99.3 97.5: 0.7 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 : 36: 3 4 3 21 22 25 28:
Old : 36: 3 4 3 21 22 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 : 49.8 48.9 75.3 73.9 40.0 31.2 48.0 46.0
Old : 49.8 48.9 75.3 73.9 40.0 31.2 48.0 46.0
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,168: 3,146 2,062 785 17,305 15,199 21,236 18,046: 1,932 5,122
Old : 23,168: 3,146 2,062 785 17,305 15,199 21,236 18,046: 1,932 5,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,790: -717 -524 59 -3,869 -5,009 -4,527 -5,474: -263 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.9 3.4 74.7 65.6 91.7 77.9: 8.3 22.1
Old : 100.0: 13.6 8.9 3.4 74.7 65.6 91.7 77.9: 8.3 22.1
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: 4 2 1 16 20 20 23:
Old : 30: 4 2 1 16 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 : 54.7 32.4 69.9 50.7 53.0 31.7 65.5 49.8
Old : 54.7 32.4 69.9 50.7 53.0 31.7 65.5 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012