GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,771: 1,880 888 970 37,627 38,903 40,477 40,761: 294 10
Old : 40,771: 1,880 888 970 37,627 38,903 40,477 40,761: 294 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,732: 1,215 -33 -1,136 -6,793 -5,573 -6,714 -6,742: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.2 2.4 92.3 95.4 99.3 100.0: 0.7 0.0
Old : 100.0: 4.6 2.2 2.4 92.3 95.4 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 2 1 36 45 38 48:
Old : 54: 2 2 1 36 45 38 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 37.1 66.9 59.3 27.6 14.2 34.7 24.7
Old : 48.0 37.1 66.9 59.3 27.6 14.2 34.7 24.7
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,293: 0 0 0 14,072 14,119 14,072 14,119: 221 174
Old : 14,293: 0 0 0 14,072 14,119 14,072 14,119: 221 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,774: 0 0 0 -2,780 -2,783 -2,780 -2,783: 6 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 98.8 98.5 98.8: 1.5 1.2
Old : 100.0: 0.0 0.0 0.0 98.5 98.8 98.5 98.8: 1.5 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 : 28: 0 0 0 21 23 21 23:
Old : 28: 0 0 0 21 23 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 : 67.8 51.1 88.5 73.4 44.3 37.7 50.6 47.3
Old : 67.8 51.1 88.5 73.4 44.3 37.7 50.6 47.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 13,093: 51 514 598 11,062 10,616 11,711 11,728: 1,382 1,365
Old : 13,093: 51 514 598 11,062 10,616 11,711 11,728: 1,382 1,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,921: -179 -248 -52 -2,936 -2,879 -3,167 -3,179: 246 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.9 4.6 84.5 81.1 89.4 89.6: 10.6 10.4
Old : 100.0: 0.4 3.9 4.6 84.5 81.1 89.4 89.6: 10.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 2 4 34 37 38 42:
Old : 43: 1 2 4 34 37 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 35.7 51.5 49.8 13.9 12.6 19.6 19.5
Old : 32.6 35.7 51.5 49.8 13.9 12.6 19.6 19.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,547: 570 164 234 5,152 5,610 5,956 6,008: 591 539
Old : 6,547: 570 164 234 5,152 5,610 5,956 6,008: 591 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,132: 150 56 -369 -1,800 -1,792 -2,019 -2,105: -113 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.5 3.6 78.7 85.7 91.0 91.8: 9.0 8.2
Old : 100.0: 8.7 2.5 3.6 78.7 85.7 91.0 91.8: 9.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 3 4 42 48 46 54:
Old : 57: 3 3 4 42 48 46 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 : 29.8 26.1 44.5 40.9 23.6 23.8 30.7 33.7
Old : 29.8 26.1 44.5 40.9 23.6 23.8 30.7 33.7
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,314: 60 569 522 5,115 4,926 5,697 6,017: 617 297
Old : 6,314: 60 569 522 5,115 4,926 5,697 6,017: 617 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,932: -55 289 -384 -1,716 -1,925 -2,155 -2,020: 223 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.0 8.3 81.0 78.0 90.2 95.3: 9.8 4.7
Old : 100.0: 1.0 9.0 8.3 81.0 78.0 90.2 95.3: 9.8 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 : 29: 1 2 2 24 23 26 26:
Old : 29: 1 2 2 24 23 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 : 37.2 35.6 57.0 60.4 8.3 17.2 14.6 24.1
Old : 37.2 35.6 57.0 60.4 8.3 17.2 14.6 24.1
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,049: 85 15 10 2,749 2,468 2,844 2,493: 205 556
Old : 3,049: 85 15 10 2,749 2,468 2,844 2,493: 205 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -561: -50 -30 0 -448 -499 -498 -529: -63 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 0.3 90.2 80.9 93.3 81.8: 6.7 18.2
Old : 100.0: 2.8 0.5 0.3 90.2 80.9 93.3 81.8: 6.7 18.2
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: 1 1 1 23 23 25 24:
Old : 30: 1 1 1 23 23 25 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 : 45.3 36.1 66.7 57.1 35.4 23.5 46.5 33.7
Old : 45.3 36.1 66.7 57.1 35.4 23.5 46.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,873: 114 27 139 2,230 2,370 2,483 2,536: 390 337
Old : 2,873: 114 27 139 2,230 2,370 2,483 2,536: 390 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -336: 64 -48 -13 -300 -176 -249 -237: -87 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.9 4.8 77.6 82.5 86.4 88.3: 13.6 11.7
Old : 100.0: 4.0 0.9 4.8 77.6 82.5 86.4 88.3: 13.6 11.7
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 : 35: 1 3 4 23 23 27 27:
Old : 35: 1 3 4 23 23 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 : 45.5 31.3 61.2 52.6 44.9 28.4 57.1 47.6
Old : 45.5 31.3 61.2 52.6 44.9 28.4 57.1 47.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 7,867: 0 0 0 7,747 7,847 7,747 7,847: 120 20
Old : 7,867: 0 0 0 7,747 7,847 7,747 7,847: 120 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,870: 0 0 0 -2,865 -2,852 -2,865 -2,852: -5 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3
Old : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 24 17 24 17:
Old : 30: 0 0 0 24 17 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 66.3 71.5 82.4 45.0 57.3 59.7 69.6
Old : 48.0 66.3 71.5 82.4 45.0 57.3 59.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,692: 0 3,316 332 31,360 28,044 31,692 31,692: 0 0
Old : 31,692: 0 3,316 332 31,360 28,044 31,692 31,692: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,224: 0 667 -493 1,737 1,050 1,244 1,224: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 1.0 99.0 88.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.5 1.0 99.0 88.5 100.0 100.0: 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 : 34: 0 1 1 28 23 29 24:
Old : 34: 0 1 1 28 23 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 67.5 68.6 86.1 36.5 47.4 47.4 58.2
Old : 46.6 67.5 68.6 86.1 36.5 47.4 47.4 58.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 288,395: 57,596 25,610 44,648 145,185 194,976 247,429 265,234: 40,966 23,161
Old : 288,395: 57,596 25,610 44,648 145,185 194,976 247,429 265,234: 40,966 23,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 25,645: 3,651 565 1,858 16,830 23,919 22,339 26,342: 3,306 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.9 15.5 50.3 67.6 85.8 92.0: 14.2 8.0
Old : 100.0: 20.0 8.9 15.5 50.3 67.6 85.8 92.0: 14.2 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 : 163: 43 28 37 66 78 134 125:
Old : 163: 43 28 37 66 78 134 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 16.8 22.6 29.7 9.3 8.3 16.2 15.2
Old : 13.0 16.8 22.6 29.7 9.3 8.3 16.2 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,175,043: 250,723 403,704 399,609 461,718 325,221 1,112,050 1,128,534: 62,993 46,509
Old : 1,175,043: 250,723 403,704 399,609 461,718 325,221 1,112,050 1,128,534: 62,993 46,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 10,228: 10,524 3,056 -2,134 4,602 6,291 12,992 7,213: -2,764 3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 34.4 34.0 39.3 27.7 94.6 96.0: 5.4 4.0
Old : 100.0: 21.3 34.4 34.0 39.3 27.7 94.6 96.0: 5.4 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 : 299: 98 106 127 76 62 253 231:
Old : 299: 98 106 127 76 62 253 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 24.3 29.5 37.0 11.6 15.5 20.0 23.0
Old : 18.1 24.3 29.5 37.0 11.6 15.5 20.0 23.0
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,397: 46,174 48,039 26,516 59,839 58,371 132,529 132,926: 2,868 2,471
Old : 135,397: 46,174 48,039 26,516 59,839 58,371 132,529 132,926: 2,868 2,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 3,443: 100 -730 1,704 1,440 2,382 3,244 3,356: 199 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 35.5 19.6 44.2 43.1 97.9 98.2: 2.1 1.8
Old : 100.0: 34.1 35.5 19.6 44.2 43.1 97.9 98.2: 2.1 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 : 44: 13 8 13 21 22 41 36:
Old : 44: 13 8 13 21 22 41 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 : 41.9 47.4 60.2 73.7 33.3 35.4 43.3 44.4
Old : 41.9 47.4 60.2 73.7 33.3 35.4 43.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,311,690: 528,478 37,058 649,411 1,090,899 1,601,817 2,268,788 2,288,286: 42,902 23,404
Old : 2,311,690: 528,478 37,058 649,411 1,090,899 1,601,817 2,268,788 2,288,286: 42,902 23,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 47,040: 18,026 4,829 22,872 5,625 20,017 46,523 47,718: 517 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.6 28.1 47.2 69.3 98.1 99.0: 1.9 1.0
Old : 100.0: 22.9 1.6 28.1 47.2 69.3 98.1 99.0: 1.9 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 : 137: 33 12 38 81 75 127 116:
Old : 137: 33 12 38 81 75 127 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.8 37.7 44.7 12.5 18.7 21.5 28.2
Old : 23.9 26.8 37.7 44.7 12.5 18.7 21.5 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 874,372: 49,470 161,819 189,023 626,852 517,060 865,345 867,902: 9,027 6,470
Old : 874,372: 49,470 161,819 189,023 626,852 517,060 865,345 867,902: 9,027 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 36,189: 13,977 22,116 782 21,606 13,773 36,365 36,671: -176 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.5 21.6 71.7 59.1 99.0 99.3: 1.0 0.7
Old : 100.0: 5.7 18.5 21.6 71.7 59.1 99.0 99.3: 1.0 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 : 78: 15 25 26 35 35 68 68:
Old : 78: 15 25 26 35 35 68 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 : 38.6 33.3 59.9 58.7 18.7 18.8 25.3 25.8
Old : 38.6 33.3 59.9 58.7 18.7 18.8 25.3 25.8
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,170: 1,779 310 438 4,440 5,995 6,657 6,743: 513 427
Old : 7,170: 1,779 310 438 4,440 5,995 6,657 6,743: 513 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -365: 40 0 -195 -145 -275 -300 -470: -65 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.3 6.1 61.9 83.6 92.8 94.0: 7.2 6.0
Old : 100.0: 24.8 4.3 6.1 61.9 83.6 92.8 94.0: 7.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 4 9 12 15 16:
Old : 20: 5 1 4 9 12 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5
Old : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,034: 9,466 9,806 7,329 13,009 12,345 29,804 29,480: 230 554
Old : 30,034: 9,466 9,806 7,329 13,009 12,345 29,804 29,480: 230 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,381: -399 -1,172 -428 -564 -85 -1,391 -1,685: 10 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 32.6 24.4 43.3 41.1 99.2 98.2: 0.8 1.8
Old : 100.0: 31.5 32.6 24.4 43.3 41.1 99.2 98.2: 0.8 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: 13 11 20 12 13 33 36:
Old : 38: 13 11 20 12 13 33 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 : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9
Old : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,665: 5,815 3,450 2,430 2,775 5,115 11,020 10,995: 645 670
Old : 11,665: 5,815 3,450 2,430 2,775 5,115 11,020 10,995: 645 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,135: 315 -10 -905 -795 -265 -1,385 -1,180: 250 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 29.6 20.8 23.8 43.8 94.5 94.3: 5.5 5.7
Old : 100.0: 49.8 29.6 20.8 23.8 43.8 94.5 94.3: 5.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 10 12 7 10 20 25:
Old : 26: 6 10 12 7 10 20 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 : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6
Old : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,770: 1,536 644 1,196 16,918 17,790 19,650 19,630: 120 140
Old : 19,770: 1,536 644 1,196 16,918 17,790 19,650 19,630: 120 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,682: 272 27 260 -2,205 -1,912 -1,673 -1,625: -9 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.3 6.0 85.6 90.0 99.4 99.3: 0.6 0.7
Old : 100.0: 7.8 3.3 6.0 85.6 90.0 99.4 99.3: 0.6 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 : 49: 7 6 7 30 31 41 40:
Old : 49: 7 6 7 30 31 41 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 : 44.1 36.9 62.4 59.0 23.6 24.9 35.0 36.0
Old : 44.1 36.9 62.4 59.0 23.6 24.9 35.0 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,782: 30 201 106 1,205 1,120 1,341 1,427: 441 355
Old : 1,782: 30 201 106 1,205 1,120 1,341 1,427: 441 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,006: -136 -335 16 -1,020 -771 -1,140 -1,090: 134 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.3 5.9 67.6 62.9 75.3 80.1: 24.7 19.9
Old : 100.0: 1.7 11.3 5.9 67.6 62.9 75.3 80.1: 24.7 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 19 21 21 24:
Old : 26: 1 2 2 19 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 : 35.1 33.6 50.5 51.5 30.7 31.4 38.8 44.2
Old : 35.1 33.6 50.5 51.5 30.7 31.4 38.8 44.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,702: 3,320 2,027 1,824 48,879 50,680 54,023 54,531: 1,679 1,171
Old : 55,702: 3,320 2,027 1,824 48,879 50,680 54,023 54,531: 1,679 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 251: 0 120 0 -102 94 -102 214: 353 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.6 3.3 87.8 91.0 97.0 97.9: 3.0 2.1
Old : 100.0: 6.0 3.6 3.3 87.8 91.0 97.0 97.9: 3.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 3 24 28 29 31:
Old : 36: 3 2 3 24 28 29 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 : 59.5 64.7 76.3 79.3 57.7 63.9 72.7 76.6
Old : 59.5 64.7 76.3 79.3 57.7 63.9 72.7 76.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,973: 1,506 208 1,320 9,125 10,661 11,951 12,189: 1,022 784
Old : 12,973: 1,506 208 1,320 9,125 10,661 11,951 12,189: 1,022 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -917: 256 -86 -256 -875 -843 -875 -1,185: -42 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.6 10.2 70.3 82.2 92.1 94.0: 7.9 6.0
Old : 100.0: 11.6 1.6 10.2 70.3 82.2 92.1 94.0: 7.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 17 14 20 17:
Old : 22: 2 1 3 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 56.0 74.1 80.3 43.1 50.2 57.2 61.5
Old : 49.5 56.0 74.1 80.3 43.1 50.2 57.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,630: 1,758 480 774 8,602 9,549 11,134 10,803: 496 827
Old : 11,630: 1,758 480 774 8,602 9,549 11,134 10,803: 496 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 8: 0 0 0 0 -108 0 -108: 8 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 4.1 6.7 74.0 82.1 95.7 92.9: 4.3 7.1
Old : 100.0: 15.1 4.1 6.7 74.0 82.1 95.7 92.9: 4.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 16 16 18 19:
Old : 25: 2 1 2 16 16 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 : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1
Old : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,110: 456 880 550 14,433 14,936 15,439 16,366: 1,671 744
Old : 17,110: 456 880 550 14,433 14,936 15,439 16,366: 1,671 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,478: -122 -200 -48 -1,350 -1,244 -1,520 -1,492: 42 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.1 3.2 84.4 87.3 90.2 95.7: 9.8 4.3
Old : 100.0: 2.7 5.1 3.2 84.4 87.3 90.2 95.7: 9.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 24 24 27 26:
Old : 31: 2 1 2 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7
Old : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,383: 82 0 0 51,301 51,383 51,383 51,383: 0 0
Old : 51,383: 82 0 0 51,301 51,383 51,383 51,383: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -4,392: 82 0 0 -4,474 -4,392 -4,392 -4,392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 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 : 30: 1 0 0 20 17 21 17:
Old : 30: 1 0 0 20 17 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 : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6
Old : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 803,366: 0 0 0 803,366 803,366 803,366 803,366: 0 0
Old : 803,366: 0 0 0 803,366 803,366 803,366 803,366: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -53,552: 0 0 0 -53,552 -53,552 -53,552 -53,552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6
Old : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,450: 1,020 0 0 60,175 61,343 61,195 61,343: 255 107
Old : 61,450: 1,020 0 0 60,175 61,343 61,195 61,343: 255 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,338: 215 0 0 -6,553 -6,318 -6,338 -6,318: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 97.9 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 1.7 0.0 0.0 97.9 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 : 35: 1 0 0 16 27 17 27:
Old : 35: 1 0 0 16 27 17 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 : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3
Old : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 787,574: 0 0 0 787,574 787,574 787,574 787,574: 0 0
Old : 787,574: 0 0 0 787,574 787,574 787,574 787,574: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -113,632: -848 0 0 -112,784 -113,632 -113,632 -113,632: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 18 21 18 21:
Old : 33: 0 0 0 18 21 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0
Old : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 52,287: 6,275 1,226 215 45,542 50,846 52,032 52,287: 255 0
Old : 52,287: 6,275 1,226 215 45,542 50,846 52,032 52,287: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,360: 745 845 -2,045 -2,060 -2,160 -3,360 -3,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.3 0.4 87.1 97.2 99.5 100.0: 0.5 0.0
Old : 100.0: 12.0 2.3 0.4 87.1 97.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 22 18 25 20:
Old : 33: 2 2 1 22 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3
Old : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,080,862: 29,076 116,920 5,781 1,046,005 958,161 1,080,862 1,080,862: 0 0
Old : 1,080,862: 29,076 116,920 5,781 1,046,005 958,161 1,080,862 1,080,862: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -33,840: -3,816 19,080 -2,544 -27,480 -50,376 -33,840 -33,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 10.8 0.5 96.8 88.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 10.8 0.5 96.8 88.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 1 24 22 27 25:
Old : 38: 3 2 1 24 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6
Old : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,295: 0 3,500 0 35,040 31,540 35,040 35,040: 255 255
Old : 35,295: 0 3,500 0 35,040 31,540 35,040 35,040: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,960: 0 -20 0 -4,195 -3,940 -4,195 -3,960: 235 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 99.3 89.4 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 9.9 0.0 99.3 89.4 99.3 99.3: 0.7 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 : 21: 0 3 0 15 9 15 12:
Old : 21: 0 3 0 15 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6
Old : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,100: 0 5,100 0 33,100 28,000 33,100 33,100: 0 0
Old : 33,100: 0 5,100 0 33,100 28,000 33,100 33,100: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,120: -200 -100 0 -2,920 -3,020 -3,120 -3,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 0.0 100.0 84.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.4 0.0 100.0 84.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 13 15 13 16:
Old : 22: 0 1 0 13 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9
Old : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 22,626: 0 2,586 0 21,583 20,040 21,583 22,626: 1,043 0
Old : 22,626: 0 2,586 0 21,583 20,040 21,583 22,626: 1,043 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -617: -60 -580 0 -537 -17 -597 -597: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 0.0 95.4 88.6 95.4 100.0: 4.6 0.0
Old : 100.0: 0.0 11.4 0.0 95.4 88.6 95.4 100.0: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 0 16 11 16 14:
Old : 25: 0 3 0 16 11 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 : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3
Old : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 531,915: 1,680 11,555 23,480 506,755 496,880 531,915 531,915: 0 0
Old : 531,915: 1,680 11,555 23,480 506,755 496,880 531,915 531,915: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -74,984: 1,680 -9,408 80 -76,744 -65,656 -74,984 -74,984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.2 4.4 95.3 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 2.2 4.4 95.3 93.4 100.0 100.0: 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 : 20: 1 1 1 14 9 15 11:
Old : 20: 1 1 1 14 9 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6
Old : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 843,282: 0 91,800 23,320 819,962 728,162 843,282 843,282: 0 0
Old : 843,282: 0 91,800 23,320 819,962 728,162 843,282 843,282: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -34,344: -4,240 -27,560 23,320 -53,424 -30,104 -34,344 -34,344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 2.8 97.2 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.9 2.8 97.2 86.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 14 18 15 19:
Old : 23: 0 1 1 14 18 15 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 : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2
Old : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 458,149: 78,299 34,634 27,726 352,124 395,789 458,149 458,149: 0 0
Old : 458,149: 78,299 34,634 27,726 352,124 395,789 458,149 458,149: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -49,050: 982 28,408 -29,680 -20,352 -47,778 -49,050 -49,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.6 6.1 76.9 86.4 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 7.6 6.1 76.9 86.4 100.0 100.0: 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 : 23: 2 1 1 14 15 17 16:
Old : 23: 2 1 1 14 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6
Old : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,600: 0 9,551 0 228,600 219,049 228,600 228,600: 0 0
Old : 228,600: 0 9,551 0 228,600 219,049 228,600 228,600: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -8,416: 0 1,760 0 -8,416 -10,176 -8,416 -8,416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 0 14 12 14 15:
Old : 24: 0 3 0 14 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3
Old : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,157: 955 0 63 27,585 28,652 28,603 28,715: 554 442
Old : 29,157: 955 0 63 27,585 28,652 28,603 28,715: 554 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,497: -140 0 0 -3,199 -3,653 -3,339 -3,653: -158 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.2 94.6 98.3 98.1 98.5: 1.9 1.5
Old : 100.0: 3.3 0.0 0.2 94.6 98.3 98.1 98.5: 1.9 1.5
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 : 38: 2 0 1 30 32 32 33:
Old : 38: 2 0 1 30 32 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 : 48.0 51.3 66.1 72.1 42.9 42.0 51.9 52.7
Old : 48.0 51.3 66.1 72.1 42.9 42.0 51.9 52.7
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 5,257: 13 905 45 4,901 3,851 4,959 4,801: 298 456
Old : 5,257: 13 905 45 4,901 3,851 4,959 4,801: 298 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,260: -109 -105 4 -1,188 -1,213 -1,293 -1,314: 33 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 17.2 0.9 93.2 73.3 94.3 91.3: 5.7 8.7
Old : 100.0: 0.2 17.2 0.9 93.2 73.3 94.3 91.3: 5.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 1 20 18 21 22:
Old : 27: 1 3 1 20 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 48.0 67.0 69.9 43.8 42.8 60.8 60.8
Old : 47.3 48.0 67.0 69.9 43.8 42.8 60.8 60.8
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,877: 730 47 60 7,635 8,295 8,425 8,402: 452 475
Old : 8,877: 730 47 60 7,635 8,295 8,425 8,402: 452 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -906: -65 47 60 -863 -1,094 -868 -987: -38 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.5 0.7 86.0 93.4 94.9 94.6: 5.1 5.4
Old : 100.0: 8.2 0.5 0.7 86.0 93.4 94.9 94.6: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 1 16 17 19 18:
Old : 28: 2 1 1 16 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 : 56.2 51.5 78.1 76.0 56.2 48.9 70.5 70.1
Old : 56.2 51.5 78.1 76.0 56.2 48.9 70.5 70.1
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,477,695: 347,860 133,082 477,557 574,621 793,007 1,400,038 1,403,646: 77,657 74,049
Old : 1,477,695: 347,860 133,082 477,557 574,621 793,007 1,400,038 1,403,646: 77,657 74,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 4,350: 10,908 -5,792 -3,226 -10,188 8,505 -2,506 -513: 6,856 4,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.0 32.3 38.9 53.7 94.7 95.0: 5.3 5.0
Old : 100.0: 23.5 9.0 32.3 38.9 53.7 94.7 95.0: 5.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 116 78 143 84 96 278 261:
Old : 318: 116 78 143 84 96 278 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 15.5 28.2 25.7 14.1 11.0 19.8 18.3
Old : 18.4 15.5 28.2 25.7 14.1 11.0 19.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 166,769: 55,496 14,109 3,521 60,012 99,469 119,029 117,099: 47,740 49,670
Old : 166,769: 55,496 14,109 3,521 60,012 99,469 119,029 117,099: 47,740 49,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -10,293: -4,789 -949 -30 -7,597 -10,302 -12,416 -11,281: 2,123 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.5 2.1 36.0 59.6 71.4 70.2: 28.6 29.8
Old : 100.0: 33.3 8.5 2.1 36.0 59.6 71.4 70.2: 28.6 29.8
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 : 26: 4 5 4 13 16 20 22:
Old : 26: 4 5 4 13 16 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.2 59.5 51.4 41.2 35.9 54.9 49.4
Old : 41.5 36.2 59.5 51.4 41.2 35.9 54.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 69,534: 7,862 2,553 6,252 52,187 53,225 66,301 62,030: 3,233 7,504
Old : 69,534: 7,862 2,553 6,252 52,187 53,225 66,301 62,030: 3,233 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,044: 907 0 371 -193 841 1,085 1,212: 959 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.7 9.0 75.1 76.5 95.4 89.2: 4.6 10.8
Old : 100.0: 11.3 3.7 9.0 75.1 76.5 95.4 89.2: 4.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 3 7 15 14 25 21:
Old : 25: 5 3 7 15 14 25 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 : 38.5 47.1 65.3 69.3 21.3 18.2 27.6 22.3
Old : 38.5 47.1 65.3 69.3 21.3 18.2 27.6 22.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,842: 3,398 2,073 8,870 36,573 37,907 48,841 48,850: 2,001 1,992
Old : 50,842: 3,398 2,073 8,870 36,573 37,907 48,841 48,850: 2,001 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,657: 363 -450 -2,464 -421 257 -2,522 -2,657: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.1 17.4 71.9 74.6 96.1 96.1: 3.9 3.9
Old : 100.0: 6.7 4.1 17.4 71.9 74.6 96.1 96.1: 3.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 4 14 13 19 18:
Old : 20: 2 3 4 14 13 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 : 43.3 45.5 68.2 72.8 19.7 20.0 23.5 23.8
Old : 43.3 45.5 68.2 72.8 19.7 20.0 23.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,432: 5,107 7,419 9,243 13,086 9,730 27,436 26,392: 1,996 3,040
Old : 29,432: 5,107 7,419 9,243 13,086 9,730 27,436 26,392: 1,996 3,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 577: 928 86 513 75 -413 1,516 186: -939 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 25.2 31.4 44.5 33.1 93.2 89.7: 6.8 10.3
Old : 100.0: 17.4 25.2 31.4 44.5 33.1 93.2 89.7: 6.8 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 : 28: 5 7 12 13 12 25 25:
Old : 28: 5 7 12 13 12 25 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 : 49.9 42.4 67.3 62.8 23.1 24.5 33.9 31.5
Old : 49.9 42.4 67.3 62.8 23.1 24.5 33.9 31.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,462: 20,074 2,920 616 4,359 23,010 25,049 26,546: 2,413 916
Old : 27,462: 20,074 2,920 616 4,359 23,010 25,049 26,546: 2,413 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,070: -2,617 -229 319 1,467 -1,265 -831 -1,175: -239 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 10.6 2.2 15.9 83.8 91.2 96.7: 8.8 3.3
Old : 100.0: 73.1 10.6 2.2 15.9 83.8 91.2 96.7: 8.8 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 : 165: 84 25 13 22 35 116 69:
Old : 165: 84 25 13 22 35 116 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 39.3 42.0 56.3 29.9 38.0 41.6 53.3
Old : 29.9 39.3 42.0 56.3 29.9 38.0 41.6 53.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,313: 45,267 7,394 99 10,515 52,144 55,881 59,637: 6,432 2,676
Old : 62,313: 45,267 7,394 99 10,515 52,144 55,881 59,637: 6,432 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,720: 1,788 -29 -346 1,658 2,665 3,100 2,290: -380 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 11.9 0.2 16.9 83.7 89.7 95.7: 10.3 4.3
Old : 100.0: 72.6 11.9 0.2 16.9 83.7 89.7 95.7: 10.3 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 : 178: 93 36 9 27 30 122 73:
Old : 178: 93 36 9 27 30 122 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 45.3 34.7 60.8 24.3 44.9 34.7 60.3
Old : 24.3 45.3 34.7 60.8 24.3 44.9 34.7 60.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 298,760: 107,395 29,757 40,402 124,706 216,887 272,503 287,046: 26,257 11,714
Old : 298,760: 107,395 29,757 40,402 124,706 216,887 272,503 287,046: 26,257 11,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 17,061: 7,903 577 1,746 6,497 13,280 16,146 15,603: 915 1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 10.0 13.5 41.7 72.6 91.2 96.1: 8.8 3.9
Old : 100.0: 35.9 10.0 13.5 41.7 72.6 91.2 96.1: 8.8 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 : 211: 85 22 48 71 84 179 141:
Old : 211: 85 22 48 71 84 179 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 19.6 25.6 33.8 11.7 14.9 18.5 23.6
Old : 15.6 19.6 25.6 33.8 11.7 14.9 18.5 23.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,232: 537 465 135 7,530 7,612 8,202 8,212: 30 20
Old : 8,232: 537 465 135 7,530 7,612 8,202 8,212: 30 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -313: -148 0 0 -165 -333 -313 -333: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.6 1.6 91.5 92.5 99.6 99.8: 0.4 0.2
Old : 100.0: 6.5 5.6 1.6 91.5 92.5 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 : 21: 4 1 1 9 13 14 14:
Old : 21: 4 1 1 9 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 76.4 91.8 93.1 64.1 69.4 73.8 76.1
Old : 74.9 76.4 91.8 93.1 64.1 69.4 73.8 76.1
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,560: 439 1,267 137 5,984 4,802 6,560 6,206: 0 354
Old : 6,560: 439 1,267 137 5,984 4,802 6,560 6,206: 0 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,997: 289 -2,278 -299 -3,987 -1,577 -3,997 -4,154: 0 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.3 2.1 91.2 73.2 100.0 94.6: 0.0 5.4
Old : 100.0: 6.7 19.3 2.1 91.2 73.2 100.0 94.6: 0.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 2 29 22 32 26:
Old : 39: 3 2 2 29 22 32 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 : 33.5 54.1 54.0 72.3 29.5 50.3 46.0 61.4
Old : 33.5 54.1 54.0 72.3 29.5 50.3 46.0 61.4
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 38,172: 937 950 100 36,486 37,092 37,523 38,142: 649 30
Old : 38,172: 937 950 100 36,486 37,092 37,523 38,142: 649 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -7,617: -1,775 100 100 -6,073 -7,807 -7,748 -7,607: 131 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.5 0.3 95.6 97.2 98.3 99.9: 1.7 0.1
Old : 100.0: 2.5 2.5 0.3 95.6 97.2 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 1 33 29 38 33:
Old : 52: 5 3 1 33 29 38 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 : 59.5 48.0 70.4 73.2 53.0 42.8 61.9 67.3
Old : 59.5 48.0 70.4 73.2 53.0 42.8 61.9 67.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,573: 900 0 0 6,563 7,573 7,463 7,573: 110 0
Old : 7,573: 900 0 0 6,563 7,573 7,463 7,573: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,636: 250 -50 -300 -1,540 -1,286 -1,590 -1,636: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 0.0 86.7 100.0 98.5 100.0: 1.5 0.0
Old : 100.0: 11.9 0.0 0.0 86.7 100.0 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 : 21: 2 0 0 14 8 16 8:
Old : 21: 2 0 0 14 8 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 93.4 80.0 100.0 55.9 84.4 71.1 85.5
Old : 64.2 93.4 80.0 100.0 55.9 84.4 71.1 85.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,125: 503 400 0 15,379 15,725 15,882 16,125: 243 0
Old : 16,125: 503 400 0 15,379 15,725 15,882 16,125: 243 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,206: -86 0 0 -1,140 -1,206 -1,226 -1,206: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.5 0.0 95.4 97.5 98.5 100.0: 1.5 0.0
Old : 100.0: 3.1 2.5 0.0 95.4 97.5 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 : 29: 2 2 0 21 20 23 22:
Old : 29: 2 2 0 21 20 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 : 53.3 56.3 72.0 77.6 26.0 22.4 36.4 33.7
Old : 53.3 56.3 72.0 77.6 26.0 22.4 36.4 33.7
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,119: 1,350 7,829 25 12,694 6,215 14,069 14,069: 50 50
Old : 14,119: 1,350 7,829 25 12,694 6,215 14,069 14,069: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,760: 50 -600 -75 -1,735 -1,085 -1,760 -1,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 55.5 0.2 89.9 44.0 99.6 99.6: 0.4 0.4
Old : 100.0: 9.6 55.5 0.2 89.9 44.0 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 5 1 27 15 32 21:
Old : 41: 4 5 1 27 15 32 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 71.7 66.6 88.0 50.4 68.7 63.1 80.7
Old : 53.7 71.7 66.6 88.0 50.4 68.7 63.1 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,590: 2,619 4,911 10,983 41,867 39,591 55,469 55,485: 121 105
Old : 55,590: 2,619 4,911 10,983 41,867 39,591 55,469 55,485: 121 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -9,239: -1,364 672 -1,083 -6,795 -8,811 -9,242 -9,222: 3 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.8 19.8 75.3 71.2 99.8 99.8: 0.2 0.2
Old : 100.0: 4.7 8.8 19.8 75.3 71.2 99.8 99.8: 0.2 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 : 62: 7 8 6 39 39 48 51:
Old : 62: 7 8 6 39 39 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 46.2 61.8 64.1 19.7 22.0 27.3 29.6
Old : 39.5 46.2 61.8 64.1 19.7 22.0 27.3 29.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,346: 807 648 668 11,739 11,673 13,214 12,989: 132 357
Old : 13,346: 807 648 668 11,739 11,673 13,214 12,989: 132 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,065: 575 -4,427 -592 -6,048 -947 -6,065 -5,966: 0 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.9 5.0 88.0 87.5 99.0 97.3: 1.0 2.7
Old : 100.0: 6.0 4.9 5.0 88.0 87.5 99.0 97.3: 1.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 2 24 25 27 29:
Old : 33: 2 3 2 24 25 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 52.5 76.2 70.8 46.4 43.8 53.0 51.5
Old : 57.0 52.5 76.2 70.8 46.4 43.8 53.0 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,126: 1,953 0 447 17,712 19,292 20,112 19,739: 3,014 3,387
Old : 23,126: 1,953 0 447 17,712 19,292 20,112 19,739: 3,014 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -4,300: -1,789 -1,966 -338 -4,500 -1,525 -6,627 -3,829: 2,327 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 1.9 76.6 83.4 87.0 85.4: 13.0 14.6
Old : 100.0: 8.4 0.0 1.9 76.6 83.4 87.0 85.4: 13.0 14.6
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 : 25: 2 0 1 17 23 19 24:
Old : 25: 2 0 1 17 23 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 35.9 70.3 56.4 45.6 33.6 56.5 49.3
Old : 53.9 35.9 70.3 56.4 45.6 33.6 56.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013