GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 40,248: 2,106 768 970 36,878 38,500 39,954 40,238: 294 10
Old : 40,248: 2,106 768 970 36,878 38,500 39,954 40,238: 294 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -523: 226 -120 0 -749 -403 -523 -523: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.9 2.4 91.6 95.7 99.3 100.0: 0.7 0.0
Old : 100.0: 5.2 1.9 2.4 91.6 95.7 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 2 2 1 38 47 40 50:
Old : 56: 2 2 1 38 47 40 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.7 67.4 56.8 30.1 17.1 37.4 27.1
Old : 47.9 34.7 67.4 56.8 30.1 17.1 37.4 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 17,801: 0 0 0 17,580 17,600 17,580 17,600: 221 201
Old : 17,801: 0 0 0 17,580 17,600 17,580 17,600: 221 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,508: 0 0 0 3,508 3,481 3,508 3,481: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 98.9 98.8 98.9: 1.2 1.1
Old : 100.0: 0.0 0.0 0.0 98.8 98.9 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 21 25 21 25:
Old : 29: 0 0 0 21 25 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 45.5 87.0 71.9 36.7 29.9 41.3 37.9
Old : 63.3 45.5 87.0 71.9 36.7 29.9 41.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 13,387: 87 574 614 11,306 10,873 12,007 12,061: 1,380 1,326
Old : 13,387: 87 574 614 11,306 10,873 12,007 12,061: 1,380 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 294: 36 60 16 244 257 296 333: -2 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.3 4.6 84.5 81.2 89.7 90.1: 10.3 9.9
Old : 100.0: 0.6 4.3 4.6 84.5 81.2 89.7 90.1: 10.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 5 37 39 42 45:
Old : 45: 2 2 5 37 39 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 35.2 51.3 49.6 13.7 12.8 18.8 19.7
Old : 32.7 35.2 51.3 49.6 13.7 12.8 18.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 6,914: 602 159 227 5,341 5,845 6,170 6,231: 744 683
Old : 6,914: 602 159 227 5,341 5,845 6,170 6,231: 744 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 367: 32 -5 -7 189 235 214 223: 153 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.3 3.3 77.2 84.5 89.2 90.1: 10.8 9.9
Old : 100.0: 8.7 2.3 3.3 77.2 84.5 89.2 90.1: 10.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 3 4 44 44 49 50:
Old : 57: 4 3 4 44 44 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 28.0 41.6 42.4 22.0 24.7 30.3 34.0
Old : 27.4 28.0 41.6 42.4 22.0 24.7 30.3 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 6,492: 90 589 582 5,188 5,024 5,860 6,195: 632 297
Old : 6,492: 90 589 582 5,188 5,024 5,860 6,195: 632 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 178: 30 20 60 73 98 163 178: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.1 9.0 79.9 77.4 90.3 95.4: 9.7 4.6
Old : 100.0: 1.4 9.1 9.0 79.9 77.4 90.3 95.4: 9.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.5 36.5 57.6 61.6 8.5 17.2 14.7 24.0
Old : 37.5 36.5 57.6 61.6 8.5 17.2 14.7 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 3,230: 95 25 0 2,890 2,569 2,985 2,594: 245 636
Old : 3,230: 95 25 0 2,890 2,569 2,985 2,594: 245 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 181: 10 10 -10 141 101 141 101: 40 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 0.0 89.5 79.5 92.4 80.3: 7.6 19.7
Old : 100.0: 2.9 0.8 0.0 89.5 79.5 92.4 80.3: 7.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 24 24 25 25:
Old : 30: 1 1 0 24 24 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 : 44.8 36.5 65.5 56.0 33.7 23.3 45.9 33.8
Old : 44.8 36.5 65.5 56.0 33.7 23.3 45.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 3,223: 119 22 127 2,548 2,713 2,794 2,862: 429 361
Old : 3,223: 119 22 127 2,548 2,713 2,794 2,862: 429 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 350: 5 -5 -12 318 343 311 326: 39 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.7 3.9 79.1 84.2 86.7 88.8: 13.3 11.2
Old : 100.0: 3.7 0.7 3.9 79.1 84.2 86.7 88.8: 13.3 11.2
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: 2 2 4 24 25 28 29:
Old : 35: 2 2 4 24 25 28 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 : 45.0 31.1 59.6 52.3 45.0 29.4 55.4 47.6
Old : 45.0 31.1 59.6 52.3 45.0 29.4 55.4 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 9,711: 0 0 0 9,591 9,681 9,591 9,681: 120 30
Old : 9,711: 0 0 0 9,591 9,681 9,591 9,681: 120 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,844: 0 0 0 1,844 1,834 1,844 1,834: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.7 98.8 99.7: 1.2 0.3
Old : 100.0: 0.0 0.0 0.0 98.8 99.7 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 18 24 18:
Old : 31: 0 0 0 24 18 24 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 : 51.7 66.3 73.3 84.4 44.3 50.3 53.4 62.0
Old : 51.7 66.3 73.3 84.4 44.3 50.3 53.4 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 32,596: 84 3,541 332 32,114 28,723 32,530 32,596: 66 0
Old : 32,596: 84 3,541 332 32,114 28,723 32,530 32,596: 66 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 904: 84 225 0 754 679 838 904: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.9 1.0 98.5 88.1 99.8 100.0: 0.2 0.0
Old : 100.0: 0.3 10.9 1.0 98.5 88.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 28 23 30 24:
Old : 35: 1 1 1 28 23 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 67.0 68.1 84.3 36.7 47.9 47.6 57.8
Old : 45.2 67.0 68.1 84.3 36.7 47.9 47.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 316,917: 58,128 28,352 56,608 159,796 205,392 274,532 290,351: 42,385 26,565
Old : 316,917: 58,128 28,352 56,608 159,796 205,392 274,532 290,351: 42,385 26,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 11,487: 831 4,721 1,029 9,453 3,422 11,313 9,171: 174 2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.9 17.9 50.4 64.8 86.6 91.6: 13.4 8.4
Old : 100.0: 18.3 8.9 17.9 50.4 64.8 86.6 91.6: 13.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 39 28 41 71 77 135 128:
Old : 158: 39 28 41 71 77 135 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.4 23.0 30.2 8.6 11.0 15.3 17.3
Old : 12.8 16.4 23.0 30.2 8.6 11.0 15.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,215,622: 247,348 400,431 445,795 457,405 317,072 1,150,548 1,163,298: 65,074 52,323
Old : 1,215,622: 247,348 400,431 445,795 457,405 317,072 1,150,548 1,163,298: 65,074 52,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 5,054: -9,600 -12,531 24,421 -7,150 -10,040 7,670 1,850: -2,616 3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 32.9 36.7 37.6 26.1 94.6 95.7: 5.4 4.3
Old : 100.0: 20.3 32.9 36.7 37.6 26.1 94.6 95.7: 5.4 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 : 319: 117 105 150 78 72 277 260:
Old : 319: 117 105 150 78 72 277 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 22.6 27.6 35.0 11.0 14.5 19.1 21.6
Old : 16.2 22.6 27.6 35.0 11.0 14.5 19.1 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,386,954: 75,553 26,622 457,642 849,479 900,034 1,382,674 1,384,299: 4,280 2,655
Old : 1,386,954: 75,553 26,622 457,642 849,479 900,034 1,382,674 1,384,299: 4,280 2,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 24,020: -7,906 -2,141 25,541 6,770 1,004 24,406 24,404: -385 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.9 33.0 61.2 64.9 99.7 99.8: 0.3 0.2
Old : 100.0: 5.4 1.9 33.0 61.2 64.9 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 45 32 60 67 62 135 131:
Old : 145: 45 32 60 67 62 135 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.8 56.9 59.0 3.7 4.1 5.7 6.1
Old : 35.4 37.8 56.9 59.0 3.7 4.1 5.7 6.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 148,727: 47,902 44,509 30,263 67,136 70,336 145,301 145,108: 3,426 3,618
Old : 148,727: 47,902 44,509 30,263 67,136 70,336 145,301 145,108: 3,426 3,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 12,497: 1,209 -3,530 3,738 7,297 11,952 12,244 12,160: 253 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 29.9 20.3 45.1 47.3 97.7 97.6: 2.3 2.4
Old : 100.0: 32.2 29.9 20.3 45.1 47.3 97.7 97.6: 2.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 8 14 21 22 41 37:
Old : 44: 13 8 14 21 22 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 45.9 58.5 71.4 28.4 30.0 37.6 38.7
Old : 38.1 45.9 58.5 71.4 28.4 30.0 37.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 52,089: 26,497 17,197 18,122 7,052 16,102 51,671 51,421: 418 667
Old : 52,089: 26,497 17,197 18,122 7,052 16,102 51,671 51,421: 418 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -693: -1,141 -2,299 514 -39 1,085 -666 -700: -27 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 33.0 34.8 13.5 30.9 99.2 98.7: 0.8 1.3
Old : 100.0: 50.9 33.0 34.8 13.5 30.9 99.2 98.7: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 13 12 13 17 26 36:
Old : 38: 7 13 12 13 17 26 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 : 74.4 48.7 88.0 67.2 48.6 28.6 52.1 38.5
Old : 74.4 48.7 88.0 67.2 48.6 28.6 52.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,331,829: 533,374 36,792 642,275 1,115,423 1,629,241 2,291,072 2,308,308: 40,757 23,521
Old : 2,331,829: 533,374 36,792 642,275 1,115,423 1,629,241 2,291,072 2,308,308: 40,757 23,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 20,139: 4,896 -266 -7,136 24,524 27,424 22,284 20,022: -2,145 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.6 27.5 47.8 69.9 98.3 99.0: 1.7 1.0
Old : 100.0: 22.9 1.6 27.5 47.8 69.9 98.3 99.0: 1.7 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 : 140: 34 14 42 81 75 130 120:
Old : 140: 34 14 42 81 75 130 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 26.5 37.3 44.3 12.5 18.8 21.2 27.9
Old : 23.1 26.5 37.3 44.3 12.5 18.8 21.2 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 886,412: 51,626 157,919 202,005 623,060 519,915 876,691 879,839: 9,721 6,573
Old : 886,412: 51,626 157,919 202,005 623,060 519,915 876,691 879,839: 9,721 6,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 12,040: 2,156 -3,900 12,982 -3,792 2,855 11,346 11,937: 694 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.8 22.8 70.3 58.7 98.9 99.3: 1.1 0.7
Old : 100.0: 5.8 17.8 22.8 70.3 58.7 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 24 27 35 35 69 67:
Old : 77: 15 24 27 35 35 69 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 33.6 59.2 58.4 17.9 18.6 24.7 25.6
Old : 37.8 33.6 59.2 58.4 17.9 18.6 24.7 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 30,474: 9,285 9,850 8,162 12,749 12,025 30,196 30,037: 278 437
Old : 30,474: 9,285 9,850 8,162 12,749 12,025 30,196 30,037: 278 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 440: -181 44 833 -260 -320 392 557: 48 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 32.3 26.8 41.8 39.5 99.1 98.6: 0.9 1.4
Old : 100.0: 30.5 32.3 26.8 41.8 39.5 99.1 98.6: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 13 23 12 13 35 38:
Old : 39: 12 13 23 12 13 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 43.4 64.1 64.2 45.1 30.8 54.5 45.8
Old : 48.1 43.4 64.1 64.2 45.1 30.8 54.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 11,990: 6,060 3,720 2,555 2,705 5,065 11,320 11,340: 670 650
Old : 11,990: 6,060 3,720 2,555 2,705 5,065 11,320 11,340: 670 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 325: 245 270 125 -70 -50 300 345: 25 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 31.0 21.3 22.6 42.2 94.4 94.6: 5.6 5.4
Old : 100.0: 50.5 31.0 21.3 22.6 42.2 94.4 94.6: 5.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 11 12 7 10 20 26:
Old : 27: 6 11 12 7 10 20 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 : 71.0 39.9 85.1 61.0 58.1 36.6 65.6 50.3
Old : 71.0 39.9 85.1 61.0 58.1 36.6 65.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 22,658: 1,525 776 1,390 19,575 20,255 22,490 22,421: 169 237
Old : 22,658: 1,525 776 1,390 19,575 20,255 22,490 22,421: 169 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 2,429: -1 130 140 2,373 2,186 2,512 2,456: -84 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.4 6.1 86.4 89.4 99.3 99.0: 0.7 1.0
Old : 100.0: 6.7 3.4 6.1 86.4 89.4 99.3 99.0: 0.7 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 : 54: 7 7 7 33 34 44 44:
Old : 54: 7 7 7 33 34 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 35.0 64.7 56.8 24.1 26.5 35.8 35.0
Old : 44.0 35.0 64.7 56.8 24.1 26.5 35.8 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,469: 0 0 0 1,656 1,795 1,656 1,795: 813 674
Old : 2,469: 0 0 0 1,656 1,795 1,656 1,795: 813 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -455: -60 0 -33 -480 -538 -573 -571: 118 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 67.1 72.7 67.1 72.7: 32.9 27.3
Old : 100.0: 0.0 0.0 0.0 67.1 72.7 67.1 72.7: 32.9 27.3
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 : 20: 0 0 0 15 19 15 19:
Old : 20: 0 0 0 15 19 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 : 36.4 39.8 52.6 56.2 19.7 33.3 30.6 39.4
Old : 36.4 39.8 52.6 56.2 19.7 33.3 30.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,047: 105 321 116 1,366 1,241 1,587 1,678: 460 369
Old : 2,047: 105 321 116 1,366 1,241 1,587 1,678: 460 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 265: 75 120 10 161 121 246 251: 19 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.7 5.7 66.7 60.6 77.5 82.0: 22.5 18.0
Old : 100.0: 5.1 15.7 5.7 66.7 60.6 77.5 82.0: 22.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 19 19 22 23:
Old : 27: 2 2 3 19 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 39.1 53.2 55.6 34.8 33.9 44.6 47.4
Old : 38.4 39.1 53.2 55.6 34.8 33.9 44.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 109,432: 3,431 2,008 9,023 94,715 96,823 107,169 107,855: 2,263 1,578
Old : 109,432: 3,431 2,008 9,023 94,715 96,823 107,169 107,855: 2,263 1,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -1,855: -367 -32 -365 -1,056 -1,705 -1,788 -2,102: -67 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.8 8.2 86.6 88.5 97.9 98.6: 2.1 1.4
Old : 100.0: 3.1 1.8 8.2 86.6 88.5 97.9 98.6: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 1 5 27 29 33 34:
Old : 37: 5 1 5 27 29 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 50.5 69.5 70.9 28.3 29.7 34.7 36.2
Old : 45.6 50.5 69.5 70.9 28.3 29.7 34.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 18,264: 2,622 158 1,320 13,300 15,992 17,242 17,470: 1,022 794
Old : 18,264: 2,622 158 1,320 13,300 15,992 17,242 17,470: 1,022 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -373: -363 -50 0 -10 -333 -373 -383: -0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.9 7.2 72.8 87.6 94.4 95.7: 5.6 4.3
Old : 100.0: 14.4 0.9 7.2 72.8 87.6 94.4 95.7: 5.6 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 : 22: 2 1 3 18 14 21 17:
Old : 22: 2 1 3 18 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 60.4 67.1 80.3 34.2 42.5 47.8 49.3
Old : 43.3 60.4 67.1 80.3 34.2 42.5 47.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 11,755: 1,758 480 774 8,722 9,669 11,254 10,923: 501 832
Old : 11,755: 1,758 480 774 8,722 9,669 11,254 10,923: 501 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 122: 0 0 0 120 120 120 120: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.1 6.6 74.2 82.3 95.7 92.9: 4.3 7.1
Old : 100.0: 15.0 4.1 6.6 74.2 82.3 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 17 18 20:
Old : 25: 2 1 2 16 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 39.4 67.4 64.0 35.8 37.0 55.0 55.6
Old : 42.7 39.4 67.4 64.0 35.8 37.0 55.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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: January 8, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 62.4 34.1 36.2 49.8 52.0
Old : 38.8 40.9 58.6 62.4 34.1 36.2 49.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 51,617: 210 0 0 51,407 51,597 51,617 51,597: 0 20
Old : 51,617: 210 0 0 51,407 51,597 51,617 51,597: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 234: 128 0 0 106 214 234 214: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 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 16 21 16:
Old : 30: 1 0 0 20 16 21 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 : 67.7 77.7 86.7 93.4 67.3 71.9 84.4 87.6
Old : 67.7 77.7 86.7 93.4 67.3 71.9 84.4 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 823,629: 0 0 0 823,629 823,629 823,629 823,629: 0 0
Old : 823,629: 0 0 0 823,629 823,629 823,629 823,629: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 20,263: 0 0 0 20,263 20,263 20,263 20,263: 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 18 17 18 17:
Old : 26: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 80.4 82.4 92.4 55.6 73.6 80.0 85.5
Old : 58.0 80.4 82.4 92.4 55.6 73.6 80.0 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 61,601: 1,020 0 0 60,326 61,494 61,346 61,494: 255 107
Old : 61,601: 1,020 0 0 60,326 61,494 61,346 61,494: 255 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 151: 0 0 0 151 151 151 151: 0 0
: : :
: : 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 : 76.6 46.2 89.7 75.4 75.8 46.2 86.8 73.1
Old : 76.6 46.2 89.7 75.4 75.8 46.2 86.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 793,108: 0 0 0 793,108 793,108 793,108 793,108: 0 0
Old : 793,108: 0 0 0 793,108 793,108 793,108 793,108: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 5,534: 0 0 0 5,534 5,534 5,534 5,534: 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 : 72.2 50.8 85.8 73.1 71.2 50.8 79.9 67.5
Old : 72.2 50.8 85.8 73.1 71.2 50.8 79.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 53,562: 7,550 1,226 215 45,542 52,121 53,307 53,562: 255 0
Old : 53,562: 7,550 1,226 215 45,542 52,121 53,307 53,562: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,275: 1,275 0 0 0 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.3 0.4 85.0 97.3 99.5 100.0: 0.5 0.0
Old : 100.0: 14.1 2.3 0.4 85.0 97.3 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 : 43.1 52.5 65.1 73.1 40.7 46.9 61.5 66.4
Old : 43.1 52.5 65.1 73.1 40.7 46.9 61.5 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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: January 8, 2013 :
: 0: 0 0 0 0 0 0 0: 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 with Delta-adjusted Options and Futures Combined, January 15, 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: January 8, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 34,375: 0 6,375 0 34,375 28,000 34,375 34,375: 0 0
Old : 34,375: 0 6,375 0 34,375 28,000 34,375 34,375: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,275: 0 1,275 0 1,275 0 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 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 : 22: 0 1 0 14 15 14 16:
Old : 22: 0 1 0 14 15 14 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 : 67.6 69.1 87.1 86.5 56.8 51.7 69.3 69.1
Old : 67.6 69.1 87.1 86.5 56.8 51.7 69.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 22,349 20,040 22,349 22,626: 277 0
Old : 22,626: 0 2,586 0 22,349 20,040 22,349 22,626: 277 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 0: 0 0 0 766 0 766 0: -766 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 0.0 98.8 88.6 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 11.4 0.0 98.8 88.6 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 0 17 11 17 14:
Old : 26: 0 3 0 17 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 80.5 70.1 93.1 46.3 72.7 67.0 85.3
Old : 47.5 80.5 70.1 93.1 46.3 72.7 67.0 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 with Delta-adjusted Options and Futures Combined, January 15, 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: January 8, 2013 :
: 0: 0 0 0 0 0 0 0: 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 862,714: 0 103,560 23,320 839,394 735,834 862,714 862,714: 0 0
Old : 862,714: 0 103,560 23,320 839,394 735,834 862,714 862,714: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 19,432: 0 11,760 0 19,432 7,672 19,432 19,432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 2.7 97.3 85.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 12.0 2.7 97.3 85.3 100.0 100.0: 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 : 57.3 69.1 87.2 83.2 40.8 46.3 59.5 57.7
Old : 57.3 69.1 87.2 83.2 40.8 46.3 59.5 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 470,840: 90,059 34,634 27,726 353,055 408,480 470,840 470,840: 0 0
Old : 470,840: 90,059 34,634 27,726 353,055 408,480 470,840 470,840: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 12,691: 11,760 0 0 931 12,691 12,691 12,691: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.4 5.9 75.0 86.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.1 7.4 5.9 75.0 86.8 100.0 100.0: 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: 2 1 1 14 16 17 17:
Old : 24: 2 1 1 14 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 51.0 80.9 77.4 45.6 44.1 60.8 62.2
Old : 57.2 51.0 80.9 77.4 45.6 44.1 60.8 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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: January 8, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 4,482: 95 49 43 4,344 4,389 4,482 4,482: 0 -0
Old : 4,482: 95 49 43 4,344 4,389 4,482 4,482: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 95: -10 6 2 104 87 95 95: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 1.0 96.9 97.9 100.0 100.0: 0.0 -0.0
Old : 100.0: 2.1 1.1 1.0 96.9 97.9 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 17 19 19 21:
Old : 22: 1 1 2 17 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 53.7 85.1 77.7 48.6 47.8 58.7 59.0
Old : 61.4 53.7 85.1 77.7 48.6 47.8 58.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 30,124: 680 0 63 28,782 29,649 29,525 29,712: 599 412
Old : 30,124: 680 0 63 28,782 29,649 29,525 29,712: 599 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 967: -275 0 0 1,197 997 922 997: 45 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.2 95.5 98.4 98.0 98.6: 2.0 1.4
Old : 100.0: 2.3 0.0 0.2 95.5 98.4 98.0 98.6: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 1 33 34 35 35:
Old : 40: 2 0 1 33 34 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 49.4 65.1 71.1 41.6 41.3 49.7 52.3
Old : 46.5 49.4 65.1 71.1 41.6 41.3 49.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,370: 13 1,055 45 6,949 5,814 7,007 6,914: 363 456
Old : 7,370: 13 1,055 45 6,949 5,814 7,007 6,914: 363 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 2,113: 0 150 0 2,048 1,963 2,048 2,113: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 14.3 0.6 94.3 78.9 95.1 93.8: 4.9 6.2
Old : 100.0: 0.2 14.3 0.6 94.3 78.9 95.1 93.8: 4.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 4 1 20 18 21 23:
Old : 28: 1 4 1 20 18 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 : 55.4 52.3 74.0 72.9 45.9 41.5 59.4 55.3
Old : 55.4 52.3 74.0 72.9 45.9 41.5 59.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 9,075: 630 62 60 7,923 8,478 8,613 8,600: 462 475
Old : 9,075: 630 62 60 7,923 8,478 8,613 8,600: 462 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 198: -100 15 0 288 183 188 198: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.7 0.7 87.3 93.4 94.9 94.8: 5.1 5.2
Old : 100.0: 6.9 0.7 0.7 87.3 93.4 94.9 94.8: 5.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 15 17 17 18:
Old : 27: 1 1 1 15 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 49.7 79.7 74.9 58.3 47.7 72.3 69.1
Old : 58.3 49.7 79.7 74.9 58.3 47.7 72.3 69.1
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,209,399: 367,223 97,100 804,509 945,107 1,222,758 2,116,840 2,124,367: 92,559 85,032
Old : 2,209,399: 367,223 97,100 804,509 945,107 1,222,758 2,116,840 2,124,367: 92,559 85,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 38,378: 7,605 -2,321 26,823 -1,905 17,447 32,523 41,949: 5,855 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.4 36.4 42.8 55.3 95.8 96.2: 4.2 3.8
Old : 100.0: 16.6 4.4 36.4 42.8 55.3 95.8 96.2: 4.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 160 98 213 96 103 350 341:
Old : 387: 160 98 213 96 103 350 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 14.3 24.2 25.3 9.2 8.5 13.2 13.8
Old : 14.8 14.3 24.2 25.3 9.2 8.5 13.2 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 97,813: 2,561 14,787 22,981 70,199 56,743 95,741 94,511: 2,072 3,301
Old : 97,813: 2,561 14,787 22,981 70,199 56,743 95,741 94,511: 2,072 3,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 9,279: 740 381 3,966 4,499 5,033 9,206 9,381: 73 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 15.1 23.5 71.8 58.0 97.9 96.6: 2.1 3.4
Old : 100.0: 2.6 15.1 23.5 71.8 58.0 97.9 96.6: 2.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 7 7 18 19 26 28:
Old : 31: 3 7 7 18 19 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 46.6 70.3 73.0 27.4 29.8 35.2 34.6
Old : 42.3 46.6 70.3 73.0 27.4 29.8 35.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 169,789: 58,211 14,372 3,612 59,799 101,446 121,622 119,430: 48,167 50,359
Old : 169,789: 58,211 14,372 3,612 59,799 101,446 121,622 119,430: 48,167 50,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,020: 2,715 263 91 -213 1,977 2,593 2,331: 427 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.5 2.1 35.2 59.7 71.6 70.3: 28.4 29.7
Old : 100.0: 34.3 8.5 2.1 35.2 59.7 71.6 70.3: 28.4 29.7
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: 5 4 4 13 16 20 22:
Old : 26: 5 4 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 : 42.0 35.9 59.5 51.4 41.6 35.6 55.5 49.3
Old : 42.0 35.9 59.5 51.4 41.6 35.6 55.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 35,652: 8,425 1,339 5,171 19,775 26,802 33,372 33,313: 2,279 2,338
Old : 35,652: 8,425 1,339 5,171 19,775 26,802 33,372 33,313: 2,279 2,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 280: 50 -30 293 -149 -264 194 -1: 86 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.8 14.5 55.5 75.2 93.6 93.4: 6.4 6.6
Old : 100.0: 23.6 3.8 14.5 55.5 75.2 93.6 93.4: 6.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 2 8 15 15 27 24:
Old : 30: 11 2 8 15 15 27 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 : 48.0 54.4 66.4 76.3 22.7 22.1 28.0 30.3
Old : 48.0 54.4 66.4 76.3 22.7 22.1 28.0 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 287,844: 18,380 3,672 49,760 211,842 226,177 279,982 279,609: 7,862 8,235
Old : 287,844: 18,380 3,672 49,760 211,842 226,177 279,982 279,609: 7,862 8,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,561: 162 45 1,102 -11 -315 1,253 832: 307 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.3 17.3 73.6 78.6 97.3 97.1: 2.7 2.9
Old : 100.0: 6.4 1.3 17.3 73.6 78.6 97.3 97.1: 2.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 3 12 28 28 40 40:
Old : 40: 9 3 12 28 28 40 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 : 35.9 29.2 56.9 48.4 14.4 10.6 18.7 17.2
Old : 35.9 29.2 56.9 48.4 14.4 10.6 18.7 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 71,791: 8,355 4,042 7,818 52,310 52,429 68,483 64,289: 3,308 7,502
Old : 71,791: 8,355 4,042 7,818 52,310 52,429 68,483 64,289: 3,308 7,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 2,257: 493 1,489 1,566 123 -796 2,182 2,259: 75 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.6 10.9 72.9 73.0 95.4 89.6: 4.6 10.4
Old : 100.0: 11.6 5.6 10.9 72.9 73.0 95.4 89.6: 4.6 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 : 26: 5 4 7 15 14 25 22:
Old : 26: 5 4 7 15 14 25 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 : 37.9 43.9 64.4 65.4 21.1 19.3 29.4 23.7
Old : 37.9 43.9 64.4 65.4 21.1 19.3 29.4 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 52,527: 4,033 2,073 8,670 37,658 39,239 50,361 49,982: 2,166 2,545
Old : 52,527: 4,033 2,073 8,670 37,658 39,239 50,361 49,982: 2,166 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,685: 635 0 -200 1,085 1,332 1,520 1,132: 165 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.9 16.5 71.7 74.7 95.9 95.2: 4.1 4.8
Old : 100.0: 7.7 3.9 16.5 71.7 74.7 95.9 95.2: 4.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 4 14 13 20 18:
Old : 21: 3 3 4 14 13 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 41.7 64.8 68.4 19.7 19.8 23.8 23.6
Old : 40.1 41.7 64.8 68.4 19.7 19.8 23.8 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 36,140: 6,523 8,367 11,563 15,061 12,870 33,147 32,800: 2,993 3,340
Old : 36,140: 6,523 8,367 11,563 15,061 12,870 33,147 32,800: 2,993 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,196: 927 594 712 -1,026 -149 613 1,158: 584 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.2 32.0 41.7 35.6 91.7 90.8: 8.3 9.2
Old : 100.0: 18.0 23.2 32.0 41.7 35.6 91.7 90.8: 8.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 7 12 13 14 26 28:
Old : 29: 7 7 12 13 14 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 41.9 60.4 59.9 21.0 23.0 28.5 28.5
Old : 42.9 41.9 60.4 59.9 21.0 23.0 28.5 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 5,425: 1,552 828 11 3,300 3,958 4,863 4,798: 562 627
Old : 5,425: 1,552 828 11 3,300 3,958 4,863 4,798: 562 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 820: 57 168 -2 782 546 838 712: -18 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 15.3 0.2 60.8 73.0 89.6 88.4: 10.4 11.6
Old : 100.0: 28.6 15.3 0.2 60.8 73.0 89.6 88.4: 10.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 1 13 13 20 18:
Old : 24: 6 5 1 13 13 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 53.7 72.0 74.9 33.7 32.9 42.8 40.7
Old : 45.6 53.7 72.0 74.9 33.7 32.9 42.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 77,134: 4,994 279 2,136 59,876 65,775 67,006 68,190: 10,128 8,945
Old : 77,134: 4,994 279 2,136 59,876 65,775 67,006 68,190: 10,128 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -32: 1,083 20 -50 -808 96 225 66: -257 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.4 2.8 77.6 85.3 86.9 88.4: 13.1 11.6
Old : 100.0: 6.5 0.4 2.8 77.6 85.3 86.9 88.4: 13.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 5 16 18 21 23:
Old : 23: 4 1 5 16 18 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 : 38.1 41.4 60.9 62.8 12.3 17.8 19.4 22.3
Old : 38.1 41.4 60.9 62.8 12.3 17.8 19.4 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 34,682: 22,135 3,474 1,924 7,799 28,449 31,858 33,848: 2,824 834
Old : 34,682: 22,135 3,474 1,924 7,799 28,449 31,858 33,848: 2,824 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,879: 1,890 463 265 1,313 3,393 3,469 4,121: 410 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 10.0 5.5 22.5 82.0 91.9 97.6: 8.1 2.4
Old : 100.0: 63.8 10.0 5.5 22.5 82.0 91.9 97.6: 8.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 92 28 18 34 40 138 81:
Old : 179: 92 28 18 34 40 138 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 32.6 35.6 49.2 22.8 29.3 33.6 43.0
Old : 23.1 32.6 35.6 49.2 22.8 29.3 33.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 73,418: 47,452 3,273 2,037 16,829 65,776 66,319 71,087: 7,099 2,331
Old : 73,418: 47,452 3,273 2,037 16,829 65,776 66,319 71,087: 7,099 2,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 6,854: 1,963 -3,778 588 3,748 10,389 6,299 7,198: 555 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 4.5 2.8 22.9 89.6 90.3 96.8: 9.7 3.2
Old : 100.0: 64.6 4.5 2.8 22.9 89.6 90.3 96.8: 9.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 113 18 18 32 36 149 69:
Old : 182: 113 18 18 32 36 149 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 : 18.5 43.5 28.3 58.1 17.0 40.7 25.4 55.0
Old : 18.5 43.5 28.3 58.1 17.0 40.7 25.4 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 330,232: 106,103 28,000 42,571 152,523 245,726 301,196 316,297: 29,036 13,935
Old : 330,232: 106,103 28,000 42,571 152,523 245,726 301,196 316,297: 29,036 13,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 23,662: -1,016 -1,119 -3,020 25,700 26,278 21,664 22,139: 1,998 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.5 12.9 46.2 74.4 91.2 95.8: 8.8 4.2
Old : 100.0: 32.1 8.5 12.9 46.2 74.4 91.2 95.8: 8.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 83 19 46 79 90 180 145:
Old : 210: 83 19 46 79 90 180 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 19.8 24.2 32.3 10.8 13.6 17.5 21.5
Old : 13.8 19.8 24.2 32.3 10.8 13.6 17.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 10,350: 200 0 0 9,321 9,707 9,521 9,707: 829 643
Old : 10,350: 200 0 0 9,321 9,707 9,521 9,707: 829 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 922: 200 0 -200 1,250 1,613 1,250 1,413: -328 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 90.1 93.8 92.0 93.8: 8.0 6.2
Old : 100.0: 1.9 0.0 0.0 90.1 93.8 92.0 93.8: 8.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 16 17 16:
Old : 22: 1 0 0 16 16 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 : 52.8 46.3 73.1 70.5 32.9 23.4 44.2 40.1
Old : 52.8 46.3 73.1 70.5 32.9 23.4 44.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 8,559: 542 465 135 7,852 7,934 8,529 8,534: 30 25
Old : 8,559: 542 465 135 7,852 7,934 8,529 8,534: 30 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -4: 5 0 0 -9 -9 -4 -9: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.4 1.6 91.7 92.7 99.6 99.7: 0.4 0.3
Old : 100.0: 6.3 5.4 1.6 91.7 92.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 1 10 13 15 14:
Old : 21: 4 1 1 10 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 74.5 90.4 93.4 59.7 66.8 68.7 73.9
Old : 72.0 74.5 90.4 93.4 59.7 66.8 68.7 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,023: 439 1,547 137 6,447 4,985 7,023 6,669: 0 354
Old : 7,023: 439 1,547 137 6,447 4,985 7,023 6,669: 0 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 463: 0 280 0 463 183 463 463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.0 2.0 91.8 71.0 100.0 95.0: 0.0 5.0
Old : 100.0: 6.3 22.0 2.0 91.8 71.0 100.0 95.0: 0.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 36.4 54.5 57.9 71.5 30.7 51.6 48.9 61.4
Old : 36.4 54.5 57.9 71.5 30.7 51.6 48.9 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 42,664: 937 1,500 100 40,848 40,934 41,885 42,534: 779 130
Old : 42,664: 937 1,500 100 40,848 40,934 41,885 42,534: 779 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 4,492: 0 550 0 4,362 3,842 4,362 4,392: 130 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 0.2 95.7 95.9 98.2 99.7: 1.8 0.3
Old : 100.0: 2.2 3.5 0.2 95.7 95.9 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 1 34 34 39 38:
Old : 52: 5 3 1 34 34 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 42.3 72.2 67.3 52.8 38.3 60.0 60.5
Old : 59.7 42.3 72.2 67.3 52.8 38.3 60.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 8,522: 825 0 0 7,587 8,522 8,412 8,522: 110 0
Old : 8,522: 825 0 0 7,587 8,522 8,412 8,522: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 949: -75 0 0 1,024 949 949 949: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 89.0 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 9.7 0.0 0.0 89.0 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 15 9 17 9:
Old : 22: 2 0 0 15 9 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 93.5 80.5 98.8 55.6 84.1 71.7 86.5
Old : 62.0 93.5 80.5 98.8 55.6 84.1 71.7 86.5
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 17,227: 503 400 0 16,406 16,752 16,909 17,152: 318 75
Old : 17,227: 503 400 0 16,406 16,752 16,909 17,152: 318 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,102: 0 0 0 1,027 1,027 1,027 1,027: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.3 0.0 95.2 97.2 98.2 99.6: 1.8 0.4
Old : 100.0: 2.9 2.3 0.0 95.2 97.2 98.2 99.6: 1.8 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 : 33: 2 2 0 21 24 23 26:
Old : 33: 2 2 0 21 24 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 50.3 71.2 74.1 22.9 19.7 31.7 27.1
Old : 52.1 50.3 71.2 74.1 22.9 19.7 31.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 15,144: 1,400 8,329 25 13,669 6,740 15,094 15,094: 50 50
Old : 15,144: 1,400 8,329 25 13,669 6,740 15,094 15,094: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,025: 50 500 0 975 525 1,025 1,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 55.0 0.2 90.3 44.5 99.7 99.7: 0.3 0.3
Old : 100.0: 9.2 55.0 0.2 90.3 44.5 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 5 1 28 16 33 22:
Old : 42: 5 5 1 28 16 33 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 : 53.0 73.2 66.8 87.9 48.9 71.7 62.8 83.2
Old : 53.0 73.2 66.8 87.9 48.9 71.7 62.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,459: 1,918 2,428 0 5,541 5,031 7,459 7,459: 0 0
Old : 7,459: 1,918 2,428 0 5,541 5,031 7,459 7,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -15: -80 500 0 95 -515 15 -15: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 32.6 0.0 74.3 67.4 100.0 100.0: 0.0 0.0
Old : 100.0: 25.7 32.6 0.0 74.3 67.4 100.0 100.0: 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: 3 1 0 9 13 12 14:
Old : 20: 3 1 0 9 13 12 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 : 82.5 84.5 96.5 94.5 75.9 77.4 82.9 82.2
Old : 82.5 84.5 96.5 94.5 75.9 77.4 82.9 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 56,663: 3,230 4,455 11,239 42,073 40,864 56,542 56,558: 121 105
Old : 56,663: 3,230 4,455 11,239 42,073 40,864 56,542 56,558: 121 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,073: 611 -456 256 206 1,273 1,073 1,073: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.9 19.8 74.3 72.1 99.8 99.8: 0.2 0.2
Old : 100.0: 5.7 7.9 19.8 74.3 72.1 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 : 64: 9 7 7 41 41 52 53:
Old : 64: 9 7 7 41 41 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 45.4 61.3 62.5 19.6 21.6 26.8 28.7
Old : 39.2 45.4 61.3 62.5 19.6 21.6 26.8 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 6,540: 396 150 0 5,691 5,913 6,087 6,063: 453 477
Old : 6,540: 396 150 0 5,691 5,913 6,087 6,063: 453 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 740: -125 150 -50 678 622 503 722: 237 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.3 0.0 87.0 90.4 93.1 92.7: 6.9 7.3
Old : 100.0: 6.1 2.3 0.0 87.0 90.4 93.1 92.7: 6.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 13 13 14:
Old : 20: 1 1 0 12 13 13 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 : 63.3 63.9 84.3 82.5 41.8 47.2 51.4 54.9
Old : 63.3 63.9 84.3 82.5 41.8 47.2 51.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 14,277: 857 1,325 626 12,662 11,996 14,145 13,947: 132 330
Old : 14,277: 857 1,325 626 12,662 11,996 14,145 13,947: 132 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 931: 50 677 -42 923 323 931 958: 0 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.3 4.4 88.7 84.0 99.1 97.7: 0.9 2.3
Old : 100.0: 6.0 9.3 4.4 88.7 84.0 99.1 97.7: 0.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 6 2 25 26 28 33:
Old : 38: 2 6 2 25 26 28 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 : 56.0 46.8 75.1 65.7 44.7 37.2 50.7 47.2
Old : 56.0 46.8 75.1 65.7 44.7 37.2 50.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 25,066: 1,467 0 472 20,841 21,659 22,780 22,131: 2,286 2,935
Old : 25,066: 1,467 0 472 20,841 21,659 22,780 22,131: 2,286 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,940: -486 0 25 3,129 2,367 2,668 2,392: -728 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.9 83.1 86.4 90.9 88.3: 9.1 11.7
Old : 100.0: 5.9 0.0 1.9 83.1 86.4 90.9 88.3: 9.1 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 : 27: 1 0 1 19 25 20 26:
Old : 27: 1 0 1 19 25 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 39.2 69.5 57.6 44.8 35.2 55.6 48.0
Old : 52.7 39.2 69.5 57.6 44.8 35.2 55.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013