GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 37,950: 2,683 517 306 34,658 37,087 37,647 37,910: 303 40
Old : 37,950: 2,683 517 306 34,658 37,087 37,647 37,910: 303 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -6,894: 580 -305 -544 -6,939 -6,064 -6,903 -6,913: 9 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.4 0.8 91.3 97.7 99.2 99.9: 0.8 0.1
Old : 100.0: 7.1 1.4 0.8 91.3 97.7 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 2 1 31 44 33 47:
Old : 53: 2 2 1 31 44 33 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 33.2 71.9 52.8 44.1 21.2 52.2 32.7
Old : 53.6 33.2 71.9 52.8 44.1 21.2 52.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 20,333: 0 0 0 20,167 20,158 20,167 20,158: 166 175
Old : 20,333: 0 0 0 20,167 20,158 20,167 20,158: 166 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,931: 0 0 0 -2,876 -2,889 -2,876 -2,889: -55 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.1 99.2 99.1: 0.8 0.9
Old : 100.0: 0.0 0.0 0.0 99.2 99.1 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 22 21 22:
Old : 27: 0 0 0 21 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 46.4 85.8 73.4 25.9 16.1 27.7 23.2
Old : 62.2 46.4 85.8 73.4 25.9 16.1 27.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 12,180: 274 460 578 10,163 9,969 11,015 11,007: 1,165 1,173
Old : 12,180: 274 460 578 10,163 9,969 11,015 11,007: 1,165 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,966: 7 -289 -66 -1,745 -1,525 -1,804 -1,880: -162 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.8 4.7 83.4 81.8 90.4 90.4: 9.6 9.6
Old : 100.0: 2.2 3.8 4.7 83.4 81.8 90.4 90.4: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 5 35 36 40 42:
Old : 42: 3 2 5 35 36 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 33.7 54.2 49.6 15.9 12.4 22.3 19.4
Old : 34.4 33.7 54.2 49.6 15.9 12.4 22.3 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 6,771: 531 113 269 5,426 5,925 6,226 6,307: 545 464
Old : 6,771: 531 113 269 5,426 5,925 6,226 6,307: 545 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,326: -80 -51 -71 -1,044 -1,069 -1,195 -1,191: -131 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.7 4.0 80.1 87.5 92.0 93.1: 8.0 6.9
Old : 100.0: 7.8 1.7 4.0 80.1 87.5 92.0 93.1: 8.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 2 4 42 46 48 52:
Old : 58: 5 2 4 42 46 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 24.9 42.4 40.1 19.7 23.5 33.4 31.5
Old : 24.8 24.9 42.4 40.1 19.7 23.5 33.4 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 5,163: 100 594 543 3,962 3,821 4,605 4,958: 558 205
Old : 5,163: 100 594 543 3,962 3,821 4,605 4,958: 558 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,514: -20 -25 -9 -1,378 -1,445 -1,407 -1,479: -107 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.5 10.5 76.7 74.0 89.2 96.0: 10.8 4.0
Old : 100.0: 1.9 11.5 10.5 76.7 74.0 89.2 96.0: 10.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 1 23 23 25 26:
Old : 29: 1 3 1 23 23 25 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 : 35.0 44.4 56.1 64.5 21.0 29.7 29.4 36.8
Old : 35.0 44.4 56.1 64.5 21.0 29.7 29.4 36.8
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, February 5, 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 : 2,606: 65 50 0 1,968 1,943 2,033 1,993: 573 613
Old : 2,606: 65 50 0 1,968 1,943 2,033 1,993: 573 613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -854: -55 -40 0 -1,027 -913 -1,082 -953: 228 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 0.0 75.5 74.6 78.0 76.5: 22.0 23.5
Old : 100.0: 2.5 1.9 0.0 75.5 74.6 78.0 76.5: 22.0 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 20 21 21:
Old : 26: 1 1 0 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 32.4 60.8 50.1 27.7 20.9 39.6 33.1
Old : 39.0 32.4 60.8 50.1 27.7 20.9 39.6 33.1
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, February 5, 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 : 3,643: 361 0 54 2,818 3,157 3,233 3,211: 410 432
Old : 3,643: 361 0 54 2,818 3,157 3,233 3,211: 410 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -590: 125 -7 -129 -577 -387 -581 -523: -9 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 1.5 77.4 86.7 88.7 88.1: 11.3 11.9
Old : 100.0: 9.9 0.0 1.5 77.4 86.7 88.7 88.1: 11.3 11.9
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 : 30: 3 0 2 21 24 24 26:
Old : 30: 3 0 2 21 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 41.8 69.3 59.6 54.4 40.2 57.0 50.4
Old : 57.8 41.8 69.3 59.6 54.4 40.2 57.0 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 10,277: 0 0 0 10,121 10,247 10,121 10,247: 156 30
Old : 10,277: 0 0 0 10,121 10,247 10,121 10,247: 156 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,572: 0 0 0 -1,608 -1,572 -1,608 -1,572: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3
Old : 100.0: 0.0 0.0 0.0 98.5 99.7 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 22 18 22 18:
Old : 30: 0 0 0 22 18 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 67.4 79.3 88.1 45.4 46.1 53.7 58.3
Old : 60.4 67.4 79.3 88.1 45.4 46.1 53.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,574: 0 348 232 6,967 6,810 7,199 7,390: 375 184
Old : 7,574: 0 348 232 6,967 6,810 7,199 7,390: 375 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -147: 0 -52 -8 -62 -67 -70 -127: -77 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 3.1 92.0 89.9 95.0 97.6: 5.0 2.4
Old : 100.0: 0.0 4.6 3.1 92.0 89.9 95.0 97.6: 5.0 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 : 23: 0 3 2 15 16 17 19:
Old : 23: 0 3 2 15 16 17 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 : 62.7 53.4 80.0 77.6 57.1 50.1 67.1 64.8
Old : 62.7 53.4 80.0 77.6 57.1 50.1 67.1 64.8
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, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,246: 84 3,878 0 29,096 25,368 29,180 29,246: 66 0
Old : 29,246: 84 3,878 0 29,096 25,368 29,180 29,246: 66 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -3,475: 0 577 -332 -3,143 -3,720 -3,475 -3,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.3 0.0 99.5 86.7 99.8 100.0: 0.2 0.0
Old : 100.0: 0.3 13.3 0.0 99.5 86.7 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 : 33: 1 1 0 28 19 29 20:
Old : 33: 1 1 0 28 19 29 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 : 42.5 71.0 63.7 86.3 37.2 61.5 49.5 66.9
Old : 42.5 71.0 63.7 86.3 37.2 61.5 49.5 66.9
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, February 5, 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 : 333,223: 71,944 39,988 66,492 144,529 200,787 282,966 307,267: 50,258 25,956
Old : 333,223: 71,944 39,988 66,492 144,529 200,787 282,966 307,267: 50,258 25,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 8,927: 8,419 6,437 5,360 -11,388 -4,282 2,391 7,515: 6,535 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.0 20.0 43.4 60.3 84.9 92.2: 15.1 7.8
Old : 100.0: 21.6 12.0 20.0 43.4 60.3 84.9 92.2: 15.1 7.8
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 : 170: 52 27 43 71 81 146 132:
Old : 170: 52 27 43 71 81 146 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 16.0 22.8 29.2 9.3 11.4 15.7 19.0
Old : 13.5 16.0 22.8 29.2 9.3 11.4 15.7 19.0
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, February 5, 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 : 1,235,844: 252,968 393,148 462,333 452,093 330,620 1,167,395 1,186,101: 68,449 49,743
Old : 1,235,844: 252,968 393,148 462,333 452,093 330,620 1,167,395 1,186,101: 68,449 49,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 57,293: -2,722 -7,976 40,905 17,835 20,761 56,018 53,690: 1,276 3,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 31.8 37.4 36.6 26.8 94.5 96.0: 5.5 4.0
Old : 100.0: 20.5 31.8 37.4 36.6 26.8 94.5 96.0: 5.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 115 104 160 67 64 271 251:
Old : 301: 115 104 160 67 64 271 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 23.6 27.7 35.4 10.9 14.9 18.4 21.3
Old : 16.8 23.6 27.7 35.4 10.9 14.9 18.4 21.3
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, February 5, 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 : 1,358,659: 84,378 26,296 431,566 838,368 897,997 1,354,312 1,355,859: 4,346 2,800
Old : 1,358,659: 84,378 26,296 431,566 838,368 897,997 1,354,312 1,355,859: 4,346 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 23,961: -1,627 -4,105 17,063 8,699 11,115 24,136 24,074: -175 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.9 31.8 61.7 66.1 99.7 99.8: 0.3 0.2
Old : 100.0: 6.2 1.9 31.8 61.7 66.1 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 : 135: 41 29 58 65 58 129 122:
Old : 135: 41 29 58 65 58 129 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 37.1 56.6 59.2 3.7 4.3 6.1 6.3
Old : 34.6 37.1 56.6 59.2 3.7 4.3 6.1 6.3
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, February 5, 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 : 161,750: 55,954 57,590 24,757 76,480 74,538 157,191 156,885: 4,559 4,865
Old : 161,750: 55,954 57,590 24,757 76,480 74,538 157,191 156,885: 4,559 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -4,855: -782 5,210 -4,560 1,402 -5,048 -3,940 -4,398: -915 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 35.6 15.3 47.3 46.1 97.2 97.0: 2.8 3.0
Old : 100.0: 34.6 35.6 15.3 47.3 46.1 97.2 97.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 8 17 21 22 42 39:
Old : 43: 12 8 17 21 22 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 44.0 54.5 68.8 27.3 33.5 38.7 40.6
Old : 35.0 44.0 54.5 68.8 27.3 33.5 38.7 40.6
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, February 5, 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 : 65,862: 24,973 18,114 26,825 13,459 19,992 65,256 64,931: 606 931
Old : 65,862: 24,973 18,114 26,825 13,459 19,992 65,256 64,931: 606 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 8,178: -2,113 -470 4,985 5,263 3,619 8,135 8,135: 43 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 27.5 40.7 20.4 30.4 99.1 98.6: 0.9 1.4
Old : 100.0: 37.9 27.5 40.7 20.4 30.4 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 : 38: 7 13 13 14 18 28 37:
Old : 38: 7 13 13 14 18 28 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 : 71.4 48.6 84.3 69.6 36.2 22.5 39.1 29.4
Old : 71.4 48.6 84.3 69.6 36.2 22.5 39.1 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 2,363,059: 610,824 41,578 624,118 1,081,405 1,674,855 2,316,347 2,340,551: 46,712 22,508
Old : 2,363,059: 610,824 41,578 624,118 1,081,405 1,674,855 2,316,347 2,340,551: 46,712 22,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -46,799: 23,757 3,761 -6,363 -68,246 -41,482 -50,852 -44,084: 4,053 -2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 1.8 26.4 45.8 70.9 98.0 99.0: 2.0 1.0
Old : 100.0: 25.8 1.8 26.4 45.8 70.9 98.0 99.0: 2.0 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: 36 13 43 79 74 130 120:
Old : 140: 36 13 43 79 74 130 120:
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 : 25.3 25.8 39.1 44.2 15.5 19.7 23.9 28.7
Old : 25.3 25.8 39.1 44.2 15.5 19.7 23.9 28.7
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, February 5, 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 : 905,617: 47,123 182,832 203,004 650,831 514,569 900,958 900,405: 4,659 5,212
Old : 905,617: 47,123 182,832 203,004 650,831 514,569 900,958 900,405: 4,659 5,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 12,379: -1,181 5,050 1,459 12,125 5,986 12,403 12,495: -24 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 20.2 22.4 71.9 56.8 99.5 99.4: 0.5 0.6
Old : 100.0: 5.2 20.2 22.4 71.9 56.8 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 12 25 26 37 36 68 68:
Old : 77: 12 25 26 37 36 68 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.0 58.0 56.8 16.1 16.9 22.9 24.4
Old : 38.6 33.0 58.0 56.8 16.1 16.9 22.9 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,405: 1,662 350 498 4,915 6,060 7,075 6,908: 330 497
Old : 7,405: 1,662 350 498 4,915 6,060 7,075 6,908: 330 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.7 6.7 66.4 81.8 95.5 93.3: 4.5 6.7
Old : 100.0: 22.4 4.7 6.7 66.4 81.8 95.5 93.3: 4.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 4 12 12 18 16:
Old : 22: 5 1 4 12 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 46.7 75.2 76.4 34.4 41.0 51.0 53.6
Old : 49.2 46.7 75.2 76.4 34.4 41.0 51.0 53.6
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, February 5, 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 : 31,859: 8,673 5,714 9,902 12,779 16,038 31,354 31,654: 505 205
Old : 31,859: 8,673 5,714 9,902 12,779 16,038 31,354 31,654: 505 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,545: 521 -1,285 -140 1,149 3,460 1,530 2,035: 15 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.9 31.1 40.1 50.3 98.4 99.4: 1.6 0.6
Old : 100.0: 27.2 17.9 31.1 40.1 50.3 98.4 99.4: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 15 24 15 13 39 40:
Old : 42: 12 15 24 15 13 39 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 : 49.2 37.1 64.4 58.4 44.9 26.8 50.4 40.8
Old : 49.2 37.1 64.4 58.4 44.9 26.8 50.4 40.8
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, February 5, 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 : 13,270: 6,160 4,895 2,105 4,425 6,015 12,690 13,015: 580 255
Old : 13,270: 6,160 4,895 2,105 4,425 6,015 12,690 13,015: 580 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 715: 220 1,130 -95 625 355 750 1,390: -35 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 36.9 15.9 33.3 45.3 95.6 98.1: 4.4 1.9
Old : 100.0: 46.4 36.9 15.9 33.3 45.3 95.6 98.1: 4.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 15 15 10 11 26 29:
Old : 31: 4 15 15 10 11 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 45.1 80.4 63.8 63.6 37.5 69.2 51.7
Old : 67.0 45.1 80.4 63.8 63.6 37.5 69.2 51.7
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, February 5, 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 : 24,855: 1,472 529 1,412 21,715 22,692 24,599 24,632: 257 223
Old : 24,855: 1,472 529 1,412 21,715 22,692 24,599 24,632: 257 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -807: -50 -111 45 -897 -770 -901 -836: 94 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 5.7 87.4 91.3 99.0 99.1: 1.0 0.9
Old : 100.0: 5.9 2.1 5.7 87.4 91.3 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 6 7 33 36 44 45:
Old : 55: 7 6 7 33 36 44 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 : 42.6 37.7 63.6 58.9 23.9 22.0 32.7 29.5
Old : 42.6 37.7 63.6 58.9 23.9 22.0 32.7 29.5
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, February 5, 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 : 2,509: 0 102 13 1,859 1,977 1,872 2,092: 637 417
Old : 2,509: 0 102 13 1,859 1,977 1,872 2,092: 637 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -392: 0 12 13 -322 -276 -309 -251: -83 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.5 74.1 78.8 74.6 83.4: 25.4 16.6
Old : 100.0: 0.0 4.1 0.5 74.1 78.8 74.6 83.4: 25.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 20 18 21 20:
Old : 23: 0 2 1 20 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 40.6 51.5 57.1 16.9 28.1 25.9 35.8
Old : 33.1 40.6 51.5 57.1 16.9 28.1 25.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,825: 87 213 35 1,300 1,364 1,422 1,612: 403 213
Old : 1,825: 87 213 35 1,300 1,364 1,422 1,612: 403 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -672: -15 -227 -96 -551 -254 -662 -577: -10 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.7 1.9 71.2 74.7 77.9 88.3: 22.1 11.7
Old : 100.0: 4.8 11.7 1.9 71.2 74.7 77.9 88.3: 22.1 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 : 30: 2 3 2 23 20 26 24:
Old : 30: 2 3 2 23 20 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 32.8 40.4 55.2 19.6 23.5 31.0 35.6
Old : 25.4 32.8 40.4 55.2 19.6 23.5 31.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 104,111: 3,441 1,846 8,090 88,560 91,237 100,091 101,172: 4,020 2,939
Old : 104,111: 3,441 1,846 8,090 88,560 91,237 100,091 101,172: 4,020 2,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -9,894: -568 -166 -1,475 -9,231 -9,545 -11,274 -11,186: 1,380 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 7.8 85.1 87.6 96.1 97.2: 3.9 2.8
Old : 100.0: 3.3 1.8 7.8 85.1 87.6 96.1 97.2: 3.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 1 5 28 29 35 34:
Old : 38: 6 1 5 28 29 35 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 : 44.8 50.5 69.6 71.8 28.0 30.4 34.8 37.5
Old : 44.8 50.5 69.6 71.8 28.0 30.4 34.8 37.5
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, February 5, 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 : 17,148: 2,493 142 1,220 12,257 15,074 15,970 16,436: 1,178 712
Old : 17,148: 2,493 142 1,220 12,257 15,074 15,970 16,436: 1,178 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,386: -306 -36 -80 -1,136 -1,188 -1,522 -1,304: 136 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.8 7.1 71.5 87.9 93.1 95.8: 6.9 4.2
Old : 100.0: 14.5 0.8 7.1 71.5 87.9 93.1 95.8: 6.9 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 : 21: 2 1 3 17 13 20 16:
Old : 21: 2 1 3 17 13 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 61.2 67.2 80.7 34.8 44.1 48.1 51.1
Old : 43.2 61.2 67.2 80.7 34.8 44.1 48.1 51.1
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, February 5, 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 : 11,660: 1,156 440 998 8,680 9,547 10,834 10,985: 826 675
Old : 11,660: 1,156 440 998 8,680 9,547 10,834 10,985: 826 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -354: -574 -40 296 -166 -458 -444 -202: 90 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.8 8.6 74.4 81.9 92.9 94.2: 7.1 5.8
Old : 100.0: 9.9 3.8 8.6 74.4 81.9 92.9 94.2: 7.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.6 38.6 65.1 62.3 29.4 35.5 48.1 54.2
Old : 41.6 38.6 65.1 62.3 29.4 35.5 48.1 54.2
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, February 5, 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 : 16,915: 402 540 790 14,218 14,571 15,410 15,901: 1,505 1,014
Old : 16,915: 402 540 790 14,218 14,571 15,410 15,901: 1,505 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -963: -54 -100 0 -743 -821 -797 -921: -166 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.2 4.7 84.1 86.1 91.1 94.0: 8.9 6.0
Old : 100.0: 2.4 3.2 4.7 84.1 86.1 91.1 94.0: 8.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 25 24 28 26:
Old : 31: 2 1 2 25 24 28 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 : 36.7 39.2 56.8 60.3 31.8 34.6 47.1 47.5
Old : 36.7 39.2 56.8 60.3 31.8 34.6 47.1 47.5
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, February 5, 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 : 48,046: 210 0 0 47,836 48,026 48,046 48,026: 0 20
Old : 48,046: 210 0 0 47,836 48,026 48,046 48,026: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -4,290: 0 0 0 -4,290 -4,290 -4,290 -4,290: 0 0
: : :
: : 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 17 21 17:
Old : 30: 1 0 0 20 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 77.2 84.7 92.3 65.0 71.1 82.2 85.1
Old : 65.4 77.2 84.7 92.3 65.0 71.1 82.2 85.1
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, February 5, 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 : 800,486: 0 0 0 800,486 800,486 800,486 800,486: 0 0
Old : 800,486: 0 0 0 800,486 800,486 800,486 800,486: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -44,327: 0 0 0 -44,327 -44,327 -44,327 -44,327: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 20 17 20 17:
Old : 27: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 79.2 78.8 93.3 51.9 72.6 76.3 84.9
Old : 54.4 79.2 78.8 93.3 51.9 72.6 76.3 84.9
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, February 5, 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 : 60,467: 954 0 0 59,258 60,382 60,212 60,382: 255 85
Old : 60,467: 954 0 0 59,258 60,382 60,212 60,382: 255 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,414: -66 0 0 -2,348 -2,392 -2,414 -2,392: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 98.0 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 1.6 0.0 0.0 98.0 99.9 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 0 17 26 18 26:
Old : 34: 1 0 0 17 26 18 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 : 70.8 44.4 88.6 73.8 67.0 44.1 82.9 72.2
Old : 70.8 44.4 88.6 73.8 67.0 44.1 82.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 813,442: 0 0 0 813,442 813,442 813,442 813,442: 0 0
Old : 813,442: 0 0 0 813,442 813,442 813,442 813,442: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -4,552: 0 0 0 -4,552 -4,552 -4,552 -4,552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 18 20 18 20:
Old : 32: 0 0 0 18 20 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 : 71.1 51.0 85.8 76.3 70.9 49.1 82.0 69.2
Old : 71.1 51.0 85.8 76.3 70.9 49.1 82.0 69.2
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, February 5, 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 : 55,584: 7,000 1,116 215 48,114 54,253 55,329 55,584: 255 0
Old : 55,584: 7,000 1,116 215 48,114 54,253 55,329 55,584: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,962: -550 -110 0 2,512 2,072 1,962 1,962: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.0 0.4 86.6 97.6 99.5 100.0: 0.5 0.0
Old : 100.0: 12.6 2.0 0.4 86.6 97.6 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 23 18 26 20:
Old : 33: 2 2 1 23 18 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 55.2 65.9 78.5 38.1 50.1 62.3 71.3
Old : 41.7 55.2 65.9 78.5 38.1 50.1 62.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 1,216,240: 25,156 156,120 5,781 1,185,303 1,054,339 1,216,240 1,216,240: 0 0
Old : 1,216,240: 25,156 156,120 5,781 1,185,303 1,054,339 1,216,240 1,216,240: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 114,090: -3,920 39,200 0 118,010 74,890 114,090 114,090: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.8 0.5 97.5 86.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 12.8 0.5 97.5 86.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 1 23 21 26 24:
Old : 38: 3 2 1 23 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 44.7 72.6 73.6 51.5 44.2 70.1 71.6
Old : 51.9 44.7 72.6 73.6 51.5 44.2 70.1 71.6
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, February 5, 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 : 32,787: 0 3,390 0 32,554 29,164 32,554 32,554: 233 233
Old : 32,787: 0 3,390 0 32,554 29,164 32,554 32,554: 233 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,508: 0 -110 0 -2,486 -2,376 -2,486 -2,486: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 0.0 99.3 88.9 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 10.3 0.0 99.3 88.9 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 : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 81.7
Old : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,145: 0 6,155 0 33,145 26,990 33,145 33,145: 0 0
Old : 33,145: 0 6,155 0 33,145 26,990 33,145 33,145: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,310: 0 -220 0 -1,310 -1,090 -1,310 -1,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.0 100.0 81.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.6 0.0 100.0 81.4 100.0 100.0: 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 : 22: 0 1 0 14 14 14 15:
Old : 22: 0 1 0 14 14 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 : 68.1 69.7 87.7 88.8 57.4 52.0 71.2 70.9
Old : 68.1 69.7 87.7 88.8 57.4 52.0 71.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 20,352: 3,125 0 3,450 13,777 16,902 20,352 20,352: 0 0
Old : 20,352: 3,125 0 3,450 13,777 16,902 20,352 20,352: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -779: -585 0 145 -339 -924 -779 -779: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.0 17.0 67.7 83.0 100.0 100.0: 0.0 0.0
Old : 100.0: 15.4 0.0 17.0 67.7 83.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 9 13 11 15:
Old : 20: 2 0 2 9 13 11 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 : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1
Old : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 14,965: 60 0 0 13,266 13,179 13,326 13,179: 1,639 1,786
Old : 14,965: 60 0 0 13,266 13,179 13,326 13,179: 1,639 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -594: -66 0 0 -528 -506 -594 -506: 0 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 88.6 88.1 89.0 88.1: 11.0 11.9
Old : 100.0: 0.4 0.0 0.0 88.6 88.1 89.0 88.1: 11.0 11.9
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 : 22: 1 0 0 18 15 19 15:
Old : 22: 1 0 0 18 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0
Old : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0
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, February 5, 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 : 22,059: 0 1,485 0 21,826 20,574 21,826 22,059: 233 0
Old : 22,059: 0 1,485 0 21,826 20,574 21,826 22,059: 233 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 72: 0 -462 0 116 534 116 72: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 98.9 93.3 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 6.7 0.0 98.9 93.3 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 0 17 14 17 17:
Old : 27: 0 3 0 17 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 83.6 71.1 94.5 45.5 76.0 68.9 86.9
Old : 46.8 83.6 71.1 94.5 45.5 76.0 68.9 86.9
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, February 5, 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 : 495,067: 504 9,595 23,480 471,083 461,992 495,067 495,067: 0 0
Old : 495,067: 504 9,595 23,480 471,083 461,992 495,067 495,067: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -36,848: -1,176 -1,960 0 -35,672 -34,888 -36,848 -36,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.9 4.7 95.2 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.9 4.7 95.2 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.5 81.8 85.1 96.7 52.3 63.1 68.9 74.2
Old : 61.5 81.8 85.1 96.7 52.3 63.1 68.9 74.2
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, February 5, 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 : 899,874: 0 99,640 23,320 876,554 776,914 899,874 899,874: 0 0
Old : 899,874: 0 99,640 23,320 876,554 776,914 899,874 899,874: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -30,992: 0 -3,920 0 -30,992 -27,072 -30,992 -30,992: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 2.6 97.4 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.1 2.6 97.4 86.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 15 20 16 21:
Old : 24: 0 1 1 15 20 16 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 : 61.0 65.5 87.8 79.1 42.1 43.7 58.2 54.7
Old : 61.0 65.5 87.8 79.1 42.1 43.7 58.2 54.7
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, February 5, 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 : 542,336: 137,099 109,386 23,414 381,823 409,536 542,336 542,336: 0 0
Old : 542,336: 137,099 109,386 23,414 381,823 409,536 542,336 542,336: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 24,696: 47,040 51,352 -4,312 -18,032 -22,344 24,696 24,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 20.2 4.3 70.4 75.5 100.0 100.0: 0.0 0.0
Old : 100.0: 25.3 20.2 4.3 70.4 75.5 100.0 100.0: 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 : 24: 2 1 1 14 15 17 16:
Old : 24: 2 1 1 14 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 57.3 84.3 81.7 53.2 52.3 68.4 71.3
Old : 61.6 57.3 84.3 81.7 53.2 52.3 68.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 217,247: 0 9,159 0 217,247 208,088 217,247 217,247: 0 0
Old : 217,247: 0 9,159 0 217,247 208,088 217,247 217,247: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -11,760: 0 -392 0 -11,760 -11,368 -11,760 -11,760: 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 : 25: 0 3 0 15 12 15 15:
Old : 25: 0 3 0 15 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 60.1 79.2 87.2 43.9 51.6 71.6 74.5
Old : 46.6 60.1 79.2 87.2 43.9 51.6 71.6 74.5
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, February 5, 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 : 4,527: 92 49 52 4,383 4,426 4,527 4,527: 0 -0
Old : 4,527: 92 49 52 4,383 4,426 4,527 4,527: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -10: -11 8 1 -0 -19 -10 -10: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.1 1.1 96.8 97.8 100.0 100.0: 0.0 -0.0
Old : 100.0: 2.0 1.1 1.1 96.8 97.8 100.0 100.0: 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 : 22: 1 1 2 18 19 20 21:
Old : 22: 1 1 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 51.6 85.0 77.6 46.5 46.0 58.1 58.4
Old : 62.0 51.6 85.0 77.6 46.5 46.0 58.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 27,550: 438 0 0 26,294 27,349 26,732 27,349: 818 201
Old : 27,550: 438 0 0 26,294 27,349 26,732 27,349: 818 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -4,372: -132 0 -63 -4,190 -4,138 -4,385 -4,201: 13 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 95.4 99.3 97.0 99.3: 3.0 0.7
Old : 100.0: 1.6 0.0 0.0 95.4 99.3 97.0 99.3: 3.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 0 0 35 36 36 36:
Old : 42: 1 0 0 35 36 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 47.2 63.7 69.0 41.8 39.5 52.1 53.4
Old : 48.1 47.2 63.7 69.0 41.8 39.5 52.1 53.4
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, February 5, 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 : 7,723: 0 680 0 7,271 6,389 7,271 7,069: 452 654
Old : 7,723: 0 680 0 7,271 6,389 7,271 7,069: 452 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -219: -28 -400 -30 -290 -12 -348 -442: 129 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.0 94.1 82.7 94.1 91.5: 5.9 8.5
Old : 100.0: 0.0 8.8 0.0 94.1 82.7 94.1 91.5: 5.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 0 24 16 24 19:
Old : 28: 0 3 0 24 16 24 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 : 53.0 57.2 69.7 75.2 46.4 49.7 62.2 62.8
Old : 53.0 57.2 69.7 75.2 46.4 49.7 62.2 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 8,264: 598 251 127 7,120 7,454 7,845 7,832: 419 432
Old : 8,264: 598 251 127 7,120 7,454 7,845 7,832: 419 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -967: -45 0 -10 -827 -843 -882 -853: -85 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.0 1.5 86.2 90.2 94.9 94.8: 5.1 5.2
Old : 100.0: 7.2 3.0 1.5 86.2 90.2 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 : 30: 2 3 1 17 17 19 21:
Old : 30: 2 3 1 17 17 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 : 59.1 47.0 78.6 70.5 59.1 46.8 72.7 65.2
Old : 59.1 47.0 78.6 70.5 59.1 46.8 72.7 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 2,355,000: 396,877 88,358 893,932 971,188 1,290,472 2,261,998 2,272,762: 93,003 82,239
Old : 2,355,000: 396,877 88,358 893,932 971,188 1,290,472 2,261,998 2,272,762: 93,003 82,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 61,816: 1,043 1,560 20,004 37,303 44,713 58,350 66,278: 3,466 -4,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.8 38.0 41.2 54.8 96.1 96.5: 3.9 3.5
Old : 100.0: 16.9 3.8 38.0 41.2 54.8 96.1 96.5: 3.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 174 110 231 97 103 382 352:
Old : 414: 174 110 231 97 103 382 352:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 14.9 23.5 25.2 8.7 8.8 12.9 14.3
Old : 14.7 14.9 23.5 25.2 8.7 8.8 12.9 14.3
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, February 5, 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 : 124,341: 144 26,575 34,528 88,665 61,557 123,336 122,659: 1,005 1,681
Old : 124,341: 144 26,575 34,528 88,665 61,557 123,336 122,659: 1,005 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 15,084: -1,998 7,523 5,108 12,220 2,947 15,331 15,578: -247 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 21.4 27.8 71.3 49.5 99.2 98.6: 0.8 1.4
Old : 100.0: 0.1 21.4 27.8 71.3 49.5 99.2 98.6: 0.8 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 : 36: 2 10 8 19 22 29 32:
Old : 36: 2 10 8 19 22 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 41.9 65.6 66.9 24.4 21.9 33.1 30.9
Old : 37.2 41.9 65.6 66.9 24.4 21.9 33.1 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 166,295: 66,706 11,974 6 60,344 103,294 127,056 115,274: 39,239 51,021
Old : 166,295: 66,706 11,974 6 60,344 103,294 127,056 115,274: 39,239 51,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -10,928: 3,488 -2,750 -3,477 -5,078 -5,261 -5,067 -11,488: -5,861 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 7.2 0.0 36.3 62.1 76.4 69.3: 23.6 30.7
Old : 100.0: 40.1 7.2 0.0 36.3 62.1 76.4 69.3: 23.6 30.7
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: 6 3 1 15 17 22 20:
Old : 27: 6 3 1 15 17 22 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 : 43.6 36.1 61.6 53.6 43.3 35.8 57.3 50.7
Old : 43.6 36.1 61.6 53.6 43.3 35.8 57.3 50.7
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, February 5, 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 : 34,992: 8,271 1,768 5,141 19,787 26,560 33,199 33,468: 1,793 1,524
Old : 34,992: 8,271 1,768 5,141 19,787 26,560 33,199 33,468: 1,793 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2: -167 -40 105 41 -192 -22 -127: 20 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.1 14.7 56.5 75.9 94.9 95.6: 5.1 4.4
Old : 100.0: 23.6 5.1 14.7 56.5 75.9 94.9 95.6: 5.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 3 8 15 16 27 26:
Old : 31: 11 3 8 15 16 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 : 48.9 54.3 68.3 77.1 22.6 22.3 27.9 30.9
Old : 48.9 54.3 68.3 77.1 22.6 22.3 27.9 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 278,712: 18,177 6,690 43,824 209,406 220,390 271,407 270,903: 7,305 7,809
Old : 278,712: 18,177 6,690 43,824 209,406 220,390 271,407 270,903: 7,305 7,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -20,517: 1,829 1,043 -9,458 -11,905 -11,786 -19,534 -20,201: -984 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.4 15.7 75.1 79.1 97.4 97.2: 2.6 2.8
Old : 100.0: 6.5 2.4 15.7 75.1 79.1 97.4 97.2: 2.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 57.5 48.7 15.1 10.7 18.9 17.3
Old : 35.9 29.2 57.5 48.7 15.1 10.7 18.9 17.3
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, February 5, 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 : 74,341: 8,043 3,792 11,583 51,415 50,844 71,041 66,219: 3,300 8,122
Old : 74,341: 8,043 3,792 11,583 51,415 50,844 71,041 66,219: 3,300 8,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,536: -361 1,398 1,049 316 -1,414 1,004 1,033: 532 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.1 15.6 69.2 68.4 95.6 89.1: 4.4 10.9
Old : 100.0: 10.8 5.1 15.6 69.2 68.4 95.6 89.1: 4.4 10.9
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 : 25: 4 4 8 14 13 25 21:
Old : 25: 4 4 8 14 13 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.3 65.0 63.3 21.0 13.9 27.4 20.0
Old : 36.8 42.3 65.0 63.3 21.0 13.9 27.4 20.0
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, February 5, 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 : 56,156: 5,528 2,748 9,609 39,130 41,356 54,267 53,713: 1,889 2,443
Old : 56,156: 5,528 2,748 9,609 39,130 41,356 54,267 53,713: 1,889 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 2,287: -192 425 732 2,026 1,080 2,566 2,237: -279 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.9 17.1 69.7 73.6 96.6 95.6: 3.4 4.4
Old : 100.0: 9.8 4.9 17.1 69.7 73.6 96.6 95.6: 3.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 3 15 13 20 19:
Old : 23: 3 3 3 15 13 20 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 : 40.2 44.7 64.8 70.3 18.0 19.5 22.7 23.9
Old : 40.2 44.7 64.8 70.3 18.0 19.5 22.7 23.9
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, February 5, 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 : 43,173: 8,872 11,742 11,829 18,717 15,884 39,418 39,455: 3,754 3,718
Old : 43,173: 8,872 11,742 11,829 18,717 15,884 39,418 39,455: 3,754 3,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -497: 623 698 -590 -685 -990 -652 -882: 155 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.2 27.4 43.4 36.8 91.3 91.4: 8.7 8.6
Old : 100.0: 20.6 27.2 27.4 43.4 36.8 91.3 91.4: 8.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 8 15 13 14 31 30:
Old : 33: 10 8 15 13 14 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 37.3 50.6 58.0 21.1 24.7 30.4 30.8
Old : 29.6 37.3 50.6 58.0 21.1 24.7 30.4 30.8
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, February 5, 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 : 6,210: 1,510 640 120 3,536 4,449 5,165 5,208: 1,045 1,002
Old : 6,210: 1,510 640 120 3,536 4,449 5,165 5,208: 1,045 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 232: -59 -225 -173 144 359 -88 -39: 320 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.3 1.9 56.9 71.6 83.2 83.9: 16.8 16.1
Old : 100.0: 24.3 10.3 1.9 56.9 71.6 83.2 83.9: 16.8 16.1
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: 6 5 2 14 14 21 20:
Old : 25: 6 5 2 14 14 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 48.5 62.9 67.2 26.4 27.0 33.0 34.6
Old : 41.9 48.5 62.9 67.2 26.4 27.0 33.0 34.6
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, February 5, 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 : 76,650: 5,162 164 2,008 59,273 65,969 66,443 68,141: 10,208 8,509
Old : 76,650: 5,162 164 2,008 59,273 65,969 66,443 68,141: 10,208 8,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,563: 137 -36 -195 -2,553 -2,173 -2,611 -2,403: 48 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.2 2.6 77.3 86.1 86.7 88.9: 13.3 11.1
Old : 100.0: 6.7 0.2 2.6 77.3 86.1 86.7 88.9: 13.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 37.9 42.5 61.2 63.4 12.4 19.0 20.0 24.1
Old : 37.9 42.5 61.2 63.4 12.4 19.0 20.0 24.1
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, February 5, 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 : 46,501: 29,730 3,996 2,781 10,540 38,474 43,051 45,251: 3,450 1,250
Old : 46,501: 29,730 3,996 2,781 10,540 38,474 43,051 45,251: 3,450 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 4,462: 1,442 416 554 2,384 3,167 4,380 4,136: 82 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 8.6 6.0 22.7 82.7 92.6 97.3: 7.4 2.7
Old : 100.0: 63.9 8.6 6.0 22.7 82.7 92.6 97.3: 7.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 106 30 18 32 41 150 82:
Old : 192: 106 30 18 32 41 150 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 35.9 34.4 51.2 19.1 31.8 31.3 44.8
Old : 20.5 35.9 34.4 51.2 19.1 31.8 31.3 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 83,909: 56,939 4,913 3,498 14,906 73,511 75,343 81,922: 8,566 1,987
Old : 83,909: 56,939 4,913 3,498 14,906 73,511 75,343 81,922: 8,566 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 7,348: 3,090 1,026 993 2,436 5,170 6,519 7,190: 829 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 5.9 4.2 17.8 87.6 89.8 97.6: 10.2 2.4
Old : 100.0: 67.9 5.9 4.2 17.8 87.6 89.8 97.6: 10.2 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 : 204: 124 26 18 33 40 164 78:
Old : 204: 124 26 18 33 40 164 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 37.2 26.9 53.1 15.0 35.4 25.0 50.1
Old : 16.3 37.2 26.9 53.1 15.0 35.4 25.0 50.1
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, February 5, 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 : 332,352: 121,832 27,789 39,054 141,925 253,651 302,811 320,495: 29,541 11,857
Old : 332,352: 121,832 27,789 39,054 141,925 253,651 302,811 320,495: 29,541 11,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 2,524: 5,368 -3,800 -2,016 70 10,505 3,422 4,689: -898 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.4 11.8 42.7 76.3 91.1 96.4: 8.9 3.6
Old : 100.0: 36.7 8.4 11.8 42.7 76.3 91.1 96.4: 8.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 82 31 45 80 89 192 142:
Old : 221: 82 31 45 80 89 192 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 19.3 23.6 31.8 11.1 16.6 18.1 24.8
Old : 13.6 19.3 23.6 31.8 11.1 16.6 18.1 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 20,870: 10,975 0 402 8,181 18,179 19,558 18,581: 1,312 2,289
Old : 20,870: 10,975 0 402 8,181 18,179 19,558 18,581: 1,312 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,591: -2,190 0 0 64 -2,073 -2,126 -2,073: -465 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 0.0 1.9 39.2 87.1 93.7 89.0: 6.3 11.0
Old : 100.0: 52.6 0.0 1.9 39.2 87.1 93.7 89.0: 6.3 11.0
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 0 2 10 16 13 18:
Old : 20: 3 0 2 10 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 54.9 88.0 73.7 69.2 54.1 74.8 65.1
Old : 74.1 54.9 88.0 73.7 69.2 54.1 74.8 65.1
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, February 5, 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 : 8,223: 442 465 135 7,616 7,598 8,193 8,198: 30 25
Old : 8,223: 442 465 135 7,616 7,598 8,193 8,198: 30 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -349: -120 0 0 -229 -329 -349 -329: -0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.7 1.6 92.6 92.4 99.6 99.7: 0.4 0.3
Old : 100.0: 5.4 5.7 1.6 92.6 92.4 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 : 72.5 75.7 91.6 93.4 61.8 66.9 71.5 74.1
Old : 72.5 75.7 91.6 93.4 61.8 66.9 71.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 7,258: 156 2,172 187 6,761 4,516 7,104 6,875: 154 383
Old : 7,258: 156 2,172 187 6,761 4,516 7,104 6,875: 154 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,441: -283 101 -150 -1,054 -1,403 -1,487 -1,452: 46 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 29.9 2.6 93.2 62.2 97.9 94.7: 2.1 5.3
Old : 100.0: 2.1 29.9 2.6 93.2 62.2 97.9 94.7: 2.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 2 23 21 25 26:
Old : 32: 2 3 2 23 21 25 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 : 42.9 55.6 67.0 72.6 31.6 38.6 46.1 46.9
Old : 42.9 55.6 67.0 72.6 31.6 38.6 46.1 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 38,830: 1,010 1,775 375 36,748 36,647 38,133 38,797: 697 33
Old : 38,830: 1,010 1,775 375 36,748 36,647 38,133 38,797: 697 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -9,145: -127 50 25 -9,226 -9,207 -9,328 -9,132: 183 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.6 1.0 94.6 94.4 98.2 99.9: 1.8 0.1
Old : 100.0: 2.6 4.6 1.0 94.6 94.4 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 2 3 34 34 40 39:
Old : 53: 5 2 3 34 34 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 40.8 67.6 64.6 36.5 35.3 47.5 48.9
Old : 50.3 40.8 67.6 64.6 36.5 35.3 47.5 48.9
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, February 5, 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 : 8,140: 525 0 0 7,523 8,140 8,048 8,140: 92 0
Old : 8,140: 525 0 0 7,523 8,140 8,048 8,140: 92 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,051: -450 0 0 -1,583 -2,051 -2,033 -2,051: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.0 92.4 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 6.4 0.0 0.0 92.4 100.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 15 8 17 8:
Old : 21: 2 0 0 15 8 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 95.5 87.1 100.0 61.1 81.0 74.1 83.5
Old : 71.9 95.5 87.1 100.0 61.1 81.0 74.1 83.5
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, February 5, 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 : 18,348: 702 100 0 17,546 18,248 18,248 18,348: 100 0
Old : 18,348: 702 100 0 17,546 18,248 18,248 18,348: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,368: 199 -300 0 -1,562 -1,068 -1,363 -1,368: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 0.0 95.6 99.5 99.5 100.0: 0.5 0.0
Old : 100.0: 3.8 0.5 0.0 95.6 99.5 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 : 32: 3 1 0 22 19 25 20:
Old : 32: 3 1 0 22 19 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 : 44.7 69.8 68.2 87.4 35.6 46.2 47.4 53.8
Old : 44.7 69.8 68.2 87.4 35.6 46.2 47.4 53.8
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, February 5, 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 : 15,139: 1,250 7,979 175 13,664 6,935 15,089 15,089: 50 50
Old : 15,139: 1,250 7,979 175 13,664 6,935 15,089 15,089: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,010: -150 -1,050 175 -1,035 -135 -1,010 -1,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 52.7 1.2 90.3 45.8 99.7 99.7: 0.3 0.3
Old : 100.0: 8.3 52.7 1.2 90.3 45.8 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 : 46: 5 3 3 33 16 40 22:
Old : 46: 5 3 3 33 16 40 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 : 51.5 76.6 66.8 89.1 47.4 75.5 62.3 83.6
Old : 51.5 76.6 66.8 89.1 47.4 75.5 62.3 83.6
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, February 5, 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 : 7,199: 1,765 2,218 75 5,359 4,906 7,199 7,199: 0 0
Old : 7,199: 1,765 2,218 75 5,359 4,906 7,199 7,199: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -295: 67 -190 75 -437 -180 -295 -295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.8 1.0 74.4 68.1 100.0 100.0: 0.0 0.0
Old : 100.0: 24.5 30.8 1.0 74.4 68.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 7 14 12 15:
Old : 22: 4 1 1 7 14 12 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 : 82.1 81.8 96.5 94.2 71.7 71.2 78.2 76.3
Old : 82.1 81.8 96.5 94.2 71.7 71.2 78.2 76.3
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, February 5, 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 : 48,042: 1,727 4,345 7,575 38,559 36,011 47,861 47,931: 181 111
Old : 48,042: 1,727 4,345 7,575 38,559 36,011 47,861 47,931: 181 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -8,725: -3,445 165 -2,313 -2,942 -6,564 -8,700 -8,712: -25 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.0 15.8 80.3 75.0 99.6 99.8: 0.4 0.2
Old : 100.0: 3.6 9.0 15.8 80.3 75.0 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 : 60: 7 6 9 38 40 48 53:
Old : 60: 7 6 9 38 40 48 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 : 34.8 42.8 57.2 58.4 23.6 24.0 31.8 33.0
Old : 34.8 42.8 57.2 58.4 23.6 24.0 31.8 33.0
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, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,322: 1,060 1,864 372 11,846 10,818 13,278 13,054: 44 268
Old : 13,322: 1,060 1,864 372 11,846 10,818 13,278 13,054: 44 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,804: 248 41 -279 -2,751 -2,546 -2,782 -2,784: -22 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.0 2.8 88.9 81.2 99.7 98.0: 0.3 2.0
Old : 100.0: 8.0 14.0 2.8 88.9 81.2 99.7 98.0: 0.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 5 1 26 29 30 35:
Old : 40: 4 5 1 26 29 30 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 : 54.9 40.2 70.8 64.0 44.9 32.5 53.3 46.1
Old : 54.9 40.2 70.8 64.0 44.9 32.5 53.3 46.1
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, February 5, 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 : 30,748: 1,630 0 98 26,900 26,942 28,628 27,040: 2,120 3,708
Old : 30,748: 1,630 0 98 26,900 26,942 28,628 27,040: 2,120 3,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,175: -521 0 52 -1,149 -3,006 -1,618 -2,954: 443 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.3 87.5 87.6 93.1 87.9: 6.9 12.1
Old : 100.0: 5.3 0.0 0.3 87.5 87.6 93.1 87.9: 6.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 17 25 18 26:
Old : 29: 1 0 1 17 25 18 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 : 55.1 41.3 74.3 58.2 43.3 38.3 58.4 50.5
Old : 55.1 41.3 74.3 58.2 43.3 38.3 58.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013