GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 38,387: 2,004 2,376 2,193 33,891 33,818 38,088 38,387: 299 0
Old : 38,387: 2,004 2,376 2,193 33,891 33,818 38,088 38,387: 299 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,984: -265 465 188 2,061 1,331 1,984 1,984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.2 5.7 88.3 88.1 99.2 100.0: 0.8 0.0
Old : 100.0: 5.2 6.2 5.7 88.3 88.1 99.2 100.0: 0.8 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 : 53: 1 5 3 31 41 34 47:
Old : 53: 1 5 3 31 41 34 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 : 52.6 32.9 70.8 52.1 45.6 22.9 55.9 35.0
Old : 52.6 32.9 70.8 52.1 45.6 22.9 55.9 35.0
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, March 12, 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 : 19,615: 650 0 4 18,823 19,474 19,477 19,478: 138 137
Old : 19,615: 650 0 4 18,823 19,474 19,477 19,478: 138 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -685: 315 0 -250 -750 -435 -685 -685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 96.0 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 3.3 0.0 0.0 96.0 99.3 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 : 27: 1 0 1 18 21 19 22:
Old : 27: 1 0 1 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 51.6 87.9 71.2 38.0 24.2 41.2 33.4
Old : 68.8 51.6 87.9 71.2 38.0 24.2 41.2 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 12,015: 634 745 542 9,565 9,536 10,741 10,823: 1,274 1,192
Old : 12,015: 634 745 542 9,565 9,536 10,741 10,823: 1,274 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 662: 130 60 35 704 718 869 813: -207 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.2 4.5 79.6 79.4 89.4 90.1: 10.6 9.9
Old : 100.0: 5.3 6.2 4.5 79.6 79.4 89.4 90.1: 10.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 3 4 33 36 37 42:
Old : 43: 2 3 4 33 36 37 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 : 34.1 31.2 55.4 48.9 17.9 16.1 26.7 26.1
Old : 34.1 31.2 55.4 48.9 17.9 16.1 26.7 26.1
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, March 12, 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 : 7,614: 598 0 275 6,192 6,691 7,065 6,966: 549 648
Old : 7,614: 598 0 275 6,192 6,691 7,065 6,966: 549 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 505: 32 0 17 422 417 471 434: 34 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 3.6 81.3 87.9 92.8 91.5: 7.2 8.5
Old : 100.0: 7.9 0.0 3.6 81.3 87.9 92.8 91.5: 7.2 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 : 54: 5 0 5 43 44 48 49:
Old : 54: 5 0 5 43 44 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 24.8 46.4 40.7 17.6 20.0 28.4 27.6
Old : 28.6 24.8 46.4 40.7 17.6 20.0 28.4 27.6
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, March 12, 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 : 3,918: 100 851 138 3,079 2,575 3,317 3,564: 601 354
Old : 3,918: 100 851 138 3,079 2,575 3,317 3,564: 601 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 223: 0 22 25 207 92 232 139: -9 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 21.7 3.5 78.6 65.7 84.7 91.0: 15.3 9.0
Old : 100.0: 2.6 21.7 3.5 78.6 65.7 84.7 91.0: 15.3 9.0
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 3 22 20 26 23:
Old : 29: 1 3 3 22 20 26 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 : 34.5 40.5 53.1 59.2 23.4 28.9 36.0 40.7
Old : 34.5 40.5 53.1 59.2 23.4 28.9 36.0 40.7
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, March 12, 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 : 3,565: 85 155 60 3,005 2,849 3,150 3,064: 415 501
Old : 3,565: 85 155 60 3,005 2,849 3,150 3,064: 415 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 345: 15 80 10 365 269 390 359: -45 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.3 1.7 84.3 79.9 88.4 85.9: 11.6 14.1
Old : 100.0: 2.4 4.3 1.7 84.3 79.9 88.4 85.9: 11.6 14.1
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 3 2 25 24 28 27:
Old : 34: 1 3 2 25 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 35.8 53.7 52.3 31.4 29.1 47.1 45.2
Old : 35.1 35.8 53.7 52.3 31.4 29.1 47.1 45.2
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, March 12, 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 : 4,568: 186 29 96 3,599 4,165 3,881 4,290: 687 278
Old : 4,568: 186 29 96 3,599 4,165 3,881 4,290: 687 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 362: -6 20 -10 195 324 179 334: 183 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.6 2.1 78.8 91.2 85.0 93.9: 15.0 6.1
Old : 100.0: 4.1 0.6 2.1 78.8 91.2 85.0 93.9: 15.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 28 30 30 32:
Old : 35: 1 1 2 28 30 30 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 : 49.9 38.4 62.5 56.9 48.1 37.4 52.9 50.7
Old : 49.9 38.4 62.5 56.9 48.1 37.4 52.9 50.7
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, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 9,340: 145 0 5 9,050 9,335 9,200 9,340: 140 0
Old : 9,340: 145 0 5 9,050 9,335 9,200 9,340: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 605: 145 -50 -145 605 800 605 605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.1 96.9 99.9 98.5 100.0: 1.5 0.0
Old : 100.0: 1.6 0.0 0.1 96.9 99.9 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 17 23 18:
Old : 27: 1 0 1 22 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 73.7 74.0 88.5 44.4 51.6 54.1 62.0
Old : 56.0 73.7 74.0 88.5 44.4 51.6 54.1 62.0
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, March 12, 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 : 8,580: 0 1,384 620 7,611 6,498 8,231 8,502: 349 78
Old : 8,580: 0 1,384 620 7,611 6,498 8,231 8,502: 349 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 222: -1 44 1 297 185 297 230: -75 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.1 7.2 88.7 75.7 95.9 99.1: 4.1 0.9
Old : 100.0: 0.0 16.1 7.2 88.7 75.7 95.9 99.1: 4.1 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 5 5 18 17 23 22:
Old : 27: 0 5 5 18 17 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 47.6 79.0 77.2 56.2 42.2 63.7 63.4
Old : 65.3 47.6 79.0 77.2 56.2 42.2 63.7 63.4
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, March 12, 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 : 29,718: 360 4,855 1,337 28,002 23,526 29,699 29,718: 19 0
Old : 29,718: 360 4,855 1,337 28,002 23,526 29,699 29,718: 19 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 559: 276 120 75 274 364 625 559: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 16.3 4.5 94.2 79.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 16.3 4.5 94.2 79.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 2 27 20 30 22:
Old : 33: 1 2 2 27 20 30 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 : 40.4 70.8 60.9 87.1 36.3 59.8 51.3 66.3
Old : 40.4 70.8 60.9 87.1 36.3 59.8 51.3 66.3
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, March 12, 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 : 337,100: 51,673 41,927 71,252 174,085 191,458 297,009 304,638: 40,091 32,463
Old : 337,100: 51,673 41,927 71,252 174,085 191,458 297,009 304,638: 40,091 32,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 14,104: -5,701 1,107 3,044 16,920 6,875 14,264 11,026: -160 3,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.4 21.1 51.6 56.8 88.1 90.4: 11.9 9.6
Old : 100.0: 15.3 12.4 21.1 51.6 56.8 88.1 90.4: 11.9 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 : 169: 42 41 51 70 78 138 148:
Old : 169: 42 41 51 70 78 138 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 15.5 27.2 27.3 7.5 7.0 12.8 11.3
Old : 15.3 15.5 27.2 27.3 7.5 7.0 12.8 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,308,042: 276,435 398,312 479,220 479,805 381,339 1,235,459 1,258,870: 72,583 49,172
Old : 1,308,042: 276,435 398,312 479,220 479,805 381,339 1,235,459 1,258,870: 72,583 49,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 41,716: 19,351 12,866 7,379 13,080 25,951 39,810 46,197: 1,906 -4,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 30.5 36.6 36.7 29.2 94.5 96.2: 5.5 3.8
Old : 100.0: 21.1 30.5 36.6 36.7 29.2 94.5 96.2: 5.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 112 122 169 77 78 298 281:
Old : 337: 112 122 169 77 78 298 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 26.9 28.3 39.4 9.7 15.8 15.7 21.6
Old : 18.2 26.9 28.3 39.4 9.7 15.8 15.7 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,361,829: 96,093 25,192 442,495 819,215 891,424 1,357,803 1,359,111: 4,026 2,718
Old : 1,361,829: 96,093 25,192 442,495 819,215 891,424 1,357,803 1,359,111: 4,026 2,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 46,572: 19,775 -284 -13,834 40,574 60,636 46,515 46,519: 56 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.8 32.5 60.2 65.5 99.7 99.8: 0.3 0.2
Old : 100.0: 7.1 1.8 32.5 60.2 65.5 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: 40 29 56 64 61 128 122:
Old : 135: 40 29 56 64 61 128 122:
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 : 34.5 36.3 55.5 58.5 4.0 4.0 6.1 6.7
Old : 34.5 36.3 55.5 58.5 4.0 4.0 6.1 6.7
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, March 12, 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 : 240,025: 74,223 65,885 49,586 111,625 118,809 235,434 234,280: 4,592 5,745
Old : 240,025: 74,223 65,885 49,586 111,625 118,809 235,434 234,280: 4,592 5,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 26,674: 8,178 2,371 5,778 12,953 18,708 26,909 26,857: -235 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 27.4 20.7 46.5 49.5 98.1 97.6: 1.9 2.4
Old : 100.0: 30.9 27.4 20.7 46.5 49.5 98.1 97.6: 1.9 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 : 53: 18 9 20 22 24 50 45:
Old : 53: 18 9 20 22 24 50 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 : 35.1 44.8 56.1 66.9 24.4 25.8 32.5 32.5
Old : 35.1 44.8 56.1 66.9 24.4 25.8 32.5 32.5
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, March 12, 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 : 53,578: 23,459 15,105 19,404 10,557 18,495 53,421 53,004: 157 574
Old : 53,578: 23,459 15,105 19,404 10,557 18,495 53,421 53,004: 157 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 413: 991 725 -632 99 409 458 502: -45 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 28.2 36.2 19.7 34.5 99.7 98.9: 0.3 1.1
Old : 100.0: 43.8 28.2 36.2 19.7 34.5 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 13 13 16 26 35:
Old : 36: 9 10 13 13 16 26 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 48.6 87.7 71.4 40.9 26.5 43.9 33.4
Old : 74.7 48.6 87.7 71.4 40.9 26.5 43.9 33.4
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, March 12, 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 : 2,536,002: 669,119 46,290 787,977 1,032,096 1,682,010 2,489,192 2,516,277: 46,810 19,725
Old : 2,536,002: 669,119 46,290 787,977 1,032,096 1,682,010 2,489,192 2,516,277: 46,810 19,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 102,738: 26,492 -33,078 29,036 48,426 108,236 103,954 104,194: -1,216 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 1.8 31.1 40.7 66.3 98.2 99.2: 1.8 0.8
Old : 100.0: 26.4 1.8 31.1 40.7 66.3 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 37 16 45 75 72 130 120:
Old : 138: 37 16 45 75 72 130 120:
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 : 27.5 26.2 39.8 43.1 14.6 19.0 22.5 27.0
Old : 27.5 26.2 39.8 43.1 14.6 19.0 22.5 27.0
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, March 12, 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 : 929,862: 16,726 198,397 196,855 706,169 529,256 919,750 924,508: 10,112 5,354
Old : 929,862: 16,726 198,397 196,855 706,169 529,256 919,750 924,508: 10,112 5,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 47,133: -36,103 51,446 -6,207 89,201 2,845 46,891 48,084: 242 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 21.3 21.2 75.9 56.9 98.9 99.4: 1.1 0.6
Old : 100.0: 1.8 21.3 21.2 75.9 56.9 98.9 99.4: 1.1 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 : 74: 12 22 27 38 35 70 65:
Old : 74: 12 22 27 38 35 70 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 32.3 55.9 55.5 16.7 17.4 24.6 26.5
Old : 39.5 32.3 55.9 55.5 16.7 17.4 24.6 26.5
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, March 12, 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 : 7,975: 2,255 390 390 5,125 6,840 7,770 7,620: 205 355
Old : 7,975: 2,255 390 390 5,125 6,840 7,770 7,620: 205 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 410: 350 0 60 45 315 455 375: -45 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.9 4.9 64.3 85.8 97.4 95.5: 2.6 4.5
Old : 100.0: 28.3 4.9 4.9 64.3 85.8 97.4 95.5: 2.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 3 11 14 16 17:
Old : 21: 4 1 3 11 14 16 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 : 53.5 49.2 74.0 75.8 30.0 35.9 42.6 45.8
Old : 53.5 49.2 74.0 75.8 30.0 35.9 42.6 45.8
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, March 12, 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 : 44,071: 10,149 10,977 12,908 20,544 19,686 43,601 43,571: 470 500
Old : 44,071: 10,149 10,977 12,908 20,544 19,686 43,601 43,571: 470 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 3,091: 140 -211 1,749 1,272 1,583 3,161 3,121: -70 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 24.9 29.3 46.6 44.7 98.9 98.9: 1.1 1.1
Old : 100.0: 23.0 24.9 29.3 46.6 44.7 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 16 26 16 15 43 43:
Old : 46: 13 16 26 16 15 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 36.2 60.5 55.4 39.1 23.7 47.0 37.3
Old : 44.0 36.2 60.5 55.4 39.1 23.7 47.0 37.3
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, March 12, 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 : 16,757: 6,070 6,355 3,157 7,110 6,690 16,337 16,202: 420 555
Old : 16,757: 6,070 6,355 3,157 7,110 6,690 16,337 16,202: 420 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,060: -415 135 575 925 410 1,085 1,120: -25 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 37.9 18.8 42.4 39.9 97.5 96.7: 2.5 3.3
Old : 100.0: 36.2 37.9 18.8 42.4 39.9 97.5 96.7: 2.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 17 20 12 10 33 31:
Old : 34: 5 17 20 12 10 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 49.4 77.0 62.7 58.5 40.0 65.8 49.6
Old : 61.6 49.4 77.0 62.7 58.5 40.0 65.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 30,322: 2,382 912 2,247 25,390 26,990 30,019 30,149: 303 173
Old : 30,322: 2,382 912 2,247 25,390 26,990 30,019 30,149: 303 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,207: 396 136 446 379 665 1,221 1,247: -14 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.0 7.4 83.7 89.0 99.0 99.4: 1.0 0.6
Old : 100.0: 7.9 3.0 7.4 83.7 89.0 99.0 99.4: 1.0 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 : 67: 14 4 10 33 41 49 53:
Old : 67: 14 4 10 33 41 49 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 32.4 56.6 52.9 23.6 26.2 32.4 33.5
Old : 36.7 32.4 56.6 52.9 23.6 26.2 32.4 33.5
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, March 12, 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 : 2,611: 53 2 41 1,725 1,995 1,819 2,038: 792 573
Old : 2,611: 53 2 41 1,725 1,995 1,819 2,038: 792 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -157: 20 -10 -11 -153 -165 -144 -186: -13 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.1 1.6 66.1 76.4 69.7 78.1: 30.3 21.9
Old : 100.0: 2.0 0.1 1.6 66.1 76.4 69.7 78.1: 30.3 21.9
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 : 21: 1 1 2 17 18 19 20:
Old : 21: 1 1 2 17 18 19 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 : 37.0 38.3 53.5 58.2 20.7 32.2 25.4 35.4
Old : 37.0 38.3 53.5 58.2 20.7 32.2 25.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,689: 182 154 71 1,033 1,207 1,286 1,432: 403 257
Old : 1,689: 182 154 71 1,033 1,207 1,286 1,432: 403 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 147: 56 0 10 166 184 232 194: -85 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.1 4.2 61.2 71.5 76.1 84.8: 23.9 15.2
Old : 100.0: 10.8 9.1 4.2 61.2 71.5 76.1 84.8: 23.9 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 4 20 21 25 26:
Old : 28: 3 3 4 20 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 : 24.8 31.6 41.7 50.8 15.6 23.4 25.4 37.4
Old : 24.8 31.6 41.7 50.8 15.6 23.4 25.4 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,325: 60 25 10 1,041 1,180 1,111 1,215: 214 110
Old : 1,325: 60 25 10 1,041 1,180 1,111 1,215: 214 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 224: 27 0 0 207 262 234 262: -10 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.9 0.8 78.6 89.1 83.8 91.7: 16.2 8.3
Old : 100.0: 4.5 1.9 0.8 78.6 89.1 83.8 91.7: 16.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 17 20 18:
Old : 26: 1 1 1 18 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 45.1 57.4 63.9 40.8 40.8 51.4 54.6
Old : 42.2 45.1 57.4 63.9 40.8 40.8 51.4 54.6
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, March 12, 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 : 96,348: 2,391 1,786 6,646 84,561 85,355 93,597 93,786: 2,751 2,562
Old : 96,348: 2,391 1,786 6,646 84,561 85,355 93,597 93,786: 2,751 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -518: -1,858 3 -3,380 4,798 2,908 -440 -469: -78 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 6.9 87.8 88.6 97.1 97.3: 2.9 2.7
Old : 100.0: 2.5 1.9 6.9 87.8 88.6 97.1 97.3: 2.9 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 : 39: 5 2 6 29 30 36 36:
Old : 39: 5 2 6 29 30 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 : 45.9 50.7 69.3 71.6 29.8 30.4 36.8 38.0
Old : 45.9 50.7 69.3 71.6 29.8 30.4 36.8 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 15,821: 2,273 0 1,174 11,282 13,811 14,729 14,985: 1,092 836
Old : 15,821: 2,273 0 1,174 11,282 13,811 14,729 14,985: 1,092 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -67: -38 -610 -240 241 733 -37 -117: -30 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.0 7.4 71.3 87.3 93.1 94.7: 6.9 5.3
Old : 100.0: 14.4 0.0 7.4 71.3 87.3 93.1 94.7: 6.9 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 : 21: 3 0 3 18 13 21 16:
Old : 21: 3 0 3 18 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 62.7 65.2 81.7 32.3 45.9 45.9 51.4
Old : 39.9 62.7 65.2 81.7 32.3 45.9 45.9 51.4
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, March 12, 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 : 11,442: 1,252 400 964 8,538 9,534 10,754 10,898: 688 544
Old : 11,442: 1,252 400 964 8,538 9,534 10,754 10,898: 688 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 -562 0 0 730 0 168: 0 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.5 8.4 74.6 83.3 94.0 95.2: 6.0 4.8
Old : 100.0: 10.9 3.5 8.4 74.6 83.3 94.0 95.2: 6.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 17 17 19 20:
Old : 26: 2 1 2 17 17 19 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 : 39.7 37.3 64.8 61.7 25.6 35.2 45.1 54.0
Old : 39.7 37.3 64.8 61.7 25.6 35.2 45.1 54.0
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, March 12, 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 : 16,230: 348 440 790 13,273 14,021 14,411 15,251: 1,819 979
Old : 16,230: 348 440 790 13,273 14,021 14,411 15,251: 1,819 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 -1,812 0 0 1,812 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.7 4.9 81.8 86.4 88.8 94.0: 11.2 6.0
Old : 100.0: 2.1 2.7 4.9 81.8 86.4 88.8 94.0: 11.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 23 23 26 25:
Old : 30: 2 1 2 23 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 41.5 54.9 60.7 31.7 36.8 45.9 49.7
Old : 35.6 41.5 54.9 60.7 31.7 36.8 45.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 44,677: 170 0 0 44,507 44,677 44,677 44,677: 0 0
Old : 44,677: 170 0 0 44,507 44,677 44,677 44,677: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 201: 0 0 0 201 221 201 221: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 17 21 17:
Old : 29: 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 : 63.3 77.6 83.6 92.4 62.9 71.2 80.7 85.2
Old : 63.3 77.6 83.6 92.4 62.9 71.2 80.7 85.2
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, March 12, 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 : 762,006: 0 0 0 762,006 762,006 762,006 762,006: 0 0
Old : 762,006: 0 0 0 762,006 762,006 762,006 762,006: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,576: 0 0 0 2,576 2,576 2,576 2,576: 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 : 52.4 79.6 77.9 93.7 49.7 72.8 75.1 84.4
Old : 52.4 79.6 77.9 93.7 49.7 72.8 75.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 24,156: 2,427 18,764 0 21,516 4,923 23,943 23,687: 213 469
Old : 24,156: 2,427 18,764 0 21,516 4,923 23,943 23,687: 213 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 77.7 0.0 89.1 20.4 99.1 98.1: 0.9 1.9
Old : 100.0: 10.0 77.7 0.0 89.1 20.4 99.1 98.1: 0.9 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 : 21: 1 1 0 12 9 13 10:
Old : 21: 1 1 0 12 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
Old : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 57,413: 874 0 0 56,284 57,348 57,158 57,348: 255 65
Old : 57,413: 874 0 0 56,284 57,348 57,158 57,348: 255 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: -780 0 0 780 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.0 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 1.5 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 : 32: 1 0 0 14 24 15 24:
Old : 32: 1 0 0 14 24 15 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 : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
Old : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
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, March 12, 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 : 767,350: 0 0 0 767,350 767,350 767,350 767,350: 0 0
Old : 767,350: 0 0 0 767,350 767,350 767,350 767,350: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: -14,004 0 0 14,004 0 0 0: 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 : 30: 0 0 0 17 19 17 19:
Old : 30: 0 0 0 17 19 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 : 72.3 52.0 86.3 77.8 72.3 49.3 83.2 70.4
Old : 72.3 52.0 86.3 77.8 72.3 49.3 83.2 70.4
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, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 52,723: 6,395 1,016 320 45,753 51,387 52,468 52,723: 255 0
Old : 52,723: 6,395 1,016 320 45,753 51,387 52,468 52,723: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.9 0.6 86.8 97.5 99.5 100.0: 0.5 0.0
Old : 100.0: 12.1 1.9 0.6 86.8 97.5 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 : 33: 2 2 2 22 17 25 20:
Old : 33: 2 2 2 22 17 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
Old : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
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, March 12, 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 : 1,172,347: 21,636 149,080 5,781 1,144,930 1,017,486 1,172,347 1,172,347: 0 0
Old : 1,172,347: 21,636 149,080 5,781 1,144,930 1,017,486 1,172,347 1,172,347: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 -80,584 -18,656 18,656 99,240 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 12.7 0.5 97.7 86.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 12.7 0.5 97.7 86.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 1 22 22 25 25:
Old : 38: 3 2 1 22 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 45.3 73.4 74.0 52.0 44.9 70.7 72.0
Old : 53.9 45.3 73.4 74.0 52.0 44.9 70.7 72.0
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, March 12, 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 : 30,515: 0 3,290 0 30,302 27,012 30,302 30,302: 213 213
Old : 30,515: 0 3,290 0 30,302 27,012 30,302 30,302: 213 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: -1,065 0 0 1,065 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.0 99.3 88.5 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 10.8 0.0 99.3 88.5 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 : 20: 0 3 0 14 8 14 11:
Old : 20: 0 3 0 14 8 14 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 : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
Old : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 32,184: 0 5,955 0 32,184 26,229 32,184 32,184: 0 0
Old : 32,184: 0 5,955 0 32,184 26,229 32,184 32,184: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.5 0.0 100.0 81.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 15 14 15 15:
Old : 24: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 71.1 88.4 90.6 57.5 53.5 72.4 72.3
Old : 68.2 71.1 88.4 90.6 57.5 53.5 72.4 72.3
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, March 12, 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 : 20,152: 2,830 0 3,450 13,872 16,702 20,152 20,152: 0 0
Old : 20,152: 2,830 0 3,450 13,872 16,702 20,152 20,152: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 17.1 68.8 82.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.0 0.0 17.1 68.8 82.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 10 15 12 17:
Old : 21: 2 0 2 10 15 12 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 : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
Old : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 24,947: 0 1,107 0 24,734 23,840 24,734 24,947: 213 0
Old : 24,947: 0 1,107 0 24,734 23,840 24,734 24,947: 213 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -977: -2,211 0 0 1,234 -977 -977 -977: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 99.1 95.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 4.4 0.0 99.1 95.6 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 17 14 17 15:
Old : 25: 0 1 0 17 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 77.7 71.4 93.8 46.1 71.4 70.7 83.7
Old : 46.5 77.7 71.4 93.8 46.1 71.4 70.7 83.7
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, March 12, 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 : 483,619: 0 10,147 21,168 462,451 452,304 483,619 483,619: 0 0
Old : 483,619: 0 10,147 21,168 462,451 452,304 483,619 483,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 -14,040 0 0 14,040 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 4.4 95.6 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 4.4 95.6 93.5 100.0 100.0: 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 : 23: 0 2 1 15 10 16 12:
Old : 23: 0 2 1 15 10 16 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 : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
Old : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
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, March 12, 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 : 917,236: 0 96,120 23,320 893,916 797,796 917,236 917,236: 0 0
Old : 917,236: 0 96,120 23,320 893,916 797,796 917,236 917,236: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,840: 0 -23,320 0 1,840 25,160 1,840 1,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 2.5 97.5 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.5 2.5 97.5 87.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 16 21 17 22:
Old : 26: 0 1 1 16 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 61.4 77.6 78.3 29.8 40.0 48.1 50.6
Old : 50.6 61.4 77.6 78.3 29.8 40.0 48.1 50.6
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, March 12, 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 : 549,774: 136,395 113,258 19,542 393,837 416,974 549,774 549,774: 0 0
Old : 549,774: 136,395 113,258 19,542 393,837 416,974 549,774 549,774: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.6 3.6 71.6 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 24.8 20.6 3.6 71.6 75.8 100.0 100.0: 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 : 23: 2 1 1 15 15 18 16:
Old : 23: 2 1 1 15 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
Old : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
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, March 12, 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 : 243,684: 0 37,314 0 243,684 206,370 243,684 243,684: 0 0
Old : 243,684: 0 37,314 0 243,684 206,370 243,684 243,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -381: -7,872 0 0 7,491 -381 -381 -381: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 0.0 100.0 84.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.3 0.0 100.0 84.7 100.0 100.0: 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 : 24: 0 2 0 18 11 18 13:
Old : 24: 0 2 0 18 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 56.3 74.5 90.5 43.1 51.1 70.4 77.2
Old : 44.6 56.3 74.5 90.5 43.1 51.1 70.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 4,614: 79 70 70 4,456 4,463 4,605 4,603: 9 11
Old : 4,614: 79 70 70 4,456 4,463 4,605 4,603: 9 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 32: -16 -4 -89 199 127 94 34: -61 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.5 1.5 96.6 96.7 99.8 99.8: 0.2 0.2
Old : 100.0: 1.7 1.5 1.5 96.6 96.7 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 18 19 21 22:
Old : 23: 2 1 3 18 19 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 : 59.7 48.9 83.4 75.7 43.0 42.0 54.0 54.9
Old : 59.7 48.9 83.4 75.7 43.0 42.0 54.0 54.9
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, March 12, 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 : 26,025: 351 0 0 25,241 25,817 25,592 25,817: 433 208
Old : 26,025: 351 0 0 25,241 25,817 25,592 25,817: 433 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 378: 0 0 0 378 378 378 378: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.0 99.2 98.3 99.2: 1.7 0.8
Old : 100.0: 1.3 0.0 0.0 97.0 99.2 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 0 36 33 37 33:
Old : 41: 1 0 0 36 33 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 45.7 67.7 68.5 48.1 39.8 58.9 56.4
Old : 50.3 45.7 67.7 68.5 48.1 39.8 58.9 56.4
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, March 12, 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 : 11,456: 425 520 30 10,657 10,322 11,112 10,872: 344 584
Old : 11,456: 425 520 30 10,657 10,322 11,112 10,872: 344 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 597: 120 -15 15 432 603 567 603: 30 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.5 0.3 93.0 90.1 97.0 94.9: 3.0 5.1
Old : 100.0: 3.7 4.5 0.3 93.0 90.1 97.0 94.9: 3.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 20 14 22 17:
Old : 26: 1 3 1 20 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 65.2 81.5 83.1 62.5 63.6 75.7 77.2
Old : 67.9 65.2 81.5 83.1 62.5 63.6 75.7 77.2
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, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,578: 1,392 361 249 7,552 8,566 9,193 9,176: 385 402
Old : 9,578: 1,392 361 249 7,552 8,566 9,193 9,176: 385 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 228: 120 0 0 108 243 228 243: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.8 2.6 78.8 89.4 96.0 95.8: 4.0 4.2
Old : 100.0: 14.5 3.8 2.6 78.8 89.4 96.0 95.8: 4.0 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 : 31: 3 1 3 21 18 25 21:
Old : 31: 3 1 3 21 18 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 : 60.4 49.4 76.1 72.3 60.3 48.6 74.1 66.6
Old : 60.4 49.4 76.1 72.3 60.3 48.6 74.1 66.6
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, March 12, 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 : 2,450,196: 385,676 118,963 994,628 976,591 1,238,425 2,356,896 2,352,016: 93,300 98,180
Old : 2,450,196: 385,676 118,963 994,628 976,591 1,238,425 2,356,896 2,352,016: 93,300 98,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 6,575: -2,620 3,437 22,243 -9,685 -17,108 9,939 8,572: -3,363 -1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.9 40.6 39.9 50.5 96.2 96.0: 3.8 4.0
Old : 100.0: 15.7 4.9 40.6 39.9 50.5 96.2 96.0: 3.8 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 : 407: 166 114 231 94 102 371 356:
Old : 407: 166 114 231 94 102 371 356:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.0 24.4 23.4 8.8 8.2 13.1 13.0
Old : 15.6 14.0 24.4 23.4 8.8 8.2 13.1 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 103,860: 3,252 9,994 31,410 68,742 61,163 103,405 102,567: 455 1,292
Old : 103,860: 3,252 9,994 31,410 68,742 61,163 103,405 102,567: 455 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -5,190: 3,135 -13,437 1,498 -9,798 6,775 -5,165 -5,164: -25 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.6 30.2 66.2 58.9 99.6 98.8: 0.4 1.2
Old : 100.0: 3.1 9.6 30.2 66.2 58.9 99.6 98.8: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 5 10 16 20 27 30:
Old : 32: 6 5 10 16 20 27 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 : 47.1 53.0 72.1 76.2 27.2 23.8 34.2 32.0
Old : 47.1 53.0 72.1 76.2 27.2 23.8 34.2 32.0
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, March 12, 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 : 173,330: 64,760 12,150 250 66,355 113,670 131,365 126,070: 41,965 47,260
Old : 173,330: 64,760 12,150 250 66,355 113,670 131,365 126,070: 41,965 47,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,811: 679 87 -6 786 4,720 1,459 4,801: 352 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.0 0.1 38.3 65.6 75.8 72.7: 24.2 27.3
Old : 100.0: 37.4 7.0 0.1 38.3 65.6 75.8 72.7: 24.2 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 4 2 17 19 24 23:
Old : 30: 5 4 2 17 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 34.2 62.1 52.7 43.5 33.9 57.0 50.0
Old : 43.7 34.2 62.1 52.7 43.5 33.9 57.0 50.0
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, March 12, 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 : 30,961: 6,932 1,325 5,270 17,607 23,241 29,809 29,836: 1,152 1,124
Old : 30,961: 6,932 1,325 5,270 17,607 23,241 29,809 29,836: 1,152 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -1,487: -117 -1,160 -179 -1,008 142 -1,305 -1,198: -182 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.3 17.0 56.9 75.1 96.3 96.4: 3.7 3.6
Old : 100.0: 22.4 4.3 17.0 56.9 75.1 96.3 96.4: 3.7 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 : 32: 11 4 11 15 15 29 27:
Old : 32: 11 4 11 15 15 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 53.7 68.0 75.8 22.3 23.6 28.3 30.9
Old : 48.9 53.7 68.0 75.8 22.3 23.6 28.3 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, March 12, 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 : 249,870: 18,006 3,861 37,100 189,894 201,381 245,000 242,343: 4,869 7,527
Old : 249,870: 18,006 3,861 37,100 189,894 201,381 245,000 242,343: 4,869 7,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 738: -1,459 264 216 1,906 235 663 715: 75 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.5 14.8 76.0 80.6 98.1 97.0: 1.9 3.0
Old : 100.0: 7.2 1.5 14.8 76.0 80.6 98.1 97.0: 1.9 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 : 41: 9 3 12 29 29 41 41:
Old : 41: 9 3 12 29 29 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 30.0 58.3 50.4 15.6 10.9 19.4 17.4
Old : 36.2 30.0 58.3 50.4 15.6 10.9 19.4 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 74,384: 8,124 2,397 10,987 50,997 51,907 70,108 65,291: 4,276 9,093
Old : 74,384: 8,124 2,397 10,987 50,997 51,907 70,108 65,291: 4,276 9,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 583: 407 0 -392 -26 -307 -11 -699: 594 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.2 14.8 68.6 69.8 94.3 87.8: 5.7 12.2
Old : 100.0: 10.9 3.2 14.8 68.6 69.8 94.3 87.8: 5.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 6 13 12 22 18:
Old : 22: 5 3 6 13 12 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 : 36.0 45.9 63.9 68.4 18.7 17.0 25.8 21.7
Old : 36.0 45.9 63.9 68.4 18.7 17.0 25.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 58,483: 4,810 7,838 7,610 44,095 39,848 56,515 55,296: 1,968 3,187
Old : 58,483: 4,810 7,838 7,610 44,095 39,848 56,515 55,296: 1,968 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,723: -101 1,500 -300 2,124 348 1,723 1,548: 0 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.4 13.0 75.4 68.1 96.6 94.6: 3.4 5.4
Old : 100.0: 8.2 13.4 13.0 75.4 68.1 96.6 94.6: 3.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 4 14 12 19 19:
Old : 22: 2 5 4 14 12 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 39.2 68.8 66.8 22.1 22.5 27.7 26.2
Old : 41.6 39.2 68.8 66.8 22.1 22.5 27.7 26.2
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, March 12, 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 : 57,817: 6,758 15,135 19,866 25,881 17,740 52,505 52,741: 5,312 5,076
Old : 57,817: 6,758 15,135 19,866 25,881 17,740 52,505 52,741: 5,312 5,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 9: 1,621 1,156 -1,333 -428 -792 -140 -970: 149 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 26.2 34.4 44.8 30.7 90.8 91.2: 9.2 8.8
Old : 100.0: 11.7 26.2 34.4 44.8 30.7 90.8 91.2: 9.2 8.8
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 : 32: 7 9 16 14 15 31 31:
Old : 32: 7 9 16 14 15 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 38.8 53.9 58.6 17.5 24.6 24.9 28.6
Old : 33.1 38.8 53.9 58.6 17.5 24.6 24.9 28.6
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, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,528: 1,615 869 0 3,614 4,495 5,229 5,363: 300 165
Old : 5,528: 1,615 869 0 3,614 4,495 5,229 5,363: 300 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -2,308: -652 -1,103 -473 -1,181 -574 -2,307 -2,150: -2 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 15.7 0.0 65.4 81.3 94.6 97.0: 5.4 3.0
Old : 100.0: 29.2 15.7 0.0 65.4 81.3 94.6 97.0: 5.4 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 : 24: 6 5 0 13 13 19 18:
Old : 24: 6 5 0 13 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 56.1 80.6 78.7 36.4 38.0 52.6 53.2
Old : 57.9 56.1 80.6 78.7 36.4 38.0 52.6 53.2
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, March 12, 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 : 68,917: 3,940 171 1,627 54,769 59,380 60,337 61,178: 8,580 7,739
Old : 68,917: 3,940 171 1,627 54,769 59,380 60,337 61,178: 8,580 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,052: 127 -12 -56 1,325 1,067 1,396 999: -343 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.2 2.4 79.5 86.2 87.6 88.8: 12.4 11.2
Old : 100.0: 5.7 0.2 2.4 79.5 86.2 87.6 88.8: 12.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 5 17 18 22 23:
Old : 23: 4 1 5 17 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 39.1 63.3 61.2 14.1 17.9 21.0 25.0
Old : 39.7 39.1 63.3 61.2 14.1 17.9 21.0 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,978: 3,045 9,318 7,425 13,428 8,708 23,898 25,452: 2,080 527
Old : 25,978: 3,045 9,318 7,425 13,428 8,708 23,898 25,452: 2,080 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 5,872: 583 1,590 2,013 2,665 2,046 5,261 5,649: 611 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.9 28.6 51.7 33.5 92.0 98.0: 8.0 2.0
Old : 100.0: 11.7 35.9 28.6 51.7 33.5 92.0 98.0: 8.0 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 : 23: 3 6 4 14 10 21 16:
Old : 23: 3 6 4 14 10 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 71.3 70.3 93.8 33.7 41.9 41.4 48.4
Old : 47.5 71.3 70.3 93.8 33.7 41.9 41.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 44,576: 30,331 2,682 3,341 7,809 37,582 41,482 43,606: 3,094 970
Old : 44,576: 30,331 2,682 3,341 7,809 37,582 41,482 43,606: 3,094 970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 6,283: 3,587 -163 1,270 1,433 5,548 6,289 6,654: -6 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 6.0 7.5 17.5 84.3 93.1 97.8: 6.9 2.2
Old : 100.0: 68.0 6.0 7.5 17.5 84.3 93.1 97.8: 6.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 105 29 16 25 38 141 78:
Old : 187: 105 29 16 25 38 141 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 : 27.6 35.2 41.0 52.8 22.6 34.5 35.0 48.6
Old : 27.6 35.2 41.0 52.8 22.6 34.5 35.0 48.6
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, March 12, 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 : 71,323: 44,477 4,957 3,081 15,469 60,765 63,027 68,802: 8,296 2,521
Old : 71,323: 44,477 4,957 3,081 15,469 60,765 63,027 68,802: 8,296 2,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 495: 379 999 482 -872 -1,093 -11 388: 506 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 7.0 4.3 21.7 85.2 88.4 96.5: 11.6 3.5
Old : 100.0: 62.4 7.0 4.3 21.7 85.2 88.4 96.5: 11.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 116 19 23 32 40 155 79:
Old : 190: 116 19 23 32 40 155 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 40.8 28.1 57.1 17.5 39.2 25.9 55.1
Old : 18.3 40.8 28.1 57.1 17.5 39.2 25.9 55.1
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, March 12, 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 : 337,312: 110,094 29,384 45,572 152,829 247,154 308,495 322,110: 28,817 15,202
Old : 337,312: 110,094 29,384 45,572 152,829 247,154 308,495 322,110: 28,817 15,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,906: -7,041 -1,234 -668 9,253 2,552 1,544 650: 362 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 8.7 13.5 45.3 73.3 91.5 95.5: 8.5 4.5
Old : 100.0: 32.6 8.7 13.5 45.3 73.3 91.5 95.5: 8.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 75 34 52 80 96 184 157:
Old : 216: 75 34 52 80 96 184 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.4 24.0 29.1 11.3 13.1 18.1 21.1
Old : 13.6 16.4 24.0 29.1 11.3 13.1 18.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 19,533: 8,755 0 540 8,047 16,239 17,342 16,779: 2,191 2,754
Old : 19,533: 8,755 0 540 8,047 16,239 17,342 16,779: 2,191 2,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -4,613: -3,941 0 -75 -312 -4,329 -4,328 -4,404: -285 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 0.0 2.8 41.2 83.1 88.8 85.9: 11.2 14.1
Old : 100.0: 44.8 0.0 2.8 41.2 83.1 88.8 85.9: 11.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 10 18 12 19:
Old : 20: 2 0 1 10 18 12 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 51.6 86.6 70.6 64.5 51.6 75.4 68.6
Old : 69.9 51.6 86.6 70.6 64.5 51.6 75.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 11,994: 4,603 5,145 2,162 5,059 4,687 11,824 11,994: 170 0
Old : 11,994: 4,603 5,145 2,162 5,059 4,687 11,824 11,994: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 825: 347 510 53 425 262 825 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 42.9 18.0 42.2 39.1 98.6 100.0: 1.4 0.0
Old : 100.0: 38.4 42.9 18.0 42.2 39.1 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 5 7 8 15 15:
Old : 20: 6 4 5 7 8 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 : 66.4 71.6 89.4 90.8 56.1 60.6 72.4 75.5
Old : 66.4 71.6 89.4 90.8 56.1 60.6 72.4 75.5
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, March 12, 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 : 8,556: 2,569 472 215 5,741 7,839 8,526 8,526: 30 30
Old : 8,556: 2,569 472 215 5,741 7,839 8,526 8,526: 30 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 577: 0 3 -3 580 577 577 577: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 5.5 2.5 67.1 91.6 99.6 99.6: 0.4 0.4
Old : 100.0: 30.0 5.5 2.5 67.1 91.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 1 9 13 14 14:
Old : 20: 4 1 1 9 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 72.2 91.7 92.1 59.3 62.1 68.3 68.9
Old : 70.1 72.2 91.7 92.1 59.3 62.1 68.3 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,775: 217 2,564 93 5,304 2,772 5,614 5,429: 161 346
Old : 5,775: 217 2,564 93 5,304 2,772 5,614 5,429: 161 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 133: 0 100 0 133 33 133 133: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 44.4 1.6 91.8 48.0 97.2 94.0: 2.8 6.0
Old : 100.0: 3.8 44.4 1.6 91.8 48.0 97.2 94.0: 2.8 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 : 29: 1 4 2 21 18 23 23:
Old : 29: 1 4 2 21 18 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 58.7 70.6 75.3 49.9 54.2 66.6 64.5
Old : 52.0 58.7 70.6 75.3 49.9 54.2 66.6 64.5
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, March 12, 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 : 46,649: 4,082 4,345 814 41,101 41,428 45,997 46,587: 652 62
Old : 46,649: 4,082 4,345 814 41,101 41,428 45,997 46,587: 652 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 4,531: -75 1,996 -150 4,756 2,817 4,531 4,663: 0 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.3 1.7 88.1 88.8 98.6 99.9: 1.4 0.1
Old : 100.0: 8.8 9.3 1.7 88.1 88.8 98.6 99.9: 1.4 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 : 59: 6 6 3 35 32 41 41:
Old : 59: 6 6 3 35 32 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 42.6 71.0 65.6 40.1 31.6 53.1 50.5
Old : 49.2 42.6 71.0 65.6 40.1 31.6 53.1 50.5
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, March 12, 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 : 24,104: 1,490 3,477 300 22,084 20,327 23,874 24,104: 230 0
Old : 24,104: 1,490 3,477 300 22,084 20,327 23,874 24,104: 230 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,251: 0 2,600 -191 2,307 -158 2,116 2,251: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 14.4 1.2 91.6 84.3 99.0 100.0: 1.0 0.0
Old : 100.0: 6.2 14.4 1.2 91.6 84.3 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 2 1 24 20 29 22:
Old : 34: 4 2 1 24 20 29 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 : 45.6 65.2 63.5 85.1 21.6 47.3 34.3 50.3
Old : 45.6 65.2 63.5 85.1 21.6 47.3 34.3 50.3
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, March 12, 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 : 13,484: 2,025 6,279 25 11,434 7,180 13,484 13,484: 0 0
Old : 13,484: 2,025 6,279 25 11,434 7,180 13,484 13,484: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 280: 25 -25 0 255 305 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 46.6 0.2 84.8 53.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.0 46.6 0.2 84.8 53.2 100.0 100.0: 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 : 46: 8 2 1 32 16 41 19:
Old : 46: 8 2 1 32 16 41 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 : 50.0 74.6 66.9 90.1 44.1 73.6 61.0 81.6
Old : 50.0 74.6 66.9 90.1 44.1 73.6 61.0 81.6
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, March 12, 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 : 6,300: 1,120 1,403 195 4,925 4,702 6,240 6,300: 60 0
Old : 6,300: 1,120 1,403 195 4,925 4,702 6,240 6,300: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 40: -46 0 0 86 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.3 3.1 78.2 74.6 99.0 100.0: 1.0 0.0
Old : 100.0: 17.8 22.3 3.1 78.2 74.6 99.0 100.0: 1.0 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 2 2 10 12 15 15:
Old : 22: 4 2 2 10 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 : 86.7 75.2 94.8 91.3 71.0 59.4 74.5 71.9
Old : 86.7 75.2 94.8 91.3 71.0 59.4 74.5 71.9
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, March 12, 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 : 44,078: 2,231 6,862 5,944 35,751 31,179 43,926 43,985: 152 93
Old : 44,078: 2,231 6,862 5,944 35,751 31,179 43,926 43,985: 152 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 209: 116 -13 -497 526 719 145 209: 64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.6 13.5 81.1 70.7 99.7 99.8: 0.3 0.2
Old : 100.0: 5.1 15.6 13.5 81.1 70.7 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 : 65: 8 9 12 41 39 56 55:
Old : 65: 8 9 12 41 39 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.0 53.7 53.1 29.9 25.2 39.2 37.0
Old : 33.1 35.0 53.7 53.1 29.9 25.2 39.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 7,042: 465 289 0 6,177 6,354 6,642 6,643: 400 399
Old : 7,042: 465 289 0 6,177 6,354 6,642 6,643: 400 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 31: 0 0 0 31 31 31 31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.1 0.0 87.7 90.2 94.3 94.3: 5.7 5.7
Old : 100.0: 6.6 4.1 0.0 87.7 90.2 94.3 94.3: 5.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 0 12 12 14 14:
Old : 20: 2 2 0 12 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 66.4 86.9 84.8 63.8 57.3 76.4 73.6
Old : 66.9 66.4 86.9 84.8 63.8 57.3 76.4 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 13,330: 1,677 604 429 11,074 12,067 13,180 13,100: 150 230
Old : 13,330: 1,677 604 429 11,074 12,067 13,180 13,100: 150 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 532: 62 -756 31 468 1,257 561 532: -29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 4.5 3.2 83.1 90.5 98.9 98.3: 1.1 1.7
Old : 100.0: 12.6 4.5 3.2 83.1 90.5 98.9 98.3: 1.1 1.7
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 : 43: 6 6 5 28 29 36 38:
Old : 43: 6 6 5 28 29 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 39.3 66.1 63.3 26.3 27.9 38.7 38.5
Old : 45.2 39.3 66.1 63.3 26.3 27.9 38.7 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 35,768: 4,505 709 1,081 27,701 29,626 33,287 31,416: 2,481 4,352
Old : 35,768: 4,505 709 1,081 27,701 29,626 33,287 31,416: 2,481 4,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 948: -296 0 275 673 611 652 886: 296 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.0 3.0 77.4 82.8 93.1 87.8: 6.9 12.2
Old : 100.0: 12.6 2.0 3.0 77.4 82.8 93.1 87.8: 6.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 1 2 19 24 24 27:
Old : 33: 5 1 2 19 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 37.7 68.5 55.8 39.7 37.0 53.3 52.9
Old : 47.4 37.7 68.5 55.8 39.7 37.0 53.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013