GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 34,410: 4,224 1,813 1,539 28,148 30,990 33,911 34,342: 499 68
Old : 34,410: 4,224 1,813 1,539 28,148 30,990 33,911 34,342: 499 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -10,450: -153 -2,011 -1,009 -9,265 -7,455 -10,427 -10,475: -23 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.3 4.5 81.8 90.1 98.5 99.8: 1.5 0.2
Old : 100.0: 12.3 5.3 4.5 81.8 90.1 98.5 99.8: 1.5 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 : 55: 1 5 2 34 42 36 48:
Old : 55: 1 5 2 34 42 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 39.5 72.0 58.8 43.2 29.2 51.5 38.5
Old : 56.4 39.5 72.0 58.8 43.2 29.2 51.5 38.5
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,509: 133 0 4 14,265 14,405 14,402 14,409: 107 100
Old : 14,509: 133 0 4 14,265 14,405 14,402 14,409: 107 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,028: 60 -220 -295 -2,769 -2,511 -3,004 -3,026: -24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 98.3 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.9 0.0 0.0 98.3 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 : 29: 1 0 1 19 23 20 24:
Old : 29: 1 0 1 19 23 20 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 : 68.0 60.9 82.6 75.4 56.4 43.2 60.7 52.4
Old : 68.0 60.9 82.6 75.4 56.4 43.2 60.7 52.4
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,516: 622 815 648 9,025 8,887 10,295 10,350: 1,221 1,166
Old : 11,516: 622 815 648 9,025 8,887 10,295 10,350: 1,221 1,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -761: -166 107 -86 -369 -682 -621 -661: -140 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.1 5.6 78.4 77.2 89.4 89.9: 10.6 10.1
Old : 100.0: 5.4 7.1 5.6 78.4 77.2 89.4 89.9: 10.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 5 29 28 35 34:
Old : 39: 2 3 5 29 28 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 34.4 53.7 53.8 16.3 12.6 21.0 20.1
Old : 31.7 34.4 53.7 53.8 16.3 12.6 21.0 20.1
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,960: 569 139 544 5,277 5,687 6,390 6,370: 570 590
Old : 6,960: 569 139 544 5,277 5,687 6,390 6,370: 570 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,231: 93 -46 -297 -1,959 -1,818 -2,163 -2,161: -68 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.0 7.8 75.8 81.7 91.8 91.5: 8.2 8.5
Old : 100.0: 8.2 2.0 7.8 75.8 81.7 91.8 91.5: 8.2 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 : 55: 6 3 6 35 41 44 48:
Old : 55: 6 3 6 35 41 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 30.0 44.9 45.5 18.6 24.2 28.5 32.6
Old : 27.9 30.0 44.9 45.5 18.6 24.2 28.5 32.6
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, June 4, 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 : 2,492: 0 386 67 1,731 1,514 1,798 1,967: 694 525
Old : 2,492: 0 386 67 1,731 1,514 1,798 1,967: 694 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -629: -106 -104 0 -532 -679 -638 -783: 9 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.5 2.7 69.5 60.8 72.2 78.9: 27.8 21.1
Old : 100.0: 0.0 15.5 2.7 69.5 60.8 72.2 78.9: 27.8 21.1
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 : 21: 0 2 1 15 17 16 19:
Old : 21: 0 2 1 15 17 16 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 : 32.8 42.5 51.0 65.8 19.5 33.4 33.1 43.9
Old : 32.8 42.5 51.0 65.8 19.5 33.4 33.1 43.9
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, June 4, 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 : 2,997: 10 46 33 2,450 2,463 2,493 2,542: 504 455
Old : 2,997: 10 46 33 2,450 2,463 2,493 2,542: 504 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -607: -35 -8 0 -670 -610 -705 -618: 98 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.5 1.1 81.7 82.2 83.2 84.8: 16.8 15.2
Old : 100.0: 0.3 1.5 1.1 81.7 82.2 83.2 84.8: 16.8 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 : 25: 1 1 2 19 19 21 21:
Old : 25: 1 1 2 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 47.1 61.5 64.0 20.0 26.8 28.7 32.9
Old : 43.7 47.1 61.5 64.0 20.0 26.8 28.7 32.9
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, June 4, 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 : 4,545: 351 25 156 3,538 3,891 4,045 4,072: 500 473
Old : 4,545: 351 25 156 3,538 3,891 4,045 4,072: 500 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,472: -19 0 -29 -1,279 -1,483 -1,327 -1,512: -145 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.6 3.4 77.8 85.6 89.0 89.6: 11.0 10.4
Old : 100.0: 7.7 0.6 3.4 77.8 85.6 89.0 89.6: 11.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 4 25 28 29 33:
Old : 41: 4 1 4 25 28 29 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 : 43.9 36.0 60.8 55.2 42.7 35.4 53.8 53.3
Old : 43.9 36.0 60.8 55.2 42.7 35.4 53.8 53.3
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, June 4, 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 : 9,024: 25 0 150 8,764 8,859 8,939 9,009: 85 15
Old : 9,024: 25 0 150 8,764 8,859 8,939 9,009: 85 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,001: -515 -2,821 150 -1,611 670 -1,976 -2,001: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.7 97.1 98.2 99.1 99.8: 0.9 0.2
Old : 100.0: 0.3 0.0 1.7 97.1 98.2 99.1 99.8: 0.9 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 : 26: 1 0 1 20 16 21 17:
Old : 26: 1 0 1 20 16 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 : 56.0 80.1 78.6 91.0 50.0 80.1 69.1 83.4
Old : 56.0 80.1 78.6 91.0 50.0 80.1 69.1 83.4
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, June 4, 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 : 10,166: 195 416 728 8,776 8,932 9,699 10,076: 467 90
Old : 10,166: 195 416 728 8,776 8,932 9,699 10,076: 467 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,016: 195 -444 89 -1,325 -623 -1,041 -978: 25 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.1 7.2 86.3 87.9 95.4 99.1: 4.6 0.9
Old : 100.0: 1.9 4.1 7.2 86.3 87.9 95.4 99.1: 4.6 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 : 29: 1 4 3 19 23 22 28:
Old : 29: 1 4 3 19 23 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 40.5 74.2 66.2 43.2 34.1 50.6 47.9
Old : 55.2 40.5 74.2 66.2 43.2 34.1 50.6 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,464: 310 580 0 1,035 721 1,345 1,301: 119 163
Old : 1,464: 310 580 0 1,035 721 1,345 1,301: 119 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -393: 10 -80 0 -396 -318 -386 -398: -7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 39.6 0.0 70.7 49.2 91.9 88.9: 8.1 11.1
Old : 100.0: 21.2 39.6 0.0 70.7 49.2 91.9 88.9: 8.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 4 0 12 11 17 15:
Old : 27: 5 4 0 12 11 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 : 47.1 62.4 69.4 76.4 46.5 62.0 67.5 75.7
Old : 47.1 62.4 69.4 76.4 46.5 62.0 67.5 75.7
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, June 4, 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 : 27,436: 2,057 4,236 1,033 24,346 22,167 27,436 27,436: 0 0
Old : 27,436: 2,057 4,236 1,033 24,346 22,167 27,436 27,436: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,704: -345 -633 -270 -5,089 -4,801 -5,704 -5,704: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.4 3.8 88.7 80.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 15.4 3.8 88.7 80.8 100.0 100.0: 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 : 35: 1 1 1 32 18 33 20:
Old : 35: 1 1 1 32 18 33 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 : 43.4 77.2 60.7 94.8 32.0 68.5 48.0 74.1
Old : 43.4 77.2 60.7 94.8 32.0 68.5 48.0 74.1
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, June 4, 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 : 309,683: 35,430 65,950 52,374 187,705 157,798 275,510 276,122: 34,173 33,561
Old : 309,683: 35,430 65,950 52,374 187,705 157,798 275,510 276,122: 34,173 33,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -4,592: -6,124 -3,600 -10,025 15,915 10,439 -234 -3,186: -4,358 -1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 21.3 16.9 60.6 51.0 89.0 89.2: 11.0 10.8
Old : 100.0: 11.4 21.3 16.9 60.6 51.0 89.0 89.2: 11.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 30 47 49 68 70 133 138:
Old : 163: 30 47 49 68 70 133 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.8 29.1 25.9 12.3 9.2 20.1 13.8
Old : 18.2 14.8 29.1 25.9 12.3 9.2 20.1 13.8
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, June 4, 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 : 1,499,323: 346,263 408,265 604,838 469,966 444,808 1,421,066 1,457,910: 78,257 41,413
Old : 1,499,323: 346,263 408,265 604,838 469,966 444,808 1,421,066 1,457,910: 78,257 41,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -33,818: -111 168 -31,210 -1,192 1,224 -32,513 -29,817: -1,306 -4,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.2 40.3 31.3 29.7 94.8 97.2: 5.2 2.8
Old : 100.0: 23.1 27.2 40.3 31.3 29.7 94.8 97.2: 5.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 137 87 161 70 69 284 257:
Old : 315: 137 87 161 70 69 284 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.5 30.0 37.8 9.0 14.5 14.3 22.9
Old : 18.3 24.5 30.0 37.8 9.0 14.5 14.3 22.9
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, June 4, 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 : 1,428,609: 111,035 41,493 491,147 822,434 894,429 1,424,616 1,427,070: 3,992 1,539
Old : 1,428,609: 111,035 41,493 491,147 822,434 894,429 1,424,616 1,427,070: 3,992 1,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -48,677: 1,882 6,980 -30,341 -20,124 -25,248 -48,583 -48,608: -95 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.9 34.4 57.6 62.6 99.7 99.9: 0.3 0.1
Old : 100.0: 7.8 2.9 34.4 57.6 62.6 99.7 99.9: 0.3 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 : 139: 44 29 63 65 58 137 122:
Old : 139: 44 29 63 65 58 137 122:
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 : 36.3 33.6 55.3 54.4 6.3 4.2 8.4 6.5
Old : 36.3 33.6 55.3 54.4 6.3 4.2 8.4 6.5
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, June 4, 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 : 375,684: 115,201 88,047 93,910 159,711 188,208 368,821 370,165: 6,863 5,519
Old : 375,684: 115,201 88,047 93,910 159,711 188,208 368,821 370,165: 6,863 5,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,752: 4,623 -1,520 -1,962 -6,313 -1,700 -3,651 -5,182: -2,101 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 23.4 25.0 42.5 50.1 98.2 98.5: 1.8 1.5
Old : 100.0: 30.7 23.4 25.0 42.5 50.1 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 13 23 31 34 59 58:
Old : 63: 14 13 23 31 34 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 39.0 53.5 58.0 25.6 21.0 35.1 28.5
Old : 32.5 39.0 53.5 58.0 25.6 21.0 35.1 28.5
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, June 4, 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 : 86,695: 25,083 17,369 45,288 15,933 23,741 86,304 86,398: 391 296
Old : 86,695: 25,083 17,369 45,288 15,933 23,741 86,304 86,398: 391 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -4,317: -3,318 -1,019 -769 -99 -2,412 -4,186 -4,200: -132 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 20.0 52.2 18.4 27.4 99.5 99.7: 0.5 0.3
Old : 100.0: 28.9 20.0 52.2 18.4 27.4 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 15 23 15 19 38 44:
Old : 45: 10 15 23 15 19 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 39.8 73.3 57.5 28.2 17.2 31.2 23.1
Old : 60.2 39.8 73.3 57.5 28.2 17.2 31.2 23.1
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, June 4, 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 : 2,812,269: 935,742 51,791 830,232 1,010,263 1,910,000 2,776,237 2,792,023: 36,032 20,246
Old : 2,812,269: 935,742 51,791 830,232 1,010,263 1,910,000 2,776,237 2,792,023: 36,032 20,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -109,655: -29,278 12,098 -34,107 -48,359 -82,746 -111,744 -104,755: 2,089 -4,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 1.8 29.5 35.9 67.9 98.7 99.3: 1.3 0.7
Old : 100.0: 33.3 1.8 29.5 35.9 67.9 98.7 99.3: 1.3 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 : 151: 41 14 50 84 80 141 133:
Old : 151: 41 14 50 84 80 141 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 30.6 43.7 45.1 15.8 17.9 23.9 27.1
Old : 29.8 30.6 43.7 45.1 15.8 17.9 23.9 27.1
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, June 4, 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 : 1,006,460: 46,010 200,317 238,934 717,063 562,335 1,002,007 1,001,586: 4,453 4,874
Old : 1,006,460: 46,010 200,317 238,934 717,063 562,335 1,002,007 1,001,586: 4,453 4,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -141,070: -37,796 2,831 -49,755 -53,980 -92,634 -141,531 -139,558: 461 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 19.9 23.7 71.2 55.9 99.6 99.5: 0.4 0.5
Old : 100.0: 4.6 19.9 23.7 71.2 55.9 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 20 26 31 40 40 79 78:
Old : 87: 20 26 31 40 40 79 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 : 28.4 35.5 46.1 56.5 12.5 22.5 20.2 28.2
Old : 28.4 35.5 46.1 56.5 12.5 22.5 20.2 28.2
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, June 4, 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 : 6,835: 2,585 730 445 3,490 5,335 6,520 6,510: 315 325
Old : 6,835: 2,585 730 445 3,490 5,335 6,520 6,510: 315 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -855: -160 270 -145 -610 -1,130 -915 -1,005: 60 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 10.7 6.5 51.1 78.1 95.4 95.2: 4.6 4.8
Old : 100.0: 37.8 10.7 6.5 51.1 78.1 95.4 95.2: 4.6 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 : 22: 4 2 3 13 12 19 15:
Old : 22: 4 2 3 13 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 47.7 74.2 75.6 47.9 43.8 63.4 66.7
Old : 55.7 47.7 74.2 75.6 47.9 43.8 63.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 TONS) :
: : :
All : 13,183: 1,597 714 1,830 9,554 10,568 12,981 13,112: 202 71
Old : 13,183: 1,597 714 1,830 9,554 10,568 12,981 13,112: 202 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 380: -355 -22 87 642 334 374 399: 7 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.4 13.9 72.5 80.2 98.5 99.5: 1.5 0.5
Old : 100.0: 12.1 5.4 13.9 72.5 80.2 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 14 16 17 18:
Old : 20: 1 2 2 14 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 52.8 87.0 75.6 27.2 22.6 34.2 32.5
Old : 60.8 52.8 87.0 75.6 27.2 22.6 34.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 57,136: 14,797 15,688 15,913 25,785 25,061 56,495 56,662: 641 474
Old : 57,136: 14,797 15,688 15,913 25,785 25,061 56,495 56,662: 641 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 865: 775 2,767 -1,129 1,050 -875 696 763: 169 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 27.5 27.9 45.1 43.9 98.9 99.2: 1.1 0.8
Old : 100.0: 25.9 27.5 27.9 45.1 43.9 98.9 99.2: 1.1 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 : 51: 15 17 27 19 17 48 47:
Old : 51: 15 17 27 19 17 48 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 : 38.0 35.5 60.1 57.2 34.1 24.8 46.3 38.7
Old : 38.0 35.5 60.1 57.2 34.1 24.8 46.3 38.7
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, June 4, 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 : 19,226: 6,067 6,815 4,439 8,455 7,522 18,961 18,776: 265 450
Old : 19,226: 6,067 6,815 4,439 8,455 7,522 18,961 18,776: 265 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,080: 125 195 -545 -725 -930 -1,145 -1,280: 65 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 35.4 23.1 44.0 39.1 98.6 97.7: 1.4 2.3
Old : 100.0: 31.6 35.4 23.1 44.0 39.1 98.6 97.7: 1.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 19 20 10 10 31 34:
Old : 37: 6 19 20 10 10 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 39.8 79.0 59.8 52.1 36.1 64.6 47.6
Old : 59.5 39.8 79.0 59.8 52.1 36.1 64.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 CUBIC METERS) :
: : :
All : 2,142: 110 480 30 1,715 1,551 1,855 2,061: 287 81
Old : 2,142: 110 480 30 1,715 1,551 1,855 2,061: 287 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -336: -30 -240 10 -271 -100 -291 -330: -45 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 22.4 1.4 80.1 72.4 86.6 96.2: 13.4 3.8
Old : 100.0: 5.1 22.4 1.4 80.1 72.4 86.6 96.2: 13.4 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 : 20: 2 3 1 11 10 14 14:
Old : 20: 2 3 1 11 10 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 : 60.0 46.3 76.4 75.2 38.4 34.1 46.9 54.7
Old : 60.0 46.3 76.4 75.2 38.4 34.1 46.9 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 32,715: 3,463 972 2,510 26,239 28,944 32,212 32,426: 503 289
Old : 32,715: 3,463 972 2,510 26,239 28,944 32,212 32,426: 503 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,343: 166 -307 -361 -5,242 -4,673 -5,438 -5,341: 94 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.0 7.7 80.2 88.5 98.5 99.1: 1.5 0.9
Old : 100.0: 10.6 3.0 7.7 80.2 88.5 98.5 99.1: 1.5 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 : 69: 12 6 9 35 45 51 58:
Old : 69: 12 6 9 35 45 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 27.8 56.5 50.9 25.5 21.6 34.4 28.7
Old : 36.3 27.8 56.5 50.9 25.5 21.6 34.4 28.7
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, June 4, 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 : 2,421: 0 220 106 1,711 1,515 1,817 1,841: 604 580
Old : 2,421: 0 220 106 1,711 1,515 1,817 1,841: 604 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -371: -35 85 -77 -163 -271 -275 -263: -96 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 4.4 70.7 62.6 75.1 76.0: 24.9 24.0
Old : 100.0: 0.0 9.1 4.4 70.7 62.6 75.1 76.0: 24.9 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 3 21 15 24 18:
Old : 25: 0 3 3 21 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 35.7 52.9 55.5 35.4 31.5 43.3 40.7
Old : 36.5 35.7 52.9 55.5 35.4 31.5 43.3 40.7
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, June 4, 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 : 1,391: 116 138 13 853 812 982 963: 409 428
Old : 1,391: 116 138 13 853 812 982 963: 409 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -545: -138 -39 -20 -243 -417 -401 -476: -144 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.9 0.9 61.3 58.4 70.6 69.2: 29.4 30.8
Old : 100.0: 8.3 9.9 0.9 61.3 58.4 70.6 69.2: 29.4 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 2 16 15 19 20:
Old : 25: 3 3 2 16 15 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 : 27.2 24.9 45.1 44.1 21.1 21.2 31.2 33.5
Old : 27.2 24.9 45.1 44.1 21.1 21.2 31.2 33.5
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, June 4, 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 : 1,702: 441 306 50 762 1,206 1,253 1,562: 449 140
Old : 1,702: 441 306 50 762 1,206 1,253 1,562: 449 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -690: -64 62 20 -656 -723 -700 -641: 10 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.0 2.9 44.8 70.9 73.6 91.8: 26.4 8.2
Old : 100.0: 25.9 18.0 2.9 44.8 70.9 73.6 91.8: 26.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 4 2 15 18 19 23:
Old : 29: 3 4 2 15 18 19 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 : 43.9 38.5 59.0 55.5 33.5 34.5 42.6 49.9
Old : 43.9 38.5 59.0 55.5 33.5 34.5 42.6 49.9
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, June 4, 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 : 83,104: 2,335 1,292 4,849 73,891 74,851 81,075 80,993: 2,029 2,111
Old : 83,104: 2,335 1,292 4,849 73,891 74,851 81,075 80,993: 2,029 2,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,302: -423 -117 -35 -4,123 -5,105 -4,581 -5,256: -722 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.6 5.8 88.9 90.1 97.6 97.5: 2.4 2.5
Old : 100.0: 2.8 1.6 5.8 88.9 90.1 97.6 97.5: 2.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 4 28 30 33 34:
Old : 37: 3 2 4 28 30 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 50.7 67.2 70.2 28.8 30.8 36.7 38.9
Old : 44.1 50.7 67.2 70.2 28.8 30.8 36.7 38.9
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,766: 2,059 0 820 8,989 11,472 11,868 12,292: 898 474
Old : 12,766: 2,059 0 820 8,989 11,472 11,868 12,292: 898 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -976: 161 0 -110 -968 -808 -916 -918: -60 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.0 6.4 70.4 89.9 93.0 96.3: 7.0 3.7
Old : 100.0: 16.1 0.0 6.4 70.4 89.9 93.0 96.3: 7.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 62.7 61.2 82.5 32.8 50.2 46.2 55.7
Old : 38.6 62.7 61.2 82.5 32.8 50.2 46.2 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 5,668: 0 1,036 0 4,863 3,781 4,863 4,817: 805 851
Old : 5,668: 0 1,036 0 4,863 3,781 4,863 4,817: 805 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -396: 0 -74 0 -278 -228 -278 -302: -118 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.3 0.0 85.8 66.7 85.8 85.0: 14.2 15.0
Old : 100.0: 0.0 18.3 0.0 85.8 66.7 85.8 85.0: 14.2 15.0
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: 0 2 0 17 13 17 15:
Old : 20: 0 2 0 17 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 46.5 73.6 66.4 40.5 41.7 55.5 53.1
Old : 52.3 46.5 73.6 66.4 40.5 41.7 55.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 10,171: 1,376 826 1,036 7,091 7,863 9,503 9,725: 668 446
Old : 10,171: 1,376 826 1,036 7,091 7,863 9,503 9,725: 668 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -639: 14 118 -192 -457 -533 -635 -607: -4 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.1 10.2 69.7 77.3 93.4 95.6: 6.6 4.4
Old : 100.0: 13.5 8.1 10.2 69.7 77.3 93.4 95.6: 6.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 18 17 20 20:
Old : 26: 1 2 2 18 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.2 67.1 67.4 33.6 32.4 50.5 54.4
Old : 44.2 41.2 67.1 67.4 33.6 32.4 50.5 54.4
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, June 4, 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 : 15,789: 210 524 1,366 12,404 12,973 13,980 14,863: 1,809 926
Old : 15,789: 210 524 1,366 12,404 12,973 13,980 14,863: 1,809 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -867: -30 4 -24 -784 -836 -838 -856: -29 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.3 8.7 78.6 82.2 88.5 94.1: 11.5 5.9
Old : 100.0: 1.3 3.3 8.7 78.6 82.2 88.5 94.1: 11.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 21 22 24 24:
Old : 29: 1 2 2 21 22 24 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 : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
Old : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
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, June 4, 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 : 36,467: 40 0 0 36,427 36,467 36,467 36,467: 0 0
Old : 36,467: 40 0 0 36,427 36,467 36,467 36,467: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,595: -44 0 0 -3,551 -3,595 -3,595 -3,595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 19 15 20 15:
Old : 30: 1 0 0 19 15 20 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 : 56.3 76.8 78.4 93.6 56.3 72.1 78.4 88.9
Old : 56.3 76.8 78.4 93.6 56.3 72.1 78.4 88.9
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, June 4, 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 : 644,746: 0 0 0 644,746 644,746 644,746 644,746: 0 0
Old : 644,746: 0 0 0 644,746 644,746 644,746 644,746: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -41,944: 0 0 0 -41,944 -41,944 -41,944 -41,944: 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 : 25: 0 0 0 21 14 21 14:
Old : 25: 0 0 0 21 14 21 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 : 51.6 85.7 77.2 97.4 50.9 81.8 76.5 90.5
Old : 51.6 85.7 77.2 97.4 50.9 81.8 76.5 90.5
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, June 4, 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 : 47,007: 0 0 0 46,497 47,007 46,497 47,007: 510 0
Old : 47,007: 0 0 0 46,497 47,007 46,497 47,007: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,870: 0 0 0 -4,125 -3,848 -4,125 -3,848: 255 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 13 17 13 17:
Old : 23: 0 0 0 13 17 13 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 : 75.3 48.0 92.9 77.4 70.5 48.0 82.3 74.2
Old : 75.3 48.0 92.9 77.4 70.5 48.0 82.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 705,812: 0 0 0 705,812 705,812 705,812 705,812: 0 0
Old : 705,812: 0 0 0 705,812 705,812 705,812 705,812: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -58,800: 0 0 0 -58,800 -58,800 -58,800 -58,800: 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 : 24: 0 0 0 17 14 17 14:
Old : 24: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 51.9 90.6 81.6 76.8 45.0 83.9 71.9
Old : 76.8 51.9 90.6 81.6 76.8 45.0 83.9 71.9
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, June 4, 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 : 59,860: 7,425 1,445 0 44,500 58,415 51,925 59,860: 7,935 0
Old : 59,860: 7,425 1,445 0 44,500 58,415 51,925 59,860: 7,935 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 8,298: 2,120 -110 -1,280 -222 9,688 618 8,298: 7,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.4 0.0 74.3 97.6 86.7 100.0: 13.3 0.0
Old : 100.0: 12.4 2.4 0.0 74.3 97.6 86.7 100.0: 13.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 0 23 19 24 21:
Old : 33: 1 2 0 23 19 24 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 : 40.2 54.6 62.0 75.8 36.8 51.9 55.9 71.5
Old : 40.2 54.6 62.0 75.8 36.8 51.9 55.9 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,334,116: 145,966 367,310 5,781 1,182,369 961,025 1,334,116 1,334,116: 0 0
Old : 1,334,116: 145,966 367,310 5,781 1,182,369 961,025 1,334,116 1,334,116: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 104,374: 138,352 130,120 0 -33,978 -25,746 104,374 104,374: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 27.5 0.4 88.6 72.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 27.5 0.4 88.6 72.0 100.0 100.0: 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 : 39: 2 4 1 25 23 27 28:
Old : 39: 2 4 1 25 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 49.5 73.7 71.5 46.9 49.1 70.1 68.8
Old : 49.2 49.5 73.7 71.5 46.9 49.1 70.1 68.8
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, June 4, 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 : 24,478: 0 3,286 0 24,458 20,705 24,458 23,991: 20 487
Old : 24,478: 0 3,286 0 24,458 20,705 24,458 23,991: 20 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,977: 0 -110 0 -3,997 -3,823 -3,997 -3,933: 20 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 0.0 99.9 84.6 99.9 98.0: 0.1 2.0
Old : 100.0: 0.0 13.4 0.0 99.9 84.6 99.9 98.0: 0.1 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 : 20: 0 2 0 13 9 13 11:
Old : 20: 0 2 0 13 9 13 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 : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
Old : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
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, June 4, 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 : 38,275: 126 8,851 0 37,894 29,424 38,020 38,275: 255 0
Old : 38,275: 126 8,851 0 37,894 29,424 38,020 38,275: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 3,139: 0 2,596 0 3,139 543 3,139 3,139: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 23.1 0.0 99.0 76.9 99.3 100.0: 0.7 0.0
Old : 100.0: 0.3 23.1 0.0 99.0 76.9 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 15 16 16 17:
Old : 26: 1 1 0 15 16 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 : 59.7 72.5 86.0 91.0 53.9 52.8 69.8 69.6
Old : 59.7 72.5 86.0 91.0 53.9 52.8 69.8 69.6
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, June 4, 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 : 38,256: 4,311 7,687 5,144 28,801 25,425 38,256 38,256: 0 0
Old : 38,256: 4,311 7,687 5,144 28,801 25,425 38,256 38,256: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 5,434: -301 7,687 -73 5,918 -2,180 5,544 5,434: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.1 13.4 75.3 66.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 20.1 13.4 75.3 66.5 100.0 100.0: 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 : 26: 3 1 4 16 14 20 18:
Old : 26: 3 1 4 16 14 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 : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
Old : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 24,037: 0 940 592 22,636 22,206 23,228 23,738: 809 299
Old : 24,037: 0 940 592 22,636 22,206 23,228 23,738: 809 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -36: 0 88 -88 52 -36 -36 -36: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 2.5 94.2 92.4 96.6 98.8: 3.4 1.2
Old : 100.0: 0.0 3.9 2.5 94.2 92.4 96.6 98.8: 3.4 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 : 23: 0 1 1 15 16 16 17:
Old : 23: 0 1 1 15 16 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 : 54.2 56.8 78.7 82.9 47.1 54.7 66.0 70.4
Old : 54.2 56.8 78.7 82.9 47.1 54.7 66.0 70.4
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,125: 0 1,040 0 32,977 32,085 32,977 33,125: 148 0
Old : 33,125: 0 1,040 0 32,977 32,085 32,977 33,125: 148 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,657: 0 -10 0 -2,635 -2,647 -2,635 -2,657: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 99.6 96.9 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 3.1 0.0 99.6 96.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 21 20 21 21:
Old : 29: 0 1 0 21 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 63.3 79.1 84.3 42.8 46.5 63.9 61.2
Old : 49.3 63.3 79.1 84.3 42.8 46.5 63.9 61.2
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, June 4, 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 : 438,725: 28,625 0 29,032 381,068 409,693 438,725 438,725: 0 0
Old : 438,725: 28,625 0 29,032 381,068 409,693 438,725 438,725: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -39,592: -3,920 0 0 -35,672 -39,592 -39,592 -39,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 6.6 86.9 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 0.0 6.6 86.9 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 15 14 17 16:
Old : 24: 2 0 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 64.8 78.0 84.9 41.0 47.1 53.4 58.8
Old : 57.8 64.8 78.0 84.9 41.0 47.1 53.4 58.8
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, June 4, 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 : 889,282: 0 69,753 23,320 865,962 796,209 889,282 889,282: 0 0
Old : 889,282: 0 69,753 23,320 865,962 796,209 889,282 889,282: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -36,689: 0 -12,902 0 -36,689 -23,787 -36,689 -36,689: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 2.6 97.4 89.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.8 2.6 97.4 89.5 100.0 100.0: 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 : 27: 0 1 1 18 20 19 21:
Old : 27: 0 1 1 18 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 53.6 77.3 78.2 31.6 27.7 43.9 42.2
Old : 52.4 53.6 77.3 78.2 31.6 27.7 43.9 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,022,799: 314,543 341,462 4,738 703,518 676,599 1,022,799 1,022,799: 0 0
Old : 1,022,799: 314,543 341,462 4,738 703,518 676,599 1,022,799 1,022,799: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 102,208: 127,376 142,664 -2,744 -22,424 -37,712 102,208 102,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 33.4 0.5 68.8 66.2 100.0 100.0: 0.0 0.0
Old : 100.0: 30.8 33.4 0.5 68.8 66.2 100.0 100.0: 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 : 27: 4 1 1 16 15 21 16:
Old : 27: 4 1 1 16 15 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 : 61.5 66.8 81.9 87.7 61.5 62.2 79.3 77.9
Old : 61.5 66.8 81.9 87.7 61.5 62.2 79.3 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 269,270: 48,516 0 0 220,754 269,270 269,270 269,270: 0 0
Old : 269,270: 48,516 0 0 220,754 269,270 269,270 269,270: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 22,544: 42,488 0 -9,360 -10,584 31,904 22,544 22,544: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 0.0 82.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 18.0 0.0 0.0 82.0 100.0 100.0 100.0: 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 : 20: 1 0 0 12 14 13 14:
Old : 20: 1 0 0 12 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 70.2 91.0 92.7 59.8 64.9 79.5 78.4
Old : 59.8 70.2 91.0 92.7 59.8 64.9 79.5 78.4
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, June 4, 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 : 324,932: 0 48,615 0 324,932 276,317 324,932 324,932: 0 0
Old : 324,932: 0 48,615 0 324,932 276,317 324,932 324,932: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -20,288: 0 -12,152 0 -20,288 -8,136 -20,288 -20,288: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.0 0.0 100.0 85.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.0 0.0 100.0 85.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 0 18 20 18 22:
Old : 31: 0 2 0 18 20 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 41.2 69.6 66.4 32.6 33.0 48.7 47.7
Old : 41.8 41.2 69.6 66.4 32.6 33.0 48.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatts Per Hour) :
: : :
All : 399,352: 0 13,840 0 399,352 385,512 399,352 399,352: 0 0
Old : 399,352: 0 13,840 0 399,352 385,512 399,352 399,352: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 47,280: 0 0 0 47,280 47,280 47,280 47,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 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 : 21: 0 1 0 14 12 14 13:
Old : 21: 0 1 0 14 12 14 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 : 67.9 67.0 88.7 89.7 44.7 54.4 65.0 68.7
Old : 67.9 67.0 88.7 89.7 44.7 54.4 65.0 68.7
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, June 4, 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 : 4,856: 176 0 147 4,524 4,697 4,847 4,844: 8 12
Old : 4,856: 176 0 147 4,524 4,697 4,847 4,844: 8 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -104: 24 -16 -9 -121 -76 -106 -101: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 3.0 93.2 96.7 99.8 99.8: 0.2 0.2
Old : 100.0: 3.6 0.0 3.0 93.2 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: 3 0 3 18 19 21 22:
Old : 23: 3 0 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 : 57.7 54.5 80.4 78.3 42.9 47.0 54.4 56.7
Old : 57.7 54.5 80.4 78.3 42.9 47.0 54.4 56.7
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, June 4, 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 : 26,417: 933 0 120 24,724 25,881 25,777 26,001: 640 416
Old : 26,417: 933 0 120 24,724 25,881 25,777 26,001: 640 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 302: 91 0 -85 248 377 254 292: 48 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.5 93.6 98.0 97.6 98.4: 2.4 1.6
Old : 100.0: 3.5 0.0 0.5 93.6 98.0 97.6 98.4: 2.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 0 1 39 38 42 39:
Old : 47: 2 0 1 39 38 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 39.6 62.9 64.0 44.0 34.5 55.6 50.2
Old : 45.5 39.6 62.9 64.0 44.0 34.5 55.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,706: 2,365 0 0 5,241 7,556 7,606 7,556: 100 150
Old : 7,706: 2,365 0 0 5,241 7,556 7,606 7,556: 100 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 375: 545 0 0 -200 316 345 316: 30 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 0.0 0.0 68.0 98.1 98.7 98.1: 1.3 1.9
Old : 100.0: 30.7 0.0 0.0 68.0 98.1 98.7 98.1: 1.3 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 : 22: 1 0 0 15 20 16 20:
Old : 22: 1 0 0 15 20 16 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 : 64.2 48.7 90.0 72.3 55.9 31.7 62.7 53.0
Old : 64.2 48.7 90.0 72.3 55.9 31.7 62.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 10,447: 310 818 4 9,810 9,230 10,124 10,052: 323 395
Old : 10,447: 310 818 4 9,810 9,230 10,124 10,052: 323 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,512: -35 -110 0 -1,437 -1,288 -1,472 -1,398: -40 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 7.8 0.0 93.9 88.4 96.9 96.2: 3.1 3.8
Old : 100.0: 3.0 7.8 0.0 93.9 88.4 96.9 96.2: 3.1 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 : 29: 1 3 1 23 21 25 24:
Old : 29: 1 3 1 23 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 60.8 73.1 77.9 57.2 53.0 68.8 64.3
Old : 59.9 60.8 73.1 77.9 57.2 53.0 68.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 8,757: 1,010 38 277 7,095 8,122 8,382 8,437: 375 320
Old : 8,757: 1,010 38 277 7,095 8,122 8,382 8,437: 375 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,064: -277 15 -113 -638 -925 -1,028 -1,023: -36 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.4 3.2 81.0 92.7 95.7 96.3: 4.3 3.7
Old : 100.0: 11.5 0.4 3.2 81.0 92.7 95.7 96.3: 4.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 16 17 19 19:
Old : 25: 2 1 2 16 17 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 : 68.1 63.0 83.7 78.6 68.1 62.7 80.5 75.8
Old : 68.1 63.0 83.7 78.6 68.1 62.7 80.5 75.8
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, June 4, 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 : 2,455,320: 392,183 104,907 944,248 1,024,626 1,302,673 2,361,057 2,351,829: 94,263 103,491
Old : 2,455,320: 392,183 104,907 944,248 1,024,626 1,302,673 2,361,057 2,351,829: 94,263 103,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 4,537: -1,687 -3,453 15,529 -7,097 -14,416 6,746 -2,340: -2,208 6,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.3 38.5 41.7 53.1 96.2 95.8: 3.8 4.2
Old : 100.0: 16.0 4.3 38.5 41.7 53.1 96.2 95.8: 3.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 153 100 202 96 110 340 336:
Old : 383: 153 100 202 96 110 340 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.4 24.1 24.1 7.5 8.4 12.7 12.8
Old : 15.2 14.4 24.1 24.1 7.5 8.4 12.7 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 104,155: 7,383 25,379 23,713 72,104 53,518 103,200 102,610: 955 1,545
Old : 104,155: 7,383 25,379 23,713 72,104 53,518 103,200 102,610: 955 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 13,009: 2,414 4,069 5,481 5,003 3,495 12,899 13,046: 111 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 24.4 22.8 69.2 51.4 99.1 98.5: 0.9 1.5
Old : 100.0: 7.1 24.4 22.8 69.2 51.4 99.1 98.5: 0.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 9 10 17 16 28 29:
Old : 35: 5 9 10 17 16 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 60.5 81.7 80.0 41.8 40.6 47.0 47.7
Old : 63.4 60.5 81.7 80.0 41.8 40.6 47.0 47.7
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, June 4, 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 : 158,242: 61,213 12,351 427 56,892 97,713 118,532 110,491: 39,710 47,751
Old : 158,242: 61,213 12,351 427 56,892 97,713 118,532 110,491: 39,710 47,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -12,570: -4,705 -1,027 130 -6,491 -11,487 -11,066 -12,384: -1,504 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.8 0.3 36.0 61.7 74.9 69.8: 25.1 30.2
Old : 100.0: 38.7 7.8 0.3 36.0 61.7 74.9 69.8: 25.1 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 4 3 16 18 24 23:
Old : 30: 6 4 3 16 18 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 : 42.1 37.0 58.5 55.1 42.0 36.6 56.9 54.0
Old : 42.1 37.0 58.5 55.1 42.0 36.6 56.9 54.0
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, June 4, 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 : 25,790: 5,464 1,753 2,933 16,155 20,388 24,552 25,075: 1,238 715
Old : 25,790: 5,464 1,753 2,933 16,155 20,388 24,552 25,075: 1,238 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -270: -49 41 -60 -127 -279 -236 -299: -35 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.8 11.4 62.6 79.1 95.2 97.2: 4.8 2.8
Old : 100.0: 21.2 6.8 11.4 62.6 79.1 95.2 97.2: 4.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 4 8 16 15 26 25:
Old : 30: 8 4 8 16 15 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 : 52.3 54.2 72.6 78.0 23.5 24.1 29.1 32.1
Old : 52.3 54.2 72.6 78.0 23.5 24.1 29.1 32.1
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, June 4, 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 : 219,136: 22,089 243 29,100 160,307 180,793 211,497 210,136: 7,639 9,000
Old : 219,136: 22,089 243 29,100 160,307 180,793 211,497 210,136: 7,639 9,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -13,514: 1,184 -125 -3,106 -11,109 -9,875 -13,031 -13,106: -483 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.1 13.3 73.2 82.5 96.5 95.9: 3.5 4.1
Old : 100.0: 10.1 0.1 13.3 73.2 82.5 96.5 95.9: 3.5 4.1
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 : 39: 9 1 10 29 29 39 39:
Old : 39: 9 1 10 29 29 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 30.4 57.5 50.2 15.9 11.3 21.8 18.8
Old : 36.0 30.4 57.5 50.2 15.9 11.3 21.8 18.8
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, June 4, 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 : 60,291: 9,949 2,406 1,797 46,532 50,727 58,278 54,930: 2,013 5,361
Old : 60,291: 9,949 2,406 1,797 46,532 50,727 58,278 54,930: 2,013 5,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -523: -219 0 -479 175 -44 -523 -523: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.0 3.0 77.2 84.1 96.7 91.1: 3.3 8.9
Old : 100.0: 16.5 4.0 3.0 77.2 84.1 96.7 91.1: 3.3 8.9
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: 6 3 5 16 15 27 20:
Old : 27: 6 3 5 16 15 27 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 : 40.8 52.4 67.7 70.7 26.0 26.0 36.1 32.1
Old : 40.8 52.4 67.7 70.7 26.0 26.0 36.1 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 79,096: 11,609 15,813 25,879 37,296 33,245 74,785 74,938: 4,312 4,158
Old : 79,096: 11,609 15,813 25,879 37,296 33,245 74,785 74,938: 4,312 4,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 4,023: 905 -279 2,849 13 1,519 3,766 4,088: 257 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.0 32.7 47.2 42.0 94.5 94.7: 5.5 5.3
Old : 100.0: 14.7 20.0 32.7 47.2 42.0 94.5 94.7: 5.5 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 : 39: 12 7 19 17 14 36 35:
Old : 39: 12 7 19 17 14 36 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 : 38.1 40.3 59.6 58.3 12.9 19.4 18.1 23.3
Old : 38.1 40.3 59.6 58.3 12.9 19.4 18.1 23.3
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, June 4, 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 : 5,782: 2,502 1,418 12 2,962 4,197 5,477 5,627: 306 155
Old : 5,782: 2,502 1,418 12 2,962 4,197 5,477 5,627: 306 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 694: 112 487 -1 510 237 621 723: 73 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 24.5 0.2 51.2 72.6 94.7 97.3: 5.3 2.7
Old : 100.0: 43.3 24.5 0.2 51.2 72.6 94.7 97.3: 5.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 1 11 12 20 18:
Old : 27: 8 6 1 11 12 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 : 58.4 46.6 82.3 71.8 39.8 32.3 59.0 51.5
Old : 58.4 46.6 82.3 71.8 39.8 32.3 59.0 51.5
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, June 4, 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 : 66,992: 1,848 2,703 2,800 53,168 53,586 57,815 59,088: 9,177 7,904
Old : 66,992: 1,848 2,703 2,800 53,168 53,586 57,815 59,088: 9,177 7,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,025: 42 -296 -215 -4,300 -4,108 -4,473 -4,619: -552 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.0 4.2 79.4 80.0 86.3 88.2: 13.7 11.8
Old : 100.0: 2.8 4.0 4.2 79.4 80.0 86.3 88.2: 13.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 4 19 20 24 24:
Old : 25: 4 1 4 19 20 24 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 : 36.9 29.7 57.8 52.4 12.3 15.3 17.2 21.7
Old : 36.9 29.7 57.8 52.4 12.3 15.3 17.2 21.7
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, June 4, 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 : 41,059: 11,304 13,501 12,686 16,905 14,320 40,895 40,507: 164 553
Old : 41,059: 11,304 13,501 12,686 16,905 14,320 40,895 40,507: 164 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 150: 151 -211 -157 159 426 153 58: -3 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 32.9 30.9 41.2 34.9 99.6 98.7: 0.4 1.3
Old : 100.0: 27.5 32.9 30.9 41.2 34.9 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 8 9 18 17 32 29:
Old : 36: 9 8 9 18 17 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 59.5 71.7 81.1 35.4 35.8 42.1 43.2
Old : 51.3 59.5 71.7 81.1 35.4 35.8 42.1 43.2
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, June 4, 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 : 43,289: 25,991 3,424 3,979 10,966 35,070 40,936 42,474: 2,353 815
Old : 43,289: 25,991 3,424 3,979 10,966 35,070 40,936 42,474: 2,353 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,770: 967 -10 -611 -2,066 -968 -1,711 -1,589: -59 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 7.9 9.2 25.3 81.0 94.6 98.1: 5.4 1.9
Old : 100.0: 60.0 7.9 9.2 25.3 81.0 94.6 98.1: 5.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 84 37 14 30 41 124 87:
Old : 179: 84 37 14 30 41 124 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 34.9 50.4 53.3 27.0 30.6 38.4 44.4
Old : 34.3 34.9 50.4 53.3 27.0 30.6 38.4 44.4
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, June 4, 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 : 67,490: 41,640 15,498 2,811 18,644 45,345 63,096 63,654: 4,394 3,836
Old : 67,490: 41,640 15,498 2,811 18,644 45,345 63,096 63,654: 4,394 3,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -688: 545 -1,701 -115 -1,256 903 -825 -913: 137 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 23.0 4.2 27.6 67.2 93.5 94.3: 6.5 5.7
Old : 100.0: 61.7 23.0 4.2 27.6 67.2 93.5 94.3: 6.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 85 44 24 33 35 129 96:
Old : 183: 85 44 24 33 35 129 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 32.3 41.4 47.0 27.1 31.9 39.2 46.5
Old : 28.4 32.3 41.4 47.0 27.1 31.9 39.2 46.5
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, June 4, 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 : 271,225: 71,570 26,857 45,647 134,261 183,220 251,478 255,725: 19,747 15,500
Old : 271,225: 71,570 26,857 45,647 134,261 183,220 251,478 255,725: 19,747 15,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -14,742: -8,986 -9,220 1,418 -5,507 -6,255 -13,074 -14,057: -1,668 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.9 16.8 49.5 67.6 92.7 94.3: 7.3 5.7
Old : 100.0: 26.4 9.9 16.8 49.5 67.6 92.7 94.3: 7.3 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 : 198: 52 40 52 77 89 162 153:
Old : 198: 52 40 52 77 89 162 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 16.4 26.4 27.6 14.1 9.9 22.2 16.0
Old : 15.5 16.4 26.4 27.6 14.1 9.9 22.2 16.0
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, June 4, 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 : 14,715: 4,983 9,488 1,217 8,374 4,010 14,574 14,715: 141 0
Old : 14,715: 4,983 9,488 1,217 8,374 4,010 14,574 14,715: 141 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -895: -726 -431 298 -450 -612 -878 -745: -17 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 64.5 8.3 56.9 27.3 99.0 100.0: 1.0 0.0
Old : 100.0: 33.9 64.5 8.3 56.9 27.3 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 : 23: 7 6 5 6 5 16 14:
Old : 23: 7 6 5 6 5 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 82.4 88.5 95.6 71.6 80.4 84.8 89.0
Old : 71.6 82.4 88.5 95.6 71.6 80.4 84.8 89.0
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, June 4, 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 : 7,426: 431 1,467 638 6,300 5,027 7,369 7,132: 57 294
Old : 7,426: 431 1,467 638 6,300 5,027 7,369 7,132: 57 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -893: 14 -696 -22 -864 -147 -872 -865: -21 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 19.8 8.6 84.8 67.7 99.2 96.0: 0.8 4.0
Old : 100.0: 5.8 19.8 8.6 84.8 67.7 99.2 96.0: 0.8 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 : 40: 5 2 3 28 27 33 32:
Old : 40: 5 2 3 28 27 33 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 : 39.6 55.9 61.6 69.7 30.0 40.1 40.3 48.7
Old : 39.6 55.9 61.6 69.7 30.0 40.1 40.3 48.7
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, June 4, 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 : 63,065: 115 3,720 3,348 58,742 55,975 62,205 63,043: 860 22
Old : 63,065: 115 3,720 3,348 58,742 55,975 62,205 63,043: 860 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -9,512: -9,463 -861 -1,593 1,522 -7,048 -9,534 -9,502: 22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.9 5.3 93.1 88.8 98.6 100.0: 1.4 0.0
Old : 100.0: 0.2 5.9 5.3 93.1 88.8 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 : 51: 2 5 3 35 29 39 35:
Old : 51: 2 5 3 35 29 39 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 : 49.5 52.0 70.8 69.8 33.7 27.5 43.8 36.2
Old : 49.5 52.0 70.8 69.8 33.7 27.5 43.8 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 9,530: 3,716 1,355 115 5,603 8,060 9,434 9,530: 96 0
Old : 9,530: 3,716 1,355 115 5,603 8,060 9,434 9,530: 96 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,026: -1,190 -95 -615 785 -316 -1,020 -1,026: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.2 1.2 58.8 84.6 99.0 100.0: 1.0 0.0
Old : 100.0: 39.0 14.2 1.2 58.8 84.6 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 : 23: 2 3 2 15 10 19 13:
Old : 23: 2 3 2 15 10 19 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 : 68.5 68.0 87.8 89.5 62.8 62.2 72.4 74.9
Old : 68.5 68.0 87.8 89.5 62.8 62.2 72.4 74.9
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, June 4, 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 : 51,673: 1,693 1,567 813 49,149 49,293 51,655 51,673: 18 0
Old : 51,673: 1,693 1,567 813 49,149 49,293 51,655 51,673: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,987: -2,980 -1,634 -475 468 -878 -2,987 -2,987: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.0 1.6 95.1 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 3.0 1.6 95.1 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 1 1 28 19 33 20:
Old : 37: 4 1 1 28 19 33 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 : 45.9 81.3 68.2 93.0 43.5 74.0 60.5 80.2
Old : 45.9 81.3 68.2 93.0 43.5 74.0 60.5 80.2
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, June 4, 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 : 12,649: 1,250 4,694 175 11,224 7,480 12,649 12,349: 0 300
Old : 12,649: 1,250 4,694 175 11,224 7,480 12,649 12,349: 0 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,575: -325 -400 -100 -1,150 -1,075 -1,575 -1,575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 37.1 1.4 88.7 59.1 100.0 97.6: 0.0 2.4
Old : 100.0: 9.9 37.1 1.4 88.7 59.1 100.0 97.6: 0.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 3 3 27 20 33 26:
Old : 46: 5 3 3 27 20 33 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 : 49.5 63.6 66.1 78.4 42.8 62.4 59.0 72.3
Old : 49.5 63.6 66.1 78.4 42.8 62.4 59.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,321: 3,205 8,129 1,897 30,691 26,247 35,793 36,273: 528 48
Old : 36,321: 3,205 8,129 1,897 30,691 26,247 35,793 36,273: 528 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,346: -668 1,043 -1,639 -3,052 -4,750 -5,359 -5,346: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 22.4 5.2 84.5 72.3 98.5 99.9: 1.5 0.1
Old : 100.0: 8.8 22.4 5.2 84.5 72.3 98.5 99.9: 1.5 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 : 63: 6 8 8 39 40 47 55:
Old : 63: 6 8 8 39 40 47 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 : 36.5 39.2 58.3 56.0 32.7 31.4 47.9 43.4
Old : 36.5 39.2 58.3 56.0 32.7 31.4 47.9 43.4
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,036: 1,515 1,798 528 11,948 11,710 13,991 14,036: 45 0
Old : 14,036: 1,515 1,798 528 11,948 11,710 13,991 14,036: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,145: -466 399 51 -697 -1,279 -1,112 -829: -33 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.8 3.8 85.1 83.4 99.7 100.0: 0.3 0.0
Old : 100.0: 10.8 12.8 3.8 85.1 83.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 6 3 23 31 30 39:
Old : 48: 5 6 3 23 31 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 35.7 71.1 57.6 34.3 30.4 45.9 44.1
Old : 52.4 35.7 71.1 57.6 34.3 30.4 45.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,501: 4,125 1,356 895 10,355 13,250 15,375 15,501: 126 0
Old : 15,501: 4,125 1,356 895 10,355 13,250 15,375 15,501: 126 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,152: -15 -373 0 -1,119 -779 -1,134 -1,152: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.7 5.8 66.8 85.5 99.2 100.0: 0.8 0.0
Old : 100.0: 26.6 8.7 5.8 66.8 85.5 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 : 22: 2 3 3 13 9 18 14:
Old : 22: 2 3 3 13 9 18 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 : 56.8 71.4 76.2 88.8 49.8 53.3 62.4 63.8
Old : 56.8 71.4 76.2 88.8 49.8 53.3 62.4 63.8
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, June 4, 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 : 24,922: 2,183 1,445 785 18,564 19,001 21,532 21,231: 3,390 3,691
Old : 24,922: 2,183 1,445 785 18,564 19,001 21,532 21,231: 3,390 3,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -4,914: -877 -40 73 -3,678 -4,241 -4,482 -4,208: -432 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.8 3.1 74.5 76.2 86.4 85.2: 13.6 14.8
Old : 100.0: 8.8 5.8 3.1 74.5 76.2 86.4 85.2: 13.6 14.8
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 : 28: 3 2 4 17 22 22 26:
Old : 28: 3 2 4 17 22 22 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 : 45.5 33.4 64.3 53.1 40.4 30.9 53.3 46.6
Old : 45.5 33.4 64.3 53.1 40.4 30.9 53.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013