IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 EUA) :
: : :
All : 165,496: 16,095 4,620 4,071 145,329 156,805 165,496 165,496: 0 0
Old : 165,496: 16,095 4,620 4,071 145,329 156,805 165,496 165,496: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,668: 251 -29 135 2,282 2,562 2,668 2,668: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.8 2.5 87.8 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.7 2.8 2.5 87.8 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 1 6 10 10 18 17:
Old : 21: 8 1 6 10 10 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 90.0 95.9 98.4 63.4 71.5 72.7 73.1
Old : 76.2 90.0 95.9 98.4 63.4 71.5 72.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 34,848: 4,545 1,241 100 30,022 33,370 34,667 34,711: 181 137
Old : 34,848: 4,545 1,241 100 30,022 33,370 34,667 34,711: 181 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,989: 408 203 0 3,579 3,810 3,987 4,013: 2 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 3.6 0.3 86.2 95.8 99.5 99.6: 0.5 0.4
Old : 100.0: 13.0 3.6 0.3 86.2 95.8 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 5 1 31 43 34 49:
Old : 60: 2 5 1 31 43 34 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 36.6 74.8 53.4 39.1 23.5 48.0 34.5
Old : 56.0 36.6 74.8 53.4 39.1 23.5 48.0 34.5
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, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,099: 0 0 0 12,993 12,989 12,993 12,989: 106 110
Old : 13,099: 0 0 0 12,993 12,989 12,993 12,989: 106 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 188: 0 0 0 200 164 200 164: -12 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 25 21 25:
Old : 28: 0 0 0 21 25 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 52.9 78.2 69.8 48.8 44.2 56.2 53.1
Old : 60.3 52.9 78.2 69.8 48.8 44.2 56.2 53.1
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, August 20, 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 : 11,407: 424 423 90 9,704 9,688 10,218 10,201: 1,189 1,206
Old : 11,407: 424 423 90 9,704 9,688 10,218 10,201: 1,189 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 482: 6 45 -21 549 476 534 500: -52 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.7 0.8 85.1 84.9 89.6 89.4: 10.4 10.6
Old : 100.0: 3.7 3.7 0.8 85.1 84.9 89.6 89.4: 10.4 10.6
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 : 37: 2 2 1 32 31 34 34:
Old : 37: 2 2 1 32 31 34 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 : 36.9 38.7 58.9 55.2 19.2 14.2 26.2 22.4
Old : 36.9 38.7 58.9 55.2 19.2 14.2 26.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,618: 464 1,281 228 6,219 5,353 6,911 6,862: 707 756
Old : 7,618: 464 1,281 228 6,219 5,353 6,911 6,862: 707 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,151: 66 356 -136 1,097 871 1,027 1,091: 124 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 16.8 3.0 81.6 70.3 90.7 90.1: 9.3 9.9
Old : 100.0: 6.1 16.8 3.0 81.6 70.3 90.7 90.1: 9.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 3 4 42 41 46 48:
Old : 55: 3 3 4 42 41 46 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 : 35.8 36.7 51.8 53.0 22.1 27.5 33.3 35.2
Old : 35.8 36.7 51.8 53.0 22.1 27.5 33.3 35.2
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, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,022: 0 179 109 2,308 2,421 2,417 2,709: 605 313
Old : 3,022: 0 179 109 2,308 2,421 2,417 2,709: 605 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 48: 0 0 5 28 33 33 38: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 3.6 76.4 80.1 80.0 89.6: 20.0 10.4
Old : 100.0: 0.0 5.9 3.6 76.4 80.1 80.0 89.6: 20.0 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 : 24: 0 1 1 22 17 23 18:
Old : 24: 0 1 1 22 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 46.7 48.4 67.1 14.6 33.3 24.4 41.4
Old : 28.3 46.7 48.4 67.1 14.6 33.3 24.4 41.4
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, August 20, 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 : 2,605: 40 117 11 1,917 2,072 1,968 2,200: 637 405
Old : 2,605: 40 117 11 1,917 2,072 1,968 2,200: 637 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 215: 0 15 5 195 190 200 210: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.5 0.4 73.6 79.5 75.5 84.5: 24.5 15.5
Old : 100.0: 1.5 4.5 0.4 73.6 79.5 75.5 84.5: 24.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 23 19 25 21:
Old : 28: 1 2 1 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.5 47.4 61.5 27.8 35.3 36.4 43.1
Old : 29.0 39.5 47.4 61.5 27.8 35.3 36.4 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,287: 414 204 129 4,235 4,411 4,778 4,744: 509 543
Old : 5,287: 414 204 129 4,235 4,411 4,778 4,744: 509 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 395: -15 15 -8 342 316 319 323: 76 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.9 2.4 80.1 83.4 90.4 89.7: 9.6 10.3
Old : 100.0: 7.8 3.9 2.4 80.1 83.4 90.4 89.7: 9.6 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 1 4 29 35 34 39:
Old : 43: 4 1 4 29 35 34 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 : 36.5 32.3 55.2 51.0 35.7 29.2 50.7 43.5
Old : 36.5 32.3 55.2 51.0 35.7 29.2 50.7 43.5
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, August 20, 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 : 9,535: 0 0 0 9,455 9,535 9,455 9,535: 80 0
Old : 9,535: 0 0 0 9,455 9,535 9,455 9,535: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 330: 0 0 0 330 330 330 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.0 0.0 99.2 100.0 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 : 24: 0 0 0 14 13 14 13:
Old : 24: 0 0 0 14 13 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 : 69.4 73.4 88.8 94.7 64.3 73.4 81.1 86.1
Old : 69.4 73.4 88.8 94.7 64.3 73.4 81.1 86.1
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, August 20, 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 : 10,102: 110 221 97 9,420 9,362 9,627 9,680: 475 422
Old : 10,102: 110 221 97 9,420 9,362 9,627 9,680: 475 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 562: 65 0 0 519 575 584 575: -22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.2 1.0 93.2 92.7 95.3 95.8: 4.7 4.2
Old : 100.0: 1.1 2.2 1.0 93.2 92.7 95.3 95.8: 4.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 23 22 25 25:
Old : 31: 1 2 2 23 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 45.6 73.5 72.3 52.3 41.7 59.4 57.1
Old : 58.5 45.6 73.5 72.3 52.3 41.7 59.4 57.1
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, August 20, 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 : 2,851: 161 65 30 2,575 2,656 2,766 2,751: 85 100
Old : 2,851: 161 65 30 2,575 2,656 2,766 2,751: 85 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 240: 0 -40 30 210 250 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.3 1.1 90.3 93.2 97.0 96.5: 3.0 3.5
Old : 100.0: 5.6 2.3 1.1 90.3 93.2 97.0 96.5: 3.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 1 16 16 19 18:
Old : 27: 2 2 1 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 70.3 78.5 84.3 53.2 67.2 64.5 74.2
Old : 64.7 70.3 78.5 84.3 53.2 67.2 64.5 74.2
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, August 20, 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 : 26,809: 0 4,744 0 26,524 22,045 26,524 26,789: 285 20
Old : 26,809: 0 4,744 0 26,524 22,045 26,524 26,789: 285 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 935: 0 280 0 935 655 935 935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 0.0 98.9 82.2 98.9 99.9: 1.1 0.1
Old : 100.0: 0.0 17.7 0.0 98.9 82.2 98.9 99.9: 1.1 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 : 41: 0 1 0 38 17 38 18:
Old : 41: 0 1 0 38 17 38 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 78.3 62.0 95.0 37.7 70.9 55.0 80.4
Old : 43.5 78.3 62.0 95.0 37.7 70.9 55.0 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 4,482: 0 352 77 3,961 3,820 4,038 4,249: 444 233
Old : 4,482: 0 352 77 3,961 3,820 4,038 4,249: 444 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 208: 0 20 8 170 155 178 183: 30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 1.7 88.4 85.2 90.1 94.8: 9.9 5.2
Old : 100.0: 0.0 7.9 1.7 88.4 85.2 90.1 94.8: 9.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 3 1 23 18 24 21:
Old : 34: 0 3 1 23 18 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 : 35.0 56.8 57.8 80.4 34.8 55.2 55.1 75.8
Old : 35.0 56.8 57.8 80.4 34.8 55.2 55.1 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 334,726: 71,104 62,125 48,958 168,969 195,687 289,031 306,770: 45,695 27,957
Old : 334,726: 71,104 62,125 48,958 168,969 195,687 289,031 306,770: 45,695 27,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 14,749: 5,912 31 3,532 2,458 11,091 11,901 14,654: 2,848 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.6 14.6 50.5 58.5 86.3 91.6: 13.7 8.4
Old : 100.0: 21.2 18.6 14.6 50.5 58.5 86.3 91.6: 13.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 43 31 45 72 75 138 132:
Old : 161: 43 31 45 72 75 138 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 19.2 21.8 31.8 10.2 14.6 17.5 20.4
Old : 12.4 19.2 21.8 31.8 10.2 14.6 17.5 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 14,372: 1,217 1,349 0 10,019 10,134 11,236 11,483: 3,136 2,889
Old : 14,372: 1,217 1,349 0 10,019 10,134 11,236 11,483: 3,136 2,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 745: 285 202 -56 169 91 398 237: 347 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.4 0.0 69.7 70.5 78.2 79.9: 21.8 20.1
Old : 100.0: 8.5 9.4 0.0 69.7 70.5 78.2 79.9: 21.8 20.1
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 : 22: 1 2 0 18 18 19 20:
Old : 22: 1 2 0 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.3 61.6 59.8 20.9 20.5 29.1 30.9
Old : 47.0 43.3 61.6 59.8 20.9 20.5 29.1 30.9
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, August 20, 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 : 1,402,478: 299,680 435,261 532,959 501,756 386,284 1,334,394 1,354,503: 68,084 47,975
Old : 1,402,478: 299,680 435,261 532,959 501,756 386,284 1,334,394 1,354,503: 68,084 47,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -10,139: -16,096 -13,097 19,405 -7,888 -10,183 -4,580 -3,876: -5,559 -6,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 31.0 38.0 35.8 27.5 95.1 96.6: 4.9 3.4
Old : 100.0: 21.4 31.0 38.0 35.8 27.5 95.1 96.6: 4.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 114 118 159 70 69 277 274:
Old : 329: 114 118 159 70 69 277 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.4 31.2 34.5 10.8 14.0 16.6 20.6
Old : 18.3 22.4 31.2 34.5 10.8 14.0 16.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,308,857: 85,122 24,579 460,207 758,945 821,961 1,304,274 1,306,747: 4,582 2,110
Old : 1,308,857: 85,122 24,579 460,207 758,945 821,961 1,304,274 1,306,747: 4,582 2,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -8,722: -11,344 -1,956 3,507 -1,506 -10,715 -9,343 -9,163: 621 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.9 35.2 58.0 62.8 99.6 99.8: 0.4 0.2
Old : 100.0: 6.5 1.9 35.2 58.0 62.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 53 20 60 63 58 132 122:
Old : 138: 53 20 60 63 58 132 122:
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 : 35.4 34.2 54.1 54.8 4.2 4.6 6.2 7.1
Old : 35.4 34.2 54.1 54.8 4.2 4.6 6.2 7.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 388,437: 117,777 83,885 92,226 169,960 206,454 379,963 382,565: 8,475 5,872
Old : 388,437: 117,777 83,885 92,226 169,960 206,454 379,963 382,565: 8,475 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 971: 1,981 846 -467 -1,190 529 324 908: 647 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 21.6 23.7 43.8 53.1 97.8 98.5: 2.2 1.5
Old : 100.0: 30.3 21.6 23.7 43.8 53.1 97.8 98.5: 2.2 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 : 64: 14 14 28 29 32 59 61:
Old : 64: 14 14 28 29 32 59 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.7 53.7 53.7 27.8 19.9 36.6 27.8
Old : 34.6 38.7 53.7 53.7 27.8 19.9 36.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 23,929: 5,552 6,186 4,829 10,802 9,652 21,183 20,667: 2,746 3,262
Old : 23,929: 5,552 6,186 4,829 10,802 9,652 21,183 20,667: 2,746 3,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 730: 205 650 22 545 -42 772 630: -42 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.9 20.2 45.1 40.3 88.5 86.4: 11.5 13.6
Old : 100.0: 23.2 25.9 20.2 45.1 40.3 88.5 86.4: 11.5 13.6
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 : 20: 7 7 10 6 6 18 18:
Old : 20: 7 7 10 6 6 18 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 : 48.8 41.7 73.1 66.2 28.2 24.3 36.7 34.1
Old : 48.8 41.7 73.1 66.2 28.2 24.3 36.7 34.1
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, August 20, 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 : 79,987: 19,135 13,092 45,533 15,016 21,004 79,683 79,629: 304 358
Old : 79,987: 19,135 13,092 45,533 15,016 21,004 79,683 79,629: 304 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,305: -452 43 695 1,060 852 1,303 1,590: 2 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.4 56.9 18.8 26.3 99.6 99.6: 0.4 0.4
Old : 100.0: 23.9 16.4 56.9 18.8 26.3 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 13 23 17 21 40 47:
Old : 47: 13 13 23 17 21 40 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 : 54.7 44.4 69.7 60.4 18.6 14.1 24.0 18.9
Old : 54.7 44.4 69.7 60.4 18.6 14.1 24.0 18.9
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, August 20, 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 : 2,694,258: 937,515 82,450 727,823 992,341 1,868,104 2,657,679 2,678,377: 36,579 15,881
Old : 2,694,258: 937,515 82,450 727,823 992,341 1,868,104 2,657,679 2,678,377: 36,579 15,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 21,282: 14,011 -3,496 2,067 5,366 26,599 21,444 25,170: -162 -3,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.1 27.0 36.8 69.3 98.6 99.4: 1.4 0.6
Old : 100.0: 34.8 3.1 27.0 36.8 69.3 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 35 14 45 84 83 133 132:
Old : 146: 35 14 45 84 83 133 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 29.5 47.1 44.8 20.0 17.4 27.0 26.3
Old : 33.6 29.5 47.1 44.8 20.0 17.4 27.0 26.3
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, August 20, 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 : 964,285: 41,057 199,956 243,114 678,261 517,988 962,432 961,058: 1,853 3,227
Old : 964,285: 41,057 199,956 243,114 678,261 517,988 962,432 961,058: 1,853 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 4,574: -1,429 -1,888 2,210 4,060 4,364 4,841 4,686: -267 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.7 25.2 70.3 53.7 99.8 99.7: 0.2 0.3
Old : 100.0: 4.3 20.7 25.2 70.3 53.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 15 31 34 42 41 77 86:
Old : 89: 15 31 34 42 41 77 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 34.8 46.8 56.8 11.4 20.2 19.0 26.9
Old : 28.0 34.8 46.8 56.8 11.4 20.2 19.0 26.9
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, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,980: 1,865 505 710 5,185 6,340 7,760 7,555: 220 425
Old : 7,980: 1,865 505 710 5,185 6,340 7,760 7,555: 220 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -30: 170 -10 -160 -40 140 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.3 8.9 65.0 79.4 97.2 94.7: 2.8 5.3
Old : 100.0: 23.4 6.3 8.9 65.0 79.4 97.2 94.7: 2.8 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 : 23: 4 1 3 15 16 20 19:
Old : 23: 4 1 3 15 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 45.2 77.1 69.5 38.1 30.2 49.6 41.5
Old : 60.2 45.2 77.1 69.5 38.1 30.2 49.6 41.5
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, August 20, 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 : 12,326: 809 1,438 1,511 9,775 9,275 12,095 12,224: 232 103
Old : 12,326: 809 1,438 1,511 9,775 9,275 12,095 12,224: 232 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 519: -30 -2 271 256 256 497 525: 22 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.7 12.3 79.3 75.2 98.1 99.2: 1.9 0.8
Old : 100.0: 6.6 11.7 12.3 79.3 75.2 98.1 99.2: 1.9 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 : 20: 1 2 3 17 16 20 19:
Old : 20: 1 2 3 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 55.4 80.1 77.4 21.5 23.0 28.9 29.7
Old : 62.5 55.4 80.1 77.4 21.5 23.0 28.9 29.7
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, August 20, 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 : 75,465: 23,537 15,748 24,201 26,563 34,371 74,301 74,320: 1,164 1,145
Old : 75,465: 23,537 15,748 24,201 26,563 34,371 74,301 74,320: 1,164 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 884: 630 -379 130 -210 938 550 689: 334 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 20.9 32.1 35.2 45.5 98.5 98.5: 1.5 1.5
Old : 100.0: 31.2 20.9 32.1 35.2 45.5 98.5 98.5: 1.5 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 : 48: 16 17 30 14 13 45 45:
Old : 48: 16 17 30 14 13 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 42.8 60.9 62.1 30.8 28.6 44.4 43.7
Old : 40.3 42.8 60.9 62.1 30.8 28.6 44.4 43.7
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, August 20, 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 : 26,312: 6,178 13,891 4,986 14,225 7,035 25,389 25,912: 923 400
Old : 26,312: 6,178 13,891 4,986 14,225 7,035 25,389 25,912: 923 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 615: -432 45 360 225 270 153 675: 462 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 52.8 18.9 54.1 26.7 96.5 98.5: 3.5 1.5
Old : 100.0: 23.5 52.8 18.9 54.1 26.7 96.5 98.5: 3.5 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 : 40: 6 21 20 12 10 34 35:
Old : 40: 6 21 20 12 10 34 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 : 59.5 44.4 74.8 62.9 58.5 38.1 65.7 52.6
Old : 59.5 44.4 74.8 62.9 58.5 38.1 65.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 32,311: 1,140 638 906 29,957 30,582 32,003 32,126: 308 185
Old : 32,311: 1,140 638 906 29,957 30,582 32,003 32,126: 308 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 762: -465 45 19 1,247 682 802 746: -40 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.0 2.8 92.7 94.6 99.0 99.4: 1.0 0.6
Old : 100.0: 3.5 2.0 2.8 92.7 94.6 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 8 5 8 40 50 51 62:
Old : 69: 8 5 8 40 50 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 37.3 64.4 56.2 34.6 26.1 42.1 38.2
Old : 47.8 37.3 64.4 56.2 34.6 26.1 42.1 38.2
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, August 20, 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 : 2,311: 0 120 23 1,736 1,566 1,759 1,709: 552 602
Old : 2,311: 0 120 23 1,736 1,566 1,759 1,709: 552 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 52: 0 -49 23 81 74 104 48: -52 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 1.0 75.1 67.8 76.1 74.0: 23.9 26.0
Old : 100.0: 0.0 5.2 1.0 75.1 67.8 76.1 74.0: 23.9 26.0
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 2 2 19 16 21 18:
Old : 21: 0 2 2 19 16 21 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 : 39.0 33.6 56.0 53.1 30.9 24.0 36.0 32.0
Old : 39.0 33.6 56.0 53.1 30.9 24.0 36.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 1,713: 129 0 27 1,068 1,110 1,224 1,137: 489 576
Old : 1,713: 129 0 27 1,068 1,110 1,224 1,137: 489 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 1.6 62.3 64.8 71.5 66.4: 28.5 33.6
Old : 100.0: 7.5 0.0 1.6 62.3 64.8 71.5 66.4: 28.5 33.6
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 : 21: 2 0 1 16 16 18 17:
Old : 21: 2 0 1 16 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 32.7 55.8 48.1 27.4 25.9 38.3 35.0
Old : 37.7 32.7 55.8 48.1 27.4 25.9 38.3 35.0
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, August 20, 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 : 2,961: 491 160 95 1,963 2,419 2,549 2,674: 412 287
Old : 2,961: 491 160 95 1,963 2,419 2,549 2,674: 412 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 338: 78 0 0 290 358 368 358: -30 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 5.4 3.2 66.3 81.7 86.1 90.3: 13.9 9.7
Old : 100.0: 16.6 5.4 3.2 66.3 81.7 86.1 90.3: 13.9 9.7
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 : 38: 5 3 3 24 29 30 34:
Old : 38: 5 3 3 24 29 30 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 : 29.3 28.8 46.5 46.7 21.9 19.9 32.9 28.3
Old : 29.3 28.8 46.5 46.7 21.9 19.9 32.9 28.3
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, August 20, 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 : 72,819: 1,529 2,144 4,723 61,286 60,992 67,539 67,859: 5,280 4,960
Old : 72,819: 1,529 2,144 4,723 61,286 60,992 67,539 67,859: 5,280 4,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -120: 2 71 -201 -49 15 -248 -116: 128 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.9 6.5 84.2 83.8 92.7 93.2: 7.3 6.8
Old : 100.0: 2.1 2.9 6.5 84.2 83.8 92.7 93.2: 7.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 4 29 31 34 35:
Old : 38: 3 2 4 29 31 34 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 : 45.9 46.5 67.0 65.9 30.4 27.3 36.7 36.2
Old : 45.9 46.5 67.0 65.9 30.4 27.3 36.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,268: 2,437 0 714 7,277 10,066 10,428 10,780: 840 488
Old : 11,268: 2,437 0 714 7,277 10,066 10,428 10,780: 840 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -18: -21 0 0 3 -18 -18 -18: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.0 6.3 64.6 89.3 92.5 95.7: 7.5 4.3
Old : 100.0: 21.6 0.0 6.3 64.6 89.3 92.5 95.7: 7.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 17 12 20 15:
Old : 20: 3 0 3 17 12 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 : 42.6 63.2 64.7 81.0 38.5 53.6 49.6 56.7
Old : 42.6 63.2 64.7 81.0 38.5 53.6 49.6 56.7
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, August 20, 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 : 4,949: 0 848 0 4,278 3,276 4,278 4,124: 671 825
Old : 4,949: 0 848 0 4,278 3,276 4,278 4,124: 671 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1: 0 0 0 0 0 0 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.1 0.0 86.4 66.2 86.4 83.3: 13.6 16.7
Old : 100.0: 0.0 17.1 0.0 86.4 66.2 86.4 83.3: 13.6 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 16 11 16 13:
Old : 20: 0 2 0 16 11 16 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 : 52.3 47.1 75.4 68.9 41.8 42.5 55.5 54.5
Old : 52.3 47.1 75.4 68.9 41.8 42.5 55.5 54.5
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, August 20, 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 : 9,159: 1,404 938 776 6,331 7,061 8,511 8,775: 648 384
Old : 9,159: 1,404 938 776 6,331 7,061 8,511 8,775: 648 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.2 8.5 69.1 77.1 92.9 95.8: 7.1 4.2
Old : 100.0: 15.3 10.2 8.5 69.1 77.1 92.9 95.8: 7.1 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 : 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 : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6
Old : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 14,631: 150 592 1,298 11,635 11,879 13,083 13,769: 1,548 862
Old : 14,631: 150 592 1,298 11,635 11,879 13,083 13,769: 1,548 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.0 8.9 79.5 81.2 89.4 94.1: 10.6 5.9
Old : 100.0: 1.0 4.0 8.9 79.5 81.2 89.4 94.1: 10.6 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 : 30: 1 2 2 22 22 25 24:
Old : 30: 1 2 2 22 22 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 : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0
Old : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 34,958: 343 443 0 34,615 34,515 34,958 34,958: 0 0
Old : 34,958: 343 443 0 34,615 34,515 34,958 34,958: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.3 0.0 99.0 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.3 0.0 99.0 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 20 16 21 17:
Old : 31: 1 1 0 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 : 55.0 72.1 79.9 90.2 48.0 68.9 72.9 80.7
Old : 55.0 72.1 79.9 90.2 48.0 68.9 72.9 80.7
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, August 20, 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 : 693,844: 4,680 4,680 0 689,164 689,164 693,844 693,844: 0 0
Old : 693,844: 4,680 4,680 0 689,164 689,164 693,844 693,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,200: 0 0 0 3,200 3,200 3,200 3,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 99.3 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.7 0.0 99.3 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 21 14 22 15:
Old : 27: 1 1 0 21 14 22 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 : 48.8 84.2 74.8 96.6 43.1 82.2 69.1 88.1
Old : 48.8 84.2 74.8 96.6 43.1 82.2 69.1 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 19,725: 1,722 11,743 0 17,897 7,620 19,619 19,363: 106 362
Old : 19,725: 1,722 11,743 0 17,897 7,620 19,619 19,363: 106 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,375: 0 100 0 1,375 1,275 1,375 1,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 59.5 0.0 90.7 38.6 99.5 98.2: 0.5 1.8
Old : 100.0: 8.7 59.5 0.0 90.7 38.6 99.5 98.2: 0.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 12 10 14 11:
Old : 22: 2 1 0 12 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 82.7 88.5 94.1 65.8 80.6 85.6 90.4
Old : 67.1 82.7 88.5 94.1 65.8 80.6 85.6 90.4
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, August 20, 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 : 43,125: 0 0 0 42,615 43,125 42,615 43,125: 510 0
Old : 43,125: 0 0 0 42,615 43,125 42,615 43,125: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 100.0 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 0.0 0.0 98.8 100.0 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 17 13 17:
Old : 22: 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 : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0
Old : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 644,676: 0 0 0 644,676 644,676 644,676 644,676: 0 0
Old : 644,676: 0 0 0 644,676 644,676 644,676 644,676: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 17 15 17 15:
Old : 25: 0 0 0 17 15 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 : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1
Old : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1
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, August 20, 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 : 70,048: 13,265 1,169 2,550 53,978 66,223 69,793 69,942: 255 106
Old : 70,048: 13,265 1,169 2,550 53,978 66,223 69,793 69,942: 255 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 210 0 210 0: -210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.7 3.6 77.1 94.5 99.6 99.8: 0.4 0.2
Old : 100.0: 18.9 1.7 3.6 77.1 94.5 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 1 22 20 24 23:
Old : 37: 2 2 1 22 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 51.8 71.8 73.0 37.9 49.4 56.8 63.9
Old : 43.5 51.8 71.8 73.0 37.9 49.4 56.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 1,534,571: 307,278 351,470 5,781 1,221,512 1,177,320 1,534,571 1,534,571: 0 0
Old : 1,534,571: 307,278 351,470 5,781 1,221,512 1,177,320 1,534,571 1,534,571: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 9,635: 0 0 0 9,635 9,635 9,635 9,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.9 0.4 79.6 76.7 100.0 100.0: 0.0 0.0
Old : 100.0: 20.0 22.9 0.4 79.6 76.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 1 25 26 27 31:
Old : 41: 2 4 1 25 26 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 47.1 75.2 70.4 49.0 46.8 68.8 67.6
Old : 49.8 47.1 75.2 70.4 49.0 46.8 68.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 21,979: 0 2,350 484 21,495 18,742 21,979 21,576: 0 403
Old : 21,979: 0 2,350 484 21,495 18,742 21,979 21,576: 0 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 212: 0 0 0 212 212 212 212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 2.2 97.8 85.3 100.0 98.2: 0.0 1.8
Old : 100.0: 0.0 10.7 2.2 97.8 85.3 100.0 98.2: 0.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 13 11 14 13:
Old : 22: 0 2 1 13 11 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 : 59.5 77.9 86.6 91.5 56.7 67.8 76.5 79.3
Old : 59.5 77.9 86.6 91.5 56.7 67.8 76.5 79.3
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, August 20, 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 : 46,608: 126 9,652 0 46,482 36,956 46,608 46,608: 0 0
Old : 46,608: 126 9,652 0 46,482 36,956 46,608 46,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 20.7 0.0 99.7 79.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 20.7 0.0 99.7 79.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 17 19 18 20:
Old : 27: 1 1 0 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 74.8 83.4 90.6 52.0 56.1 70.0 71.2
Old : 57.0 74.8 83.4 90.6 52.0 56.1 70.0 71.2
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, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 48,664: 6,619 9,602 3,712 38,333 35,350 48,664 48,664: 0 0
Old : 48,664: 6,619 9,602 3,712 38,333 35,350 48,664 48,664: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -433: 0 -100 100 -533 -433 -433 -433: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.7 7.6 78.8 72.6 100.0 100.0: 0.0 0.0
Old : 100.0: 13.6 19.7 7.6 78.8 72.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 22 17 26 20:
Old : 32: 3 1 3 22 17 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 65.1 68.4 87.6 33.2 51.3 49.6 60.9
Old : 46.8 65.1 68.4 87.6 33.2 51.3 49.6 60.9
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, August 20, 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 : 36,350: 0 1,849 1,606 34,212 32,873 35,818 36,328: 532 22
Old : 36,350: 0 1,849 1,606 34,212 32,873 35,818 36,328: 532 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 733: 0 0 0 733 988 733 988: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 4.4 94.1 90.4 98.5 99.9: 1.5 0.1
Old : 100.0: 0.0 5.1 4.4 94.1 90.4 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 : 26: 0 1 1 20 20 21 21:
Old : 26: 0 1 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 57.3 73.7 79.3 40.9 49.3 56.9 63.4
Old : 45.9 57.3 73.7 79.3 40.9 49.3 56.9 63.4
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, August 20, 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 : 39,875: 0 640 205 39,564 39,030 39,769 39,875: 106 0
Old : 39,875: 0 640 205 39,564 39,030 39,769 39,875: 106 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 140: 0 -100 100 40 140 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.5 99.2 97.9 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 1.6 0.5 99.2 97.9 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 : 32: 0 2 2 21 21 23 23:
Old : 32: 0 2 2 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 48.8 74.2 72.2 43.8 44.9 64.2 60.9
Old : 48.2 48.8 74.2 72.2 43.8 44.9 64.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 18,348: 0 0 0 18,136 18,199 18,136 18,199: 212 149
Old : 18,348: 0 0 0 18,136 18,199 18,136 18,199: 212 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 550: 0 0 0 550 550 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.2 98.8 99.2: 1.2 0.8
Old : 100.0: 0.0 0.0 0.0 98.8 99.2 98.8 99.2: 1.2 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 : 20: 0 0 0 17 13 17 13:
Old : 20: 0 0 0 17 13 17 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 : 59.6 64.1 83.1 88.2 52.5 57.1 62.2 65.0
Old : 59.6 64.1 83.1 88.2 52.5 57.1 62.2 65.0
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, August 20, 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 : 376,037: 29,425 0 25,856 320,756 350,181 376,037 376,037: 0 0
Old : 376,037: 29,425 0 25,856 320,756 350,181 376,037 376,037: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 6.9 85.3 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 0.0 6.9 85.3 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 15 15 17 17:
Old : 25: 2 0 2 15 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2
Old : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 920,366: 0 59,049 23,320 897,046 837,997 920,366 920,366: 0 0
Old : 920,366: 0 59,049 23,320 897,046 837,997 920,366 920,366: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,200: 0 0 0 3,200 3,200 3,200 3,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 2.5 97.5 91.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.4 2.5 97.5 91.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 17 22 18 23:
Old : 27: 0 1 1 17 22 18 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 : 57.5 48.9 79.3 71.0 32.8 24.9 42.9 38.2
Old : 57.5 48.9 79.3 71.0 32.8 24.9 42.9 38.2
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, August 20, 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 : 1,141,597: 318,439 521,454 6,306 816,852 613,837 1,141,597 1,141,597: 0 0
Old : 1,141,597: 318,439 521,454 6,306 816,852 613,837 1,141,597 1,141,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 23,320: 0 23,320 0 23,320 0 23,320 23,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 45.7 0.6 71.6 53.8 100.0 100.0: 0.0 0.0
Old : 100.0: 27.9 45.7 0.6 71.6 53.8 100.0 100.0: 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 : 28: 4 1 1 18 15 23 16:
Old : 28: 4 1 1 18 15 23 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 : 55.5 75.3 79.0 90.5 54.0 73.0 73.8 86.1
Old : 55.5 75.3 79.0 90.5 54.0 73.0 73.8 86.1
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, August 20, 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 : 493,691: 45,348 28,080 0 448,343 465,611 493,691 493,691: 0 0
Old : 493,691: 45,348 28,080 0 448,343 465,611 493,691 493,691: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 84,208: 0 28,080 0 84,208 56,128 84,208 84,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.7 0.0 90.8 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 5.7 0.0 90.8 94.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 17 16 18 17:
Old : 23: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 74.6 79.2 91.2 44.6 59.4 66.8 69.3
Old : 51.3 74.6 79.2 91.2 44.6 59.4 66.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 490,237: 0 33,943 0 490,237 456,294 490,237 490,237: 0 0
Old : 490,237: 0 33,943 0 490,237 456,294 490,237 490,237: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 10,265: 0 0 0 10,265 10,265 10,265 10,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 19 20 19 22:
Old : 29: 0 2 0 19 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 52.8 73.0 76.7 29.6 26.6 42.8 42.0
Old : 49.9 52.8 73.0 76.7 29.6 26.6 42.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 285,354: 0 8,617 0 285,354 276,737 285,354 285,354: 0 0
Old : 285,354: 0 8,617 0 285,354 276,737 285,354 285,354: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,800: 0 0 0 2,800 2,800 2,800 2,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 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: 0 2 0 15 11 15 13:
Old : 20: 0 2 0 15 11 15 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 : 72.8 83.0 95.3 96.8 49.4 42.6 52.3 51.1
Old : 72.8 83.0 95.3 96.8 49.4 42.6 52.3 51.1
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, August 20, 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 : 401,920: 0 9,920 0 401,920 392,000 401,920 401,920: 0 0
Old : 401,920: 0 9,920 0 401,920 392,000 401,920 401,920: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 15 12 15 13:
Old : 22: 0 1 0 15 12 15 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 : 75.6 68.7 92.2 91.7 54.0 55.9 70.2 70.9
Old : 75.6 68.7 92.2 91.7 54.0 55.9 70.2 70.9
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, August 20, 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 : 5,042: 303 0 152 4,587 4,890 5,042 5,042: 0 0
Old : 5,042: 303 0 152 4,587 4,890 5,042 5,042: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -101: -20 0 -5 -75 -95 -101 -101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 3.0 91.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.0 0.0 3.0 91.0 97.0 100.0 100.0: 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: 3 0 3 19 20 22 23:
Old : 24: 3 0 3 19 20 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 55.8 75.1 76.4 41.1 47.9 52.0 55.4
Old : 54.7 55.8 75.1 76.4 41.1 47.9 52.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 23,151: 507 120 125 22,056 22,197 22,688 22,442: 463 709
Old : 23,151: 507 120 125 22,056 22,197 22,688 22,442: 463 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 293: 0 0 -120 401 281 281 161: 12 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.5 0.5 95.3 95.9 98.0 96.9: 2.0 3.1
Old : 100.0: 2.2 0.5 0.5 95.3 95.9 98.0 96.9: 2.0 3.1
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 : 43: 2 1 1 35 32 37 34:
Old : 43: 2 1 1 35 32 37 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 : 36.4 51.4 59.8 68.3 32.7 45.6 49.5 55.7
Old : 36.4 51.4 59.8 68.3 32.7 45.6 49.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 14,646: 225 190 318 13,941 13,664 14,484 14,172: 162 474
Old : 14,646: 225 190 318 13,941 13,664 14,484 14,172: 162 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 845: 0 -9 88 781 786 869 865: -24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.3 2.2 95.2 93.3 98.9 96.8: 1.1 3.2
Old : 100.0: 1.5 1.3 2.2 95.2 93.3 98.9 96.8: 1.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 1 29 21 31 24:
Old : 34: 1 3 1 29 21 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 62.4 70.1 80.8 41.6 45.1 52.5 52.4
Old : 53.6 62.4 70.1 80.8 41.6 45.1 52.5 52.4
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, August 20, 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 : 8,973: 805 786 260 7,542 7,708 8,607 8,754: 366 219
Old : 8,973: 805 786 260 7,542 7,708 8,607 8,754: 366 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 70: 0 -15 0 70 85 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.8 2.9 84.1 85.9 95.9 97.6: 4.1 2.4
Old : 100.0: 9.0 8.8 2.9 84.1 85.9 95.9 97.6: 4.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 17 15 20 17:
Old : 26: 1 2 2 17 15 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 : 64.6 52.5 80.1 78.8 63.3 51.1 75.7 71.8
Old : 64.6 52.5 80.1 78.8 63.3 51.1 75.7 71.8
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, August 20, 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 : 2,584,183: 481,416 102,013 937,419 1,056,455 1,443,866 2,475,290 2,483,299: 108,894 100,885
Old : 2,584,183: 481,416 102,013 937,419 1,056,455 1,443,866 2,475,290 2,483,299: 108,894 100,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -222,260: -15,584 1,700 -101,657 -110,165 -115,439 -227,405 -215,395: 5,145 -6,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.9 36.3 40.9 55.9 95.8 96.1: 4.2 3.9
Old : 100.0: 18.6 3.9 36.3 40.9 55.9 95.8 96.1: 4.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 168 93 193 96 109 341 334:
Old : 392: 168 93 193 96 109 341 334:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.4 28.3 26.7 7.7 9.8 13.2 15.2
Old : 17.7 15.4 28.3 26.7 7.7 9.8 13.2 15.2
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, August 20, 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 : 160,327: 14,131 22,940 35,804 110,122 100,605 160,057 159,349: 270 978
Old : 160,327: 14,131 22,940 35,804 110,122 100,605 160,057 159,349: 270 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -25,947: -1,831 -1,199 -7,967 -15,914 -16,607 -25,711 -25,772: -236 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.3 22.3 68.7 62.7 99.8 99.4: 0.2 0.6
Old : 100.0: 8.8 14.3 22.3 68.7 62.7 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 6 9 19 20 30 30:
Old : 36: 6 6 9 19 20 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 60.8 81.8 76.4 37.1 32.5 44.0 42.0
Old : 68.8 60.8 81.8 76.4 37.1 32.5 44.0 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 162,120: 59,884 16,103 1,996 54,474 107,025 116,354 125,124: 45,766 36,996
Old : 162,120: 59,884 16,103 1,996 54,474 107,025 116,354 125,124: 45,766 36,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,296: 741 530 123 -5,499 972 -4,635 1,625: 6,931 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.9 1.2 33.6 66.0 71.8 77.2: 28.2 22.8
Old : 100.0: 36.9 9.9 1.2 33.6 66.0 71.8 77.2: 28.2 22.8
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 : 31: 6 5 4 17 18 26 24:
Old : 31: 6 5 4 17 18 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 35.9 59.4 55.6 41.3 34.6 58.1 53.2
Old : 41.3 35.9 59.4 55.6 41.3 34.6 58.1 53.2
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, August 20, 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 : 33,750: 6,703 1,504 6,834 18,467 24,259 32,004 32,598: 1,746 1,153
Old : 33,750: 6,703 1,504 6,834 18,467 24,259 32,004 32,598: 1,746 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -1,972: -192 -182 -1,401 58 -86 -1,536 -1,669: -436 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.5 20.2 54.7 71.9 94.8 96.6: 5.2 3.4
Old : 100.0: 19.9 4.5 20.2 54.7 71.9 94.8 96.6: 5.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 7 13 15 15 32 30:
Old : 35: 10 7 13 15 15 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 48.9 64.0 75.6 15.7 20.0 21.6 27.8
Old : 40.8 48.9 64.0 75.6 15.7 20.0 21.6 27.8
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, August 20, 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 : 239,896: 30,212 282 32,561 165,943 192,842 228,715 225,685: 11,181 14,212
Old : 239,896: 30,212 282 32,561 165,943 192,842 228,715 225,685: 11,181 14,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,018: 58 -6 523 3,537 2,347 4,118 2,864: -1,101 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.1 13.6 69.2 80.4 95.3 94.1: 4.7 5.9
Old : 100.0: 12.6 0.1 13.6 69.2 80.4 95.3 94.1: 4.7 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 : 36: 10 1 11 25 25 36 36:
Old : 36: 10 1 11 25 25 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 28.5 54.6 48.9 15.7 13.5 23.1 22.3
Old : 34.0 28.5 54.6 48.9 15.7 13.5 23.1 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 47,884: 2,358 1,872 661 42,682 39,889 45,701 42,422: 2,183 5,462
Old : 47,884: 2,358 1,872 661 42,682 39,889 45,701 42,422: 2,183 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -10,486: -5,767 -1,204 -1,220 -3,669 -7,979 -10,656 -10,403: 170 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.9 1.4 89.1 83.3 95.4 88.6: 4.6 11.4
Old : 100.0: 4.9 3.9 1.4 89.1 83.3 95.4 88.6: 4.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 4 16 15 22 19:
Old : 22: 3 3 4 16 15 22 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 : 47.8 52.6 74.1 71.4 28.8 23.9 35.5 30.1
Old : 47.8 52.6 74.1 71.4 28.8 23.9 35.5 30.1
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, August 20, 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 : 82,063: 16,496 13,735 20,695 40,756 43,318 77,947 77,748: 4,116 4,315
Old : 82,063: 16,496 13,735 20,695 40,756 43,318 77,947 77,748: 4,116 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -6,333: 2,352 -2,488 -4,014 -4,328 1,028 -5,989 -5,474: -344 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.7 25.2 49.7 52.8 95.0 94.7: 5.0 5.3
Old : 100.0: 20.1 16.7 25.2 49.7 52.8 95.0 94.7: 5.0 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 : 33: 9 6 14 16 15 32 29:
Old : 33: 9 6 14 16 15 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 : 44.2 45.7 67.8 65.3 24.7 25.0 28.2 28.7
Old : 44.2 45.7 67.8 65.3 24.7 25.0 28.2 28.7
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, August 20, 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 : 4,984: 2,001 305 281 2,354 4,270 4,636 4,857: 348 127
Old : 4,984: 2,001 305 281 2,354 4,270 4,636 4,857: 348 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 469: -9 230 17 429 212 438 459: 31 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 6.1 5.6 47.2 85.7 93.0 97.5: 7.0 2.5
Old : 100.0: 40.2 6.1 5.6 47.2 85.7 93.0 97.5: 7.0 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 : 22: 6 4 2 10 12 17 17:
Old : 22: 6 4 2 10 12 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 62.3 77.5 78.1 39.6 29.5 44.1 40.6
Old : 58.9 62.3 77.5 78.1 39.6 29.5 44.1 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 74,794: 1,341 4,045 3,906 54,595 57,355 59,842 65,306: 14,952 9,488
Old : 74,794: 1,341 4,045 3,906 54,595 57,355 59,842 65,306: 14,952 9,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,776: -49 406 393 2,488 2,504 2,832 3,303: 944 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.4 5.2 73.0 76.7 80.0 87.3: 20.0 12.7
Old : 100.0: 1.8 5.4 5.2 73.0 76.7 80.0 87.3: 20.0 12.7
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 : 24: 3 1 3 19 19 23 22:
Old : 24: 3 1 3 19 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 32.6 55.6 53.5 7.7 15.7 11.4 20.0
Old : 34.9 32.6 55.6 53.5 7.7 15.7 11.4 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,367: 12,389 11,846 8,379 19,214 19,289 39,983 39,515: 384 853
Old : 40,367: 12,389 11,846 8,379 19,214 19,289 39,983 39,515: 384 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -11,500: -5,815 -4,796 -2,498 -2,970 -4,233 -11,284 -11,527: -216 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 29.3 20.8 47.6 47.8 99.0 97.9: 1.0 2.1
Old : 100.0: 30.7 29.3 20.8 47.6 47.8 99.0 97.9: 1.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 6 7 16 17 27 26:
Old : 30: 7 6 7 16 17 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 55.3 72.2 79.9 39.4 39.1 49.2 52.0
Old : 53.5 55.3 72.2 79.9 39.4 39.1 49.2 52.0
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, August 20, 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 : 43,668: 28,372 2,434 3,734 9,031 36,633 41,137 42,801: 2,531 867
Old : 43,668: 28,372 2,434 3,734 9,031 36,633 41,137 42,801: 2,531 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -1,854: 554 -55 -917 -1,634 -764 -1,997 -1,736: 142 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 5.6 8.6 20.7 83.9 94.2 98.0: 5.8 2.0
Old : 100.0: 65.0 5.6 8.6 20.7 83.9 94.2 98.0: 5.8 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 : 171: 78 32 20 29 44 121 89:
Old : 171: 78 32 20 29 44 121 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 39.0 50.3 54.8 28.7 38.6 42.4 51.4
Old : 34.9 39.0 50.3 54.8 28.7 38.6 42.4 51.4
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, August 20, 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 : 77,389: 46,491 8,034 4,034 22,224 62,706 72,750 74,775: 4,639 2,614
Old : 77,389: 46,491 8,034 4,034 22,224 62,706 72,750 74,775: 4,639 2,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,600: 1,753 -982 283 340 3,306 2,376 2,607: 224 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 10.4 5.2 28.7 81.0 94.0 96.6: 6.0 3.4
Old : 100.0: 60.1 10.4 5.2 28.7 81.0 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 83 34 23 35 41 132 92:
Old : 180: 83 34 23 35 41 132 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 31.0 40.1 47.7 23.8 30.4 35.4 44.4
Old : 26.8 31.0 40.1 47.7 23.8 30.4 35.4 44.4
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, August 20, 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 : 290,116: 95,541 44,755 32,670 139,161 196,977 267,372 274,402: 22,743 15,714
Old : 290,116: 95,541 44,755 32,670 139,161 196,977 267,372 274,402: 22,743 15,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 8,509: 1,261 838 -1,206 6,770 7,809 6,826 7,442: 1,683 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.4 11.3 48.0 67.9 92.2 94.6: 7.8 5.4
Old : 100.0: 32.9 15.4 11.3 48.0 67.9 92.2 94.6: 7.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 65 40 45 80 90 168 156:
Old : 208: 65 40 45 80 90 168 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 22.3 30.6 34.0 14.0 12.8 22.3 19.4
Old : 18.4 22.3 30.6 34.0 14.0 12.8 22.3 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 16,104: 8,569 0 631 3,184 10,080 12,384 10,711: 3,720 5,393
Old : 16,104: 8,569 0 631 3,184 10,080 12,384 10,711: 3,720 5,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 406: 3 0 0 553 789 556 789: -150 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 0.0 3.9 19.8 62.6 76.9 66.5: 23.1 33.5
Old : 100.0: 53.2 0.0 3.9 19.8 62.6 76.9 66.5: 23.1 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 0 4 7 14 14 18:
Old : 21: 7 0 4 7 14 14 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 : 50.4 35.7 69.2 50.9 46.7 35.1 60.3 48.2
Old : 50.4 35.7 69.2 50.9 46.7 35.1 60.3 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 14,861: 0 0 0 14,126 13,535 14,126 13,535: 735 1,326
Old : 14,861: 0 0 0 14,126 13,535 14,126 13,535: 735 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 262: 0 0 0 442 367 442 367: -180 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 91.1 95.1 91.1: 4.9 8.9
Old : 100.0: 0.0 0.0 0.0 95.1 91.1 95.1 91.1: 4.9 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 : 21: 0 0 0 14 16 14 16:
Old : 21: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 55.6 83.5 74.0 46.9 35.0 56.5 49.3
Old : 67.6 55.6 83.5 74.0 46.9 35.0 56.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 21,938: 9,934 0 944 8,650 17,430 19,528 18,374: 2,410 3,564
Old : 21,938: 9,934 0 944 8,650 17,430 19,528 18,374: 2,410 3,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 100: -34 0 233 -99 -133 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 0.0 4.3 39.4 79.5 89.0 83.8: 11.0 16.2
Old : 100.0: 45.3 0.0 4.3 39.4 79.5 89.0 83.8: 11.0 16.2
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 11 18 14 21:
Old : 23: 3 0 3 11 18 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 36.5 84.1 53.7 67.0 32.1 71.4 45.7
Old : 72.0 36.5 84.1 53.7 67.0 32.1 71.4 45.7
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, August 20, 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 : 14,999: 4,563 10,054 1,341 8,896 3,574 14,800 14,969: 199 30
Old : 14,999: 4,563 10,054 1,341 8,896 3,574 14,800 14,969: 199 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 309: 300 -25 15 -6 304 309 294: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 67.0 8.9 59.3 23.8 98.7 99.8: 1.3 0.2
Old : 100.0: 30.4 67.0 8.9 59.3 23.8 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 4 5 5 4 16 11:
Old : 20: 9 4 5 5 4 16 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 : 73.4 86.5 91.5 96.7 71.9 83.1 84.2 88.5
Old : 73.4 86.5 91.5 96.7 71.9 83.1 84.2 88.5
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, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,611: 866 1,634 108 5,519 4,620 6,493 6,362: 118 249
Old : 6,611: 866 1,634 108 5,519 4,620 6,493 6,362: 118 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 101: 142 120 -42 1 23 101 101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 24.7 1.6 83.5 69.9 98.2 96.2: 1.8 3.8
Old : 100.0: 13.1 24.7 1.6 83.5 69.9 98.2 96.2: 1.8 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 : 35: 4 2 1 26 22 30 25:
Old : 35: 4 2 1 26 22 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 52.7 58.8 74.7 31.4 45.1 45.7 56.7
Old : 35.2 52.7 58.8 74.7 31.4 45.1 45.7 56.7
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, August 20, 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 : 74,590: 997 3,257 400 72,740 70,925 74,137 74,582: 453 8
Old : 74,590: 997 3,257 400 72,740 70,925 74,137 74,582: 453 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,673: 125 -50 0 3,530 3,723 3,655 3,673: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.4 0.5 97.5 95.1 99.4 100.0: 0.6 0.0
Old : 100.0: 1.3 4.4 0.5 97.5 95.1 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 3 2 41 34 48 37:
Old : 58: 5 3 2 41 34 48 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 54.0 76.7 71.2 33.0 31.7 38.7 40.4
Old : 57.9 54.0 76.7 71.2 33.0 31.7 38.7 40.4
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, August 20, 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 : 8,615: 2,841 0 25 5,695 8,560 8,561 8,585: 54 30
Old : 8,615: 2,841 0 25 5,695 8,560 8,561 8,585: 54 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 535: 375 0 17 143 518 535 535: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.0 0.3 66.1 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 33.0 0.0 0.3 66.1 99.4 99.4 99.7: 0.6 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 : 24: 3 0 1 17 13 20 14:
Old : 24: 3 0 1 17 13 20 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 : 61.3 66.7 76.6 90.8 49.2 56.3 61.1 65.0
Old : 61.3 66.7 76.6 90.8 49.2 56.3 61.1 65.0
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, August 20, 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 : 54,721: 996 215 0 53,630 54,506 54,626 54,721: 95 0
Old : 54,721: 996 215 0 53,630 54,506 54,626 54,721: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -25: 0 0 0 -90 -25 -90 -25: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.4 0.0 98.0 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 1.8 0.4 0.0 98.0 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 0 33 22 36 24:
Old : 39: 3 2 0 33 22 36 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 : 37.4 76.3 57.8 88.3 32.5 63.7 50.1 68.9
Old : 37.4 76.3 57.8 88.3 32.5 63.7 50.1 68.9
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, August 20, 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 : 11,939: 725 3,419 50 11,014 8,245 11,789 11,714: 150 225
Old : 11,939: 725 3,419 50 11,014 8,245 11,789 11,714: 150 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -150: 0 -250 0 -150 100 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 28.6 0.4 92.3 69.1 98.7 98.1: 1.3 1.9
Old : 100.0: 6.1 28.6 0.4 92.3 69.1 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 : 41: 5 3 2 25 21 30 26:
Old : 41: 5 3 2 25 21 30 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 : 47.1 55.9 66.6 79.8 37.9 54.4 55.9 70.6
Old : 47.1 55.9 66.6 79.8 37.9 54.4 55.9 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 5,507: 906 1,166 168 4,373 4,143 5,447 5,477: 60 30
Old : 5,507: 906 1,166 168 4,373 4,143 5,447 5,477: 60 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 51: -50 0 0 101 51 51 51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 21.2 3.1 79.4 75.2 98.9 99.5: 1.1 0.5
Old : 100.0: 16.5 21.2 3.1 79.4 75.2 98.9 99.5: 1.1 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: 2 2 2 12 11 15 14:
Old : 20: 2 2 2 12 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 76.0 90.1 93.0 63.3 68.7 76.0 78.7
Old : 69.7 76.0 90.1 93.0 63.3 68.7 76.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 33,480: 1,545 3,945 1,340 30,146 28,051 33,031 33,336: 449 144
Old : 33,480: 1,545 3,945 1,340 30,146 28,051 33,031 33,336: 449 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 1,736: -64 390 -166 1,966 1,512 1,736 1,736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.8 4.0 90.0 83.8 98.7 99.6: 1.3 0.4
Old : 100.0: 4.6 11.8 4.0 90.0 83.8 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 7 4 40 39 45 49:
Old : 57: 4 7 4 40 39 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 43.7 54.8 58.2 32.0 36.5 46.8 46.4
Old : 36.4 43.7 54.8 58.2 32.0 36.5 46.8 46.4
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, August 20, 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 : 12,115: 802 1,078 423 10,800 10,497 12,025 11,998: 90 117
Old : 12,115: 802 1,078 423 10,800 10,497 12,025 11,998: 90 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -170: 45 453 -387 172 -266 -170 -200: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.9 3.5 89.1 86.6 99.3 99.0: 0.7 1.0
Old : 100.0: 6.6 8.9 3.5 89.1 86.6 99.3 99.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 4 4 27 33 32 39:
Old : 45: 3 4 4 27 33 32 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 : 44.4 33.8 64.1 55.3 28.1 22.6 41.1 34.3
Old : 44.4 33.8 64.1 55.3 28.1 22.6 41.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 2,037: 115 100 110 1,517 1,627 1,742 1,837: 295 200
Old : 2,037: 115 100 110 1,517 1,627 1,742 1,837: 295 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 498: 40 5 -15 463 488 488 478: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.9 5.4 74.5 79.9 85.5 90.2: 14.5 9.8
Old : 100.0: 5.6 4.9 5.4 74.5 79.9 85.5 90.2: 14.5 9.8
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 : 34: 3 2 3 20 21 24 25:
Old : 34: 3 2 3 20 21 24 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 : 32.1 32.3 55.9 53.3 25.0 25.3 33.1 39.3
Old : 32.1 32.3 55.9 53.3 25.0 25.3 33.1 39.3
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, August 20, 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 : 16,212: 4,095 300 845 10,762 14,647 15,702 15,792: 510 420
Old : 16,212: 4,095 300 845 10,762 14,647 15,702 15,792: 510 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 0: 0 0 0 180 180 180 180: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.9 5.2 66.4 90.3 96.9 97.4: 3.1 2.6
Old : 100.0: 25.3 1.9 5.2 66.4 90.3 96.9 97.4: 3.1 2.6
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 : 21: 2 2 2 13 12 17 15:
Old : 21: 2 2 2 13 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 75.3 70.5 89.6 45.4 63.4 59.4 67.1
Old : 46.9 75.3 70.5 89.6 45.4 63.4 59.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 24,645: 3,272 1,384 201 20,213 19,414 23,686 20,999: 959 3,646
Old : 24,645: 3,272 1,384 201 20,213 19,414 23,686 20,999: 959 3,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 595: -149 0 0 836 261 687 261: -92 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.6 0.8 82.0 78.8 96.1 85.2: 3.9 14.8
Old : 100.0: 13.3 5.6 0.8 82.0 78.8 96.1 85.2: 3.9 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 : 34: 3 2 2 25 29 29 32:
Old : 34: 3 2 2 25 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 25.1 66.4 42.0 36.8 22.1 50.4 34.8
Old : 45.2 25.1 66.4 42.0 36.8 22.1 50.4 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013