GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,682
COMMITMENTS
1,501 599 2 37,150 37,701 38,653 38,302 29 380
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,631)
-1,070 -275 0 -8,540 -9,314 -9,610 -9,589 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.5 0.0 96.0 97.5 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 1 43 44 45 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,049
COMMITMENTS
0 0 0 7,854 7,892 7,854 7,892 195 157
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,739)
0 0 0 -2,739 -2,749 -2,739 -2,749 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.6 98.0 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 27 24 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,269
COMMITMENTS
121 245 238 7,770 7,573 8,129 8,056 1,140 1,213
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -970)
-56 2 -11 -863 -952 -930 -961 -40 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.6 2.6 83.8 81.7 87.7 86.9 12.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 4 35 37 39 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,497
COMMITMENTS
469 102 110 5,363 5,641 5,942 5,853 555 644
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,616)
-189 52 25 -1,340 -1,372 -1,504 -1,295 -112 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.6 1.7 82.5 86.8 91.5 90.1 8.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 5 46 50 52 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,563
COMMITMENTS
15 0 48 2,658 2,086 2,721 2,134 842 1,429
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -367)
11 0 -11 -262 -246 -262 -257 -105 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 1.3 74.6 58.5 76.4 59.9 23.6 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 19 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,410
COMMITMENTS
325 55 34 1,524 2,070 1,883 2,159 527 251
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -416)
-200 -35 4 -43 -308 -239 -339 -177 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 2.3 1.4 63.2 85.9 78.1 89.6 21.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 16 18 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,836
COMMITMENTS
0 90 20 1,467 1,489 1,487 1,599 349 237
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -361)
-63 40 -76 -121 -290 -260 -326 -101 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 1.1 79.9 81.1 81.0 87.1 19.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 16 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,721
COMMITMENTS
0 0 0 7,641 7,429 7,641 7,429 80 292
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,158)
0 0 0 -2,143 -2,158 -2,143 -2,158 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 96.2 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 18 24 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,700
COMMITMENTS
0 1,391 20 18,680 17,289 18,700 18,700 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,410)
0 -2,078 0 -5,410 -3,332 -5,410 -5,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 0.1 99.9 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,753
COMMITMENTS
50,458 32,883 36,151 188,349 220,843 274,958 289,877 37,795 22,876
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,719)
3,514 2,703 2,218 -4,390 -2,071 1,342 2,850 377 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 10.5 11.6 60.2 70.6 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
41 25 42 66 85 133 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,693
COMMITMENTS
455 524 140 10,948 10,872 11,543 11,536 150 157
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,594)
-432 -256 -59 -4,228 -4,404 -4,719 -4,719 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.5 1.2 93.6 93.0 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 3 35 34 40 39
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,017
COMMITMENTS
636 1,186 164 6,210 5,592 7,010 6,942 7 75
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -639)
0 -155 -44 -588 -431 -632 -630 -7 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 16.9 2.3 88.5 79.7 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 2 24 18 30 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 977,952
COMMITMENTS
154,491 337,508 328,780 417,854 266,051 901,125 932,339 76,827 45,613
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,742)
6,076 9,398 -7,122 3,068 1,094 2,022 3,370 720 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 34.5 33.6 42.7 27.2 92.1 95.3 7.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
90 124 135 83 76 261 262
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,664
COMMITMENTS
0 768 0 27,094 31,583 27,094 32,351 8,570 3,313
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,274)
0 0 0 -2,326 -3,150 -2,326 -3,150 -948 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 76.0 88.6 76.0 90.7 24.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,584
COMMITMENTS
1,707 174 1,558 24,840 24,930 28,105 26,662 3,479 4,922
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,833)
-440 174 -324 -1,754 -2,202 -2,518 -2,352 -315 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.6 4.9 78.6 78.9 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,313
COMMITMENTS
0 8,069 2,059 61,277 43,455 63,336 53,583 2,977 12,730
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,898)
0 58 -600 -4,387 -14,095 -4,987 -14,637 -911 8,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 3.1 92.4 65.5 95.5 80.8 4.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 15 22 18 25
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,913
COMMITMENTS
4,371 0 3,720 85,809 88,133 93,900 91,853 10,013 12,060
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -7,173)
-361 -343 -350 -6,234 -13,621 -6,945 -14,314 -228 7,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 3.6 82.6 84.8 90.4 88.4 9.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 3 22 22 26 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,364,868
COMMITMENTS
493,167 103,629 623,115 1217612 1612245 2333894 2338989 30,974 25,879
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -28,488)
33,172 22,911 -45,316 -15,499 -5,670 -27,643 -28,075 -845 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 4.4 26.3 51.5 68.2 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
40 24 52 95 86 158 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 965,690
COMMITMENTS
171,817 95,419 168,766 621,112 696,339 961,695 960,524 3,995 5,166
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 14,586)
7,713 -6,119 6,964 1,754 13,364 16,431 14,209 -1,845 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 9.9 17.5 64.3 72.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 24 35 45 41 86 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,098
COMMITMENTS
195 889 73 14,558 13,838 14,826 14,800 272 298
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,124)
27 -61 8 -4,029 -3,964 -3,994 -4,017 -130 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.9 0.5 96.4 91.7 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 39 38 43 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 53,554
COMMITMENTS
20,992 422 1,940 28,978 50,652 51,910 53,014 1,644 540
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,398)
-672 -742 592 -1,835 -1,556 -1,915 -1,706 -483 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 0.8 3.6 54.1 94.6 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 30 27 35 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,110
COMMITMENTS
0 1,276 400 13,234 12,168 13,634 13,844 1,476 1,266
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -849)
0 -140 0 -882 -767 -882 -907 33 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 2.6 87.6 80.5 90.2 91.6 9.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 21 21 22 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,093
COMMITMENTS
657 858 188 7,238 8,143 8,083 9,189 2,010 904
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -431)
-29 6 -6 -323 -325 -358 -325 -73 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 8.5 1.9 71.7 80.7 80.1 91.0 19.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 15 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,894
COMMITMENTS
2,210 3,050 386 21,594 21,950 24,190 25,386 2,704 1,508
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,413)
-36 -10 -106 -1,153 -1,397 -1,295 -1,513 -118 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 11.3 1.4 80.3 81.6 89.9 94.4 10.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 22 20 24 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,410
COMMITMENTS
140 24 72 10,208 9,890 10,420 9,986 990 1,424
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -338)
20 -6 -20 -501 -276 -501 -302 163 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.2 0.6 89.5 86.7 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 15 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,982
COMMITMENTS
0 800 330 9,598 8,884 9,928 10,014 1,054 968
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -643)
0 18 -18 -607 -709 -625 -709 -18 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 3.0 87.4 80.9 90.4 91.2 9.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 16 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,329
COMMITMENTS
2,382 0 168 48,695 51,161 51,245 51,329 84 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 673)
2,382 -398 168 -1,599 1,242 951 1,012 -278 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.3 94.9 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 14 16 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 746,005
COMMITMENTS
26,145 0 3,170 716,690 742,835 746,005 746,005 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,350)
26,145 -22,775 3,170 -32,665 16,255 -3,350 -3,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.4 96.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 327,852
COMMITMENTS
24,212 0 9,408 294,232 318,444 327,852 327,852 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -30,456)
-7,520 0 0 -22,936 -30,456 -30,456 -30,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 2.9 89.7 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 8 11 10 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,175
COMMITMENTS
0 0 0 43,175 43,175 43,175 43,175 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,956)
0 0 0 -3,956 -3,956 -3,956 -3,956 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 789,730
COMMITMENTS
0 0 0 789,730 789,730 789,730 789,730 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -59,032)
0 0 0 -59,032 -59,032 -59,032 -59,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,173
COMMITMENTS
1,585 0 924 135,473 137,249 137,982 138,173 191 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -10,879)
69 0 -115 -10,810 -10,741 -10,856 -10,856 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.7 98.0 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 18 24 19 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,394,827
COMMITMENTS
0 14,657 17,958 2376869 2362212 2394827 2394827 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -176,344)
0 -8,272 0 -176,344 -168,072 -176,344 -176,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.7 99.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 17 26 18 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,991
COMMITMENTS
3,232 1,727 1,350 38,409 39,914 42,991 42,991 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,990)
230 -115 -230 -2,967 -2,645 -2,967 -2,990 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 4.0 3.1 89.3 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 19 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,105,426
COMMITMENTS
47,130 34,733 15,080 1043216 1055613 1105426 1105426 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -66,552)
-1,504 -2,632 0 -65,048 -63,920 -66,552 -66,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.1 1.4 94.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 24 17 28 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,676
COMMITMENTS
105 1,191 84 49,403 48,146 49,592 49,421 84 255
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,197)
0 0 0 -3,151 -3,174 -3,151 -3,174 -46 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.4 0.2 99.5 96.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 19 20 21
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,223
COMMITMENTS
630 3,741 84 37,341 34,314 38,055 38,139 168 84
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,392)
460 276 -736 -2,093 -1,909 -2,369 -2,369 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 9.8 0.2 97.7 89.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 13 16 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,645
COMMITMENTS
699 0 0 19,691 20,624 20,390 20,624 255 21
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,541)
-69 -92 0 -1,472 -1,380 -1,541 -1,472 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 95.4 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 14 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,380
COMMITMENTS
25,849 7,925 3,840 885,691 903,615 915,380 915,380 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -49,632)
0 -1,880 0 -49,632 -47,752 -49,632 -49,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.9 0.4 96.8 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 20 20 23 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,461
COMMITMENTS
116,225 0 9,175 749,061 865,286 874,461 874,461 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -27,437)
752 0 -752 -27,437 -26,685 -27,437 -27,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 0.0 1.0 85.7 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 10 18 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,556
COMMITMENTS
0 6,005 0 140,556 134,551 140,556 140,556 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -29,054)
0 0 0 -29,054 -29,054 -29,054 -29,054 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,097
COMMITMENTS
105 10 120 21,550 21,246 21,775 21,376 322 721
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,115)
-35 0 75 -1,116 -1,225 -1,076 -1,150 -39 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.5 97.5 96.1 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 3 37 35 40 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,116
COMMITMENTS
245 8 151 10,536 10,623 10,932 10,782 184 334
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,184)
-43 -15 12 -1,152 -1,161 -1,183 -1,164 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.1 1.4 94.8 95.6 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 21 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,222
COMMITMENTS
45 95 120 7,749 7,553 7,914 7,768 308 454
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -670)
15 0 -10 -630 -647 -625 -657 -45 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.2 1.5 94.2 91.9 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 21 26 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,351
COMMITMENTS
30 0 20 10,146 10,258 10,196 10,278 1,155 1,073
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -536)
-115 0 20 -405 -436 -500 -416 -36 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.2 89.4 90.4 89.8 90.5 10.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 17 20 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,523,907
COMMITMENTS
337,970 172,828 387,491 726,687 901,488 1452148 1461807 71,759 62,100
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 29,104)
19,446 6,992 8,516 6,239 19,266 34,201 34,774 -5,097 -5,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 11.3 25.4 47.7 59.2 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
118 102 162 91 102 295 296
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,435
COMMITMENTS
53,266 18,423 5,140 113,812 137,984 172,218 161,547 34,217 44,888
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,745)
-2,575 -575 -48 -5,409 -5,938 -8,032 -6,561 -1,713 -3,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.9 2.5 55.1 66.8 83.4 78.3 16.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 7 12 18 22 31 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,726
COMMITMENTS
238 826 223 17,265 16,677 17,726 17,726 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,884)
88 -601 -100 -4,860 -4,183 -4,872 -4,884 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.7 1.3 97.4 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 4 37 35 43 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,863
COMMITMENTS
3,155 18,230 9,300 64,035 46,759 76,490 74,289 2,373 4,574
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 597)
118 497 380 185 218 683 1,095 -86 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 23.1 11.8 81.2 59.3 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 15 25 22 41 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,022
COMMITMENTS
2,554 4,960 3,080 26,974 25,103 32,608 33,143 3,414 2,879
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -139)
195 62 -145 -260 470 -210 387 71 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 13.8 8.6 74.9 69.7 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 5 16 17 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,435
COMMITMENTS
2,050 150 0 11,385 13,210 13,435 13,360 0 75
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,485)
50 0 0 -1,535 -1,485 -1,485 -1,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 1.1 0.0 84.7 98.3 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,813
COMMITMENTS
14,262 1,625 273 4,064 18,156 18,599 20,054 2,214 759
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 453)
237 -104 -14 -63 434 160 316 293 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.5 7.8 1.3 19.5 87.2 89.4 96.4 10.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
64 18 6 20 35 88 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,146
COMMITMENTS
29,934 1,926 533 3,067 38,316 33,534 40,775 8,612 1,371
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,042)
2,042 610 84 -241 2,236 1,885 2,930 1,157 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.0 4.6 1.3 7.3 90.9 79.6 96.7 20.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
95 17 8 16 41 114 64
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 261,739
COMMITMENTS
80,449 26,675 25,511 135,564 197,614 241,524 249,800 20,215 11,939
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 10,193)
6,235 3,091 -1,179 3,345 8,945 8,401 10,857 1,792 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 10.2 9.7 51.8 75.5 92.3 95.4 7.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
73 17 48 69 86 160 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,743
COMMITMENTS
10,541 0 79 7,223 18,559 17,843 18,638 5,900 5,105
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,639)
538 0 -159 -1,746 -2,583 -1,367 -2,742 -272 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 0.0 0.3 30.4 78.2 75.2 78.5 24.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 14 18 18 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,710
COMMITMENTS
0 0 0 23,653 23,915 23,653 23,915 1,057 795
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.7 96.8 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,577
COMMITMENTS
214 250 0 4,278 4,327 4,492 4,577 85 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -775)
-50 250 -300 -460 -675 -810 -725 35 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 5.5 0.0 93.5 94.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 24 26 25 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,504
COMMITMENTS
500 0 0 47,632 49,066 48,132 49,066 1,372 438
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -7,914)
0 -25 -25 -8,376 -8,164 -8,401 -8,214 487 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 96.2 99.1 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 0 0 40 36 42 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,797
COMMITMENTS
0 0 0 17,677 17,772 17,677 17,772 120 25
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,341)
0 0 0 -2,341 -2,366 -2,341 -2,366 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 14 22 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,338
COMMITMENTS
0 2,183 50 4,288 2,105 4,338 4,338 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,763)
-50 -1,663 50 -1,763 -150 -1,763 -1,763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 50.3 1.2 98.8 48.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 1 25 13 26 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,716
COMMITMENTS
478 0 120 6,902 7,478 7,500 7,598 216 118
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,015)
-1,053 0 0 -1,914 -2,990 -2,967 -2,990 -48 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 1.6 89.5 96.9 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 18 23 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,354
COMMITMENTS
960 3,204 480 17,884 15,610 19,324 19,294 30 60
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,031)
-120 -166 -31 -1,772 -1,789 -1,923 -1,986 -108 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 16.6 2.5 92.4 80.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 5 4 41 40 48 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,662
COMMITMENTS
2,623 19 309 8,540 11,271 11,472 11,599 190 63
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,727)
-1,056 19 89 -1,746 -2,725 -2,713 -2,617 -14 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 0.2 2.6 73.2 96.6 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 25 28 31 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,448
COMMITMENTS
9,597 883 805 15,490 23,976 25,892 25,664 556 784
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,980)
-1,273 -270 -125 -1,436 -2,589 -2,834 -2,984 -146 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 3.3 3.0 58.6 90.7 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 7 30 30 40 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,484
COMMITMENTS
1,770 0 42 8,093 11,489 9,905 11,531 3,579 1,953
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,077)
-1,073 0 0 -112 -1,381 -1,185 -1,381 -892 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 0.3 60.0 85.2 73.5 85.5 26.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 21 18 22
Updated September 9, 2011