GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,122
COMMITMENTS
1,766 75 175 39,149 40,492 41,090 40,742 32 380
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,440)
265 -524 173 1,999 2,791 2,437 2,440 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 0.4 95.2 98.5 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 1 47 43 49 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,544
COMMITMENTS
0 0 0 8,354 8,377 8,354 8,377 190 167
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 495)
0 0 0 500 485 500 485 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.0 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 29 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,902
COMMITMENTS
121 304 220 8,421 8,156 8,762 8,680 1,140 1,222
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 633)
0 59 -18 651 583 633 624 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 2.2 85.0 82.4 88.5 87.7 11.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 4 36 39 40 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,817
COMMITMENTS
525 95 94 5,539 5,815 6,158 6,004 659 813
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 320)
56 -7 -16 176 174 216 151 104 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.4 1.4 81.3 85.3 90.3 88.1 9.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 5 45 49 51 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,732
COMMITMENTS
15 0 48 2,827 2,255 2,890 2,303 842 1,429
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 169)
0 0 0 169 169 169 169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.3 75.8 60.4 77.4 61.7 22.6 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 20 18 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,994
COMMITMENTS
0 90 20 1,602 1,654 1,622 1,764 372 230
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 158)
0 0 0 135 165 135 165 23 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.0 80.3 82.9 81.3 88.5 18.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,846
COMMITMENTS
0 0 0 7,766 7,554 7,766 7,554 80 292
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 96.3 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 18 26 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,624
COMMITMENTS
0 1,771 10 19,614 17,843 19,624 19,624 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 924)
0 380 -10 934 554 924 924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.1 99.9 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 28 21 29 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,853
COMMITMENTS
47,112 32,578 66,441 225,491 253,382 339,044 352,401 42,809 29,452
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 13,508)
-3,360 4,644 5,510 8,650 -1,688 10,800 8,466 2,708 5,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.5 17.4 59.1 66.4 88.8 92.3 11.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
41 27 49 71 86 140 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 86,077
COMMITMENTS
327 4,752 24,192 57,607 54,872 82,127 83,815 3,950 2,262
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -2,589)
183 869 -1,186 -1,444 -2,216 -2,447 -2,533 -142 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 28.1 66.9 63.7 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 6 9 13 13 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,238
COMMITMENTS
355 524 140 11,543 11,367 12,038 12,031 200 207
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 545)
-100 0 0 595 495 495 495 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.3 1.1 94.3 92.9 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 3 38 35 42 40
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,317
COMMITMENTS
636 1,186 164 6,510 5,892 7,310 7,242 7 75
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.2 2.2 89.0 80.5 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 2 24 18 30 23
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,868
COMMITMENTS
96 420 0 2,904 2,826 3,000 3,246 868 622
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.9 0.0 75.1 73.1 77.6 83.9 22.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 14 16 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 995,113
COMMITMENTS
155,131 326,032 316,867 440,034 304,833 912,031 947,733 83,081 47,380
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -26,655)
-10,165 -10,958 -32,704 15,913 18,121 -26,956 -25,540 301 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 32.8 31.8 44.2 30.6 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
108 122 154 87 83 286 282
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,528
COMMITMENTS
2,059 174 1,446 25,416 24,930 28,921 26,550 3,607 5,978
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 944)
352 0 -112 576 0 816 -112 128 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.5 4.4 78.1 76.6 88.9 81.6 11.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,649,560
COMMITMENTS
79,292 76,958 536,405 1028954 1033162 1644651 1646525 4,909 3,035
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 11,419)
-2,474 -765 4,721 9,620 7,929 11,867 11,885 -448 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.7 32.5 62.4 62.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
44 31 60 68 67 136 134
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,885
COMMITMENTS
3,504 9,419 30,759 21,513 15,879 55,776 56,057 1,109 828
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 3,565)
-1,066 -110 2,931 1,776 669 3,641 3,489 -77 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 16.6 54.1 37.8 27.9 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 12 17 16 21 36 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,563
COMMITMENTS
0 7,883 2,059 61,589 52,303 63,648 62,245 2,915 4,318
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 250)
0 -186 0 312 8,848 312 8,662 -62 -8,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 3.1 92.5 78.6 95.6 93.5 4.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 15 23 18 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,566
COMMITMENTS
4,131 4,043 632 50,284 51,380 55,047 56,055 9,518 8,511
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,464)
0 0 0 -0 2,722 -0 2,722 1,464 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.3 1.0 77.9 79.6 85.3 86.8 14.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 17 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,491
COMMITMENTS
4,118 64 3,961 87,398 97,082 95,477 101,106 10,013 4,384
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 38)
-13 64 1 50 7,650 38 7,714 -0 -7,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 3.8 82.8 92.0 90.5 95.8 9.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 23 26 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,396,440
COMMITMENTS
512,079 106,614 617,403 1234364 1644451 2363846 2368468 32,594 27,972
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 31,572)
18,912 2,985 -5,712 16,752 32,206 29,952 29,479 1,620 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.4 25.8 51.5 68.6 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
40 23 50 95 86 157 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 997,737
COMMITMENTS
171,396 107,530 175,981 645,916 708,991 993,293 992,502 4,444 5,235
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 32,047)
-421 12,111 7,215 24,804 12,652 31,598 31,978 449 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.8 17.6 64.7 71.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 26 35 45 42 86 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,994
COMMITMENTS
270 170 295 6,160 6,159 6,725 6,624 269 370
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.4 4.2 88.1 88.1 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 15 17 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,930
COMMITMENTS
295 1,086 65 15,307 14,468 15,667 15,619 263 311
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 668)
100 197 -8 609 466 701 655 -33 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.8 0.4 96.1 90.8 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 1 39 38 42 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,348
COMMITMENTS
20,127 3,682 19,784 152,344 169,828 192,255 193,294 2,093 1,054
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 52)
275 328 -267 -89 -53 -82 9 134 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.9 10.2 78.4 87.4 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 31 30 37 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,892
COMMITMENTS
103 1,010 2,269 21,900 21,145 24,272 24,424 1,620 1,468
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 390)
84 134 -0 162 54 246 188 144 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 8.8 84.6 81.7 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,211
COMMITMENTS
657 858 188 7,354 8,263 8,199 9,309 2,012 902
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -2)
0 0 0 -4 0 -4 0 2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.4 1.8 72.0 80.9 80.3 91.2 19.7 8.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,182
COMMITMENTS
1,912 3,050 386 21,916 21,998 24,214 25,434 2,968 1,748
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 288)
-298 0 0 322 48 24 48 264 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.2 1.4 80.6 80.9 89.1 93.6 10.9 6.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,372
COMMITMENTS
236 0 48 10,098 9,900 10,382 9,948 990 1,424
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -38)
96 -24 -24 -110 10 -38 -38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.4 88.8 87.1 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 15 15 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,138
COMMITMENTS
0 800 330 9,658 8,944 9,988 10,074 1,150 1,064
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 156)
0 0 0 60 60 60 60 96 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 3.0 86.7 80.3 89.7 90.4 10.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 20 16 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,351
COMMITMENTS
2,382 0 168 48,717 51,183 51,267 51,351 84 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 22)
0 0 0 22 22 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 746,756
COMMITMENTS
26,145 0 3,170 717,441 743,586 746,756 746,756 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 751)
0 0 0 751 751 751 751 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 329,892
COMMITMENTS
26,252 0 9,408 294,232 320,484 329,892 329,892 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,040)
2,040 0 0 0 2,040 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 2.9 89.2 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,130
COMMITMENTS
1,585 0 924 135,430 137,206 137,939 138,130 191 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -43)
0 0 0 -43 -43 -43 -43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 23 19 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 16,697 17,958 2376869 2360172 2394827 2394827 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 2,040 0 0 -2,040 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.7 99.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 17 26 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,128,826
COMMITMENTS
47,130 81,773 15,080 1066616 1031973 1128826 1128826 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 23,400)
0 47,040 0 23,400 -23,640 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.2 1.3 94.5 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 25 17 29 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,186
COMMITMENTS
105 1,191 84 49,913 48,656 50,102 49,931 84 255
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.2 99.5 97.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,700
COMMITMENTS
510 280 189 21,746 22,211 22,445 22,679 255 21
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -56)
0 -51 0 -56 -5 -56 -56 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.8 95.8 97.8 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,989
COMMITMENTS
25,849 7,925 3,840 885,300 903,224 914,989 914,989 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -391)
0 0 0 -391 -391 -391 -391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 921,501
COMMITMENTS
163,265 0 9,175 749,061 912,326 921,501 921,501 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 47,040)
47,040 0 0 0 47,040 47,040 47,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 1.0 81.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 16 11 19 12
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,271
COMMITMENTS
368,064 0 24,020 335,187 703,251 727,271 727,271 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 0.0 3.3 46.1 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 10 13 12 14
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| 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 09/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,821
COMMITMENTS
0 1,703 818 7,950 6,236 8,768 8,757 53 64
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 454)
0 8 16 424 415 440 439 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.3 9.3 90.1 70.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 4 13 16 17 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,671
COMMITMENTS
125 10 120 22,079 21,790 22,324 21,920 347 751
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 574)
20 0 0 529 544 549 544 25 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 97.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,230
COMMITMENTS
245 13 88 10,713 10,795 11,046 10,896 184 334
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 114)
0 5 -63 177 172 114 114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 0.8 95.4 96.1 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 22 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,177
COMMITMENTS
0 95 0 7,741 7,533 7,741 7,628 436 549
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -45)
-45 0 -120 -8 -20 -173 -140 128 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 94.7 92.1 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 20 23 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,231
COMMITMENTS
20 0 30 10,026 10,098 10,076 10,128 1,155 1,103
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -120)
-10 0 10 -120 -160 -120 -150 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 89.3 89.9 89.7 90.2 10.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 18 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,735,324
COMMITMENTS
340,001 115,414 923,659 1387148 1614970 2650808 2654043 84,517 81,281
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -44,250)
838 -12,331 -35,784 -10,443 -5,440 -45,390 -53,555 1,139 9,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.2 33.8 50.7 59.0 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
152 117 206 97 103 353 335
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 275,373
COMMITMENTS
132,158 26,813 28,539 113,701 217,301 274,398 272,653 975 2,720
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -27,445)
-9,191 -2,850 -4,447 -11,363 -17,304 -25,002 -24,602 -2,443 -2,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 9.7 10.4 41.3 78.9 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 14 18 25 25 43 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,501
COMMITMENTS
54,702 21,957 5,075 119,527 144,588 179,304 171,620 32,197 39,881
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,066)
1,436 3,534 -65 5,715 6,604 7,086 10,073 -2,020 -5,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 10.4 2.4 56.5 68.4 84.8 81.1 15.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 11 19 24 32 37
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,372
COMMITMENTS
17,124 2,942 24,666 76,168 91,118 117,958 118,726 3,414 2,646
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 4,971)
-321 8 942 4,456 4,193 5,077 5,143 -106 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.4 20.3 62.8 75.1 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 8 26 27 25 59 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 530,575
COMMITMENTS
32,410 5,228 99,130 383,308 410,597 514,848 514,954 15,727 15,621
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 15,520)
3,687 159 2,805 9,153 11,943 15,645 14,907 -125 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.0 18.7 72.2 77.4 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 4 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,239
COMMITMENTS
488 726 248 17,303 17,265 18,039 18,239 200 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 513)
250 -100 25 38 588 313 513 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.0 1.4 94.9 94.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 4 37 37 44 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,319
COMMITMENTS
3,268 18,206 10,171 64,557 47,359 77,996 75,736 2,323 4,583
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,456)
113 -24 871 522 600 1,506 1,447 -50 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 22.7 12.7 80.4 59.0 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 10 16 25 22 42 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,814
COMMITMENTS
3,005 4,660 3,072 28,618 27,038 34,695 34,770 3,119 3,044
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,792)
451 -300 -8 1,644 1,935 2,087 1,627 -295 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.3 8.1 75.7 71.5 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 5 16 17 22 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,635
COMMITMENTS
3,250 150 0 11,385 14,410 14,635 14,560 0 75
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,200)
1,200 0 0 0 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 1.0 0.0 77.8 98.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,613
COMMITMENTS
3,396 2,273 4,160 10,771 11,918 18,326 18,350 5,287 5,262
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 78)
-179 114 -1,402 169 284 -1,412 -1,004 1,490 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.6 17.6 45.6 50.5 77.6 77.7 22.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 9 11 10 20 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,886
COMMITMENTS
2,821 2,807 2,263 20,114 19,942 25,198 25,012 688 874
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -195)
277 -165 379 -592 -415 64 -201 -259 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.8 8.7 77.7 77.0 97.3 96.6 2.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 13 12 18 21 33 37
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,823
COMMITMENTS
6,833 1,327 8,747 61,586 64,857 77,166 74,931 9,657 11,892
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -770)
450 -75 -616 2,330 2,662 2,165 1,971 -2,935 -2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.5 10.1 70.9 74.7 88.9 86.3 11.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 5 20 21 26 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,747
COMMITMENTS
13,265 2,679 338 5,115 16,681 18,718 19,698 2,029 1,049
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -1,277)
-957 1,072 -99 -23 -2,514 -1,080 -1,542 -198 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 12.9 1.6 24.7 80.4 90.2 94.9 9.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
62 30 10 27 35 95 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 46,896
COMMITMENTS
28,939 1,728 809 8,886 42,787 38,635 45,325 8,261 1,571
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -2,065)
-1,405 -71 -250 -49 -1,937 -1,703 -2,258 -362 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 3.7 1.7 18.9 91.2 82.4 96.6 17.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
95 17 11 24 38 123 62
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,373
COMMITMENTS
75,629 30,786 33,345 165,115 219,869 274,089 284,000 23,284 13,373
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 11,285)
-4,987 4,881 -3,146 17,100 8,865 8,967 10,600 2,318 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 10.4 11.2 55.5 73.9 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
72 22 53 73 85 167 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,938
COMMITMENTS
10,616 280 79 7,549 19,861 18,244 20,220 5,694 3,718
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 195)
75 280 0 326 1,302 401 1,582 -206 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 1.2 0.3 31.5 83.0 76.2 84.5 23.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 17 21 21 25
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,190
COMMITMENTS
0 0 0 24,698 25,195 24,698 25,195 1,492 995
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,480)
0 0 0 1,045 1,280 1,045 1,280 435 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 96.2 94.3 96.2 5.7 3.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,914
COMMITMENTS
214 250 0 4,615 4,664 4,829 4,914 85 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 337)
0 0 0 337 337 337 337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.1 0.0 93.9 94.9 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 27 27 28 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,417
COMMITMENTS
400 75 75 48,589 49,674 49,064 49,824 1,353 593
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 913)
-100 75 75 957 608 932 758 -19 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.1 0.1 96.4 98.5 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 1 41 35 43 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,282
COMMITMENTS
0 0 0 18,162 18,257 18,162 18,257 120 25
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 485)
0 0 0 485 485 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,438
COMMITMENTS
25 2,208 25 4,388 2,205 4,438 4,438 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 100)
25 25 -25 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 49.8 0.6 98.9 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 1 26 13 27 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,852
COMMITMENTS
542 0 156 6,902 7,578 7,600 7,734 252 118
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 136)
64 0 36 0 100 100 136 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 2.0 87.9 96.5 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 18 24 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,680
COMMITMENTS
992 3,150 522 18,136 15,948 19,650 19,620 30 60
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 326)
32 -54 42 252 338 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.0 2.7 92.2 81.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 5 4 41 42 48 48
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,255
COMMITMENTS
1,981 134 459 9,628 11,599 12,068 12,192 187 63
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 593)
-642 115 150 1,088 328 596 593 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.1 3.7 78.6 94.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 27 29 31 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,186
COMMITMENTS
9,117 983 755 16,758 24,616 26,630 26,354 556 832
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 738)
-480 100 -50 1,268 640 738 690 0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 3.6 2.8 61.6 90.5 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 6 31 31 40 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,993
COMMITMENTS
2,364 0 84 10,563 12,291 13,011 12,375 1,982 2,618
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,509)
594 0 42 2,470 802 3,106 844 -1,597 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.6 70.5 82.0 86.8 82.5 13.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 22 20 23
Updated September 16, 2011