GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,827
COMMITMENTS
1,722 245 1,020 42,506 44,500 45,248 45,765 579 62
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,400)
-83 145 50 3,433 3,265 3,400 3,460 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.5 2.2 92.8 97.1 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 2 43 43 45 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,202
COMMITMENTS
0 0 0 18,940 19,118 18,940 19,118 262 84
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -38)
0 0 0 -48 -58 -48 -58 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 25 36 25 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,410
COMMITMENTS
0 0 0 2,811 2,699 2,811 2,699 599 711
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 0 0 0 0 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.4 79.1 82.4 79.1 17.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 19 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,615
COMMITMENTS
325 294 980 13,222 13,283 14,527 14,557 1,088 1,058
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,335)
37 60 401 847 811 1,285 1,272 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.9 6.3 84.7 85.1 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 6 41 44 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,643
COMMITMENTS
407 69 355 7,164 7,763 7,926 8,187 717 456
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 455)
82 -10 23 430 491 535 504 -80 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.8 4.1 82.9 89.8 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 5 47 54 53 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,425
COMMITMENTS
0 43 5 6,007 5,775 6,012 5,823 413 602
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,406)
0 43 5 1,410 1,331 1,415 1,379 -9 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.1 93.5 89.9 93.6 90.6 6.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,581
COMMITMENTS
503 0 516 2,878 3,733 3,897 4,249 684 332
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 462)
47 0 158 198 298 403 456 59 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.0 11.3 62.8 81.5 85.1 92.8 14.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 25 24 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,350
COMMITMENTS
0 170 10 1,937 1,693 1,947 1,873 403 477
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 334)
0 35 -15 351 304 336 324 -2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 0.4 82.4 72.0 82.9 79.7 17.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 18 16 19 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,480
COMMITMENTS
95 58 58 1,735 1,999 1,888 2,115 592 365
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 151)
80 58 23 51 37 154 118 -3 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 2.3 2.3 70.0 80.6 76.1 85.3 23.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 19 20 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,324
COMMITMENTS
0 0 0 14,183 14,294 14,183 14,294 141 30
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,835)
0 0 0 1,835 1,835 1,835 1,835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 26 19 26 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,218
COMMITMENTS
0 468 0 6,951 6,574 6,951 7,042 267 176
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 238)
0 48 0 238 190 238 238 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.0 96.3 91.1 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 19 18 19 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,466
COMMITMENTS
0 3,424 123 21,203 17,919 21,326 21,466 140 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 564)
0 395 -195 759 364 564 564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.0 0.6 98.8 83.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 31 24 32 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,745
COMMITMENTS
42,002 42,592 60,909 198,570 196,518 301,481 300,019 35,264 36,726
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 8,530)
785 6,271 3,470 9,205 1,494 13,460 11,235 -4,930 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 12.6 18.1 59.0 58.4 89.5 89.1 10.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
34 40 42 78 77 135 140
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,560
COMMITMENTS
200 2,430 100 14,074 11,930 14,374 14,460 186 100
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 982)
0 100 0 978 882 978 982 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 16.7 0.7 96.7 81.9 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 1 40 46 44 51
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,649
COMMITMENTS
1,143 1,550 0 17,488 17,069 18,631 18,619 18 30
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.3 0.0 93.8 91.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 0 27 32 32 33
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,196
COMMITMENTS
0 0 0 9,978 10,919 9,978 10,919 1,218 277
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 222)
0 0 0 156 204 156 204 66 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.1 97.5 89.1 97.5 10.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 14 19 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,145,017
COMMITMENTS
229,354 339,431 387,740 458,401 369,916 1075495 1097087 69,522 47,930
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -40,311)
-13,853 -17,471 -26,504 -199 4,700 -40,556 -39,275 245 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 29.6 33.9 40.0 32.3 93.9 95.8 6.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
99 115 139 72 69 259 244
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601
COMMITMENTS
627 7,807 576 34,913 25,535 36,116 33,918 3,485 5,683
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -24 0 -24 0 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 19.7 1.5 88.2 64.5 91.2 85.6 8.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 76,314
COMMITMENTS
14,494 26,393 19,927 38,613 27,975 73,034 74,295 3,280 2,019
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,059)
-272 -634 1,207 1,205 1,867 2,140 2,440 -81 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 34.6 26.1 50.6 36.7 95.7 97.4 4.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 7 14 18 19 33 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,301
COMMITMENTS
0 1,452 2,832 58,258 54,650 61,090 58,934 6,211 8,367
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 406)
0 0 0 344 406 344 406 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 4.2 86.6 81.2 90.8 87.6 9.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 16 18 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,804,792
COMMITMENTS
449,216 45,088 851,915 1471916 1880716 2773047 2777719 31,745 27,073
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 42,865)
1,720 -12,101 13,473 31,644 42,340 46,837 43,712 -3,972 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 1.6 30.4 52.5 67.1 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
39 12 46 99 85 151 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,439,412
COMMITMENTS
238,065 180,858 390,758 807,670 865,985 1436493 1437601 2,919 1,811
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 47,734)
8,582 6,943 9,231 29,999 31,737 47,812 47,911 -78 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 12.6 27.1 56.1 60.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 22 34 46 40 87 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,110
COMMITMENTS
750 975 15 5,865 5,015 6,630 6,005 480 1,105
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.7 0.2 82.5 70.5 93.2 84.5 6.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 13 14 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,714
COMMITMENTS
267 1,745 189 23,950 22,389 24,406 24,323 308 391
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 394)
105 -190 -59 308 618 354 369 40 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 7.1 0.8 96.9 90.6 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 2 33 44 37 50
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,500
COMMITMENTS
127 88 60 1,818 1,777 2,005 1,925 495 575
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 193)
0 10 0 156 404 156 414 37 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 3.5 2.4 72.7 71.1 80.2 77.0 19.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 23 21 25 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,858
COMMITMENTS
91 80 40 1,307 1,346 1,438 1,466 420 392
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 145)
12 0 0 55 140 67 140 78 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 4.3 2.2 70.3 72.4 77.4 78.9 22.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 18 21 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,501
COMMITMENTS
13,397 789 4,081 48,387 61,341 65,865 66,211 1,636 1,290
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 274)
0 40 0 274 234 274 274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 1.2 6.0 71.7 90.9 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 33 32 39 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,376
COMMITMENTS
360 1,184 2,746 14,006 13,600 17,112 17,530 1,264 846
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -18)
0 -130 80 -100 30 -20 -20 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 6.4 14.9 76.2 74.0 93.1 95.4 6.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 17 24 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,229
COMMITMENTS
4,130 1,166 340 7,735 11,403 12,205 12,909 1,024 320
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 54)
0 -60 60 -6 54 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 8.8 2.6 58.5 86.2 92.3 97.6 7.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 19 18 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,949
COMMITMENTS
738 2,680 414 22,033 20,934 23,185 24,028 1,764 921
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -24)
0 0 0 422 216 422 216 -446 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 10.7 1.7 88.3 83.9 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,104
COMMITMENTS
1,150 0 226 6,244 6,949 7,620 7,175 1,484 1,929
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 10 20 10 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 0.0 2.5 68.6 76.3 83.7 78.8 16.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,034
COMMITMENTS
4,080 2,556 136 7,766 9,536 11,982 12,228 1,052 806
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 26)
0 0 0 16 26 16 26 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 19.6 1.0 59.6 73.2 91.9 93.8 8.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,894
COMMITMENTS
278 2,440 990 11,735 9,610 13,003 13,040 891 854
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 -60 0 0 60 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 17.6 7.1 84.5 69.2 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 18 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,835
COMMITMENTS
0 0 0 61,835 61,835 61,835 61,835 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 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: 25)
0 0 0 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,003,665
COMMITMENTS
0 0 0 1003665 1003665 1003665 1003665 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,664)
0 0 0 -1,664 -1,664 -1,664 -1,664 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: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,154
COMMITMENTS
0 0 0 28,154 28,154 28,154 28,154 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 107,973
COMMITMENTS
0 0 0 107,718 107,718 107,718 107,718 255 255
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 193)
0 0 0 193 193 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,496,218
COMMITMENTS
0 0 0 1496218 1496218 1496218 1496218 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,446
COMMITMENTS
5,692 2,875 7,800 52,954 55,771 66,446 66,446 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 4.3 11.7 79.7 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,192,709
COMMITMENTS
57,801 97,890 40,014 1094894 1054805 1192709 1192709 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,769)
0 0 0 2,769 2,769 2,769 2,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 8.2 3.4 91.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,893
COMMITMENTS
0 3,788 0 52,745 48,553 52,745 52,341 148 552
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 0.0 99.7 91.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591
COMMITMENTS
1,480 5,735 105 44,412 40,751 45,997 46,591 594 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,175
COMMITMENTS
13,432 0 1,690 16,053 29,485 31,175 31,175 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 264)
264 0 0 0 264 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 0.0 5.4 51.5 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 13 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,093
COMMITMENTS
444 974 176 14,537 14,647 15,157 15,797 936 296
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.1 1.1 90.3 91.0 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 16 19 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975
COMMITMENTS
254 1,130 0 12,573 11,548 12,827 12,678 148 297
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 894,072
COMMITMENTS
0 67,097 23,400 870,672 803,575 894,072 894,072 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.5 2.6 97.4 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241
COMMITMENTS
27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 546,290
COMMITMENTS
207,018 0 58,840 280,432 487,450 546,290 546,290 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 7,816)
0 0 0 7,816 7,816 7,816 7,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 0.0 10.8 51.3 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 151,880
COMMITMENTS
0 7,416 0 151,880 144,464 151,880 151,880 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,110
COMMITMENTS
2,216 122 35 25,379 27,428 27,630 27,585 480 525
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 89)
56 0 0 33 89 89 89 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.4 0.1 90.3 97.6 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 36 33 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,911
COMMITMENTS
1,097 26 0 6,452 7,525 7,549 7,551 362 360
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 165 120 165 120 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.3 0.0 81.6 95.1 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 20 16 23 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,686
COMMITMENTS
90 1,584 101 9,168 7,400 9,359 9,085 327 601
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 170)
0 -65 15 178 358 193 308 -23 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 16.4 1.0 94.7 76.4 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 18 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,523
COMMITMENTS
1,010 0 0 9,388 9,859 10,398 9,859 125 664
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 372)
0 0 0 312 383 312 383 60 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 89.2 93.7 98.8 93.7 1.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 18 23 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,432,162
COMMITMENTS
295,571 182,738 410,508 650,111 771,985 1356190 1365231 75,972 66,931
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 36)
-5,205 5,870 -2,169 6,183 223 -1,191 3,924 1,227 -3,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 12.8 28.7 45.4 53.9 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
107 108 145 89 96 278 281
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,324
COMMITMENTS
64,079 19,857 1,284 95,313 130,309 160,676 151,450 41,648 50,874
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,117)
100 -91 -108 -412 3,416 -420 3,217 1,537 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.8 0.6 47.1 64.4 79.4 74.9 20.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 5 18 20 26 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,525
COMMITMENTS
1,068 580 1,120 16,320 16,825 18,508 18,525 17 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,684)
0 0 0 1,684 1,684 1,684 1,684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 3.1 6.0 88.1 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 26 26 30 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,967
COMMITMENTS
4,802 10,538 4,454 73,226 66,189 82,482 81,181 3,485 4,786
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 891)
-210 308 886 -166 -303 510 891 381 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 12.3 5.2 85.2 77.0 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 9 22 18 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,588
COMMITMENTS
2,799 1,848 6,247 30,163 31,049 39,209 39,144 2,379 2,444
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 8,407)
192 0 4,490 4,534 3,912 9,216 8,402 -809 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 4.4 15.0 72.5 74.7 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 6 14 14 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,302
COMMITMENTS
1,037 2,892 944 32,086 32,524 34,067 36,360 32,235 29,942
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.4 1.4 48.4 49.1 51.4 54.8 48.6 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 4 13 14 17 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,200
COMMITMENTS
1,900 0 0 3,290 5,146 5,190 5,146 10 54
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 0.0 0.0 63.3 99.0 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 14 18 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,964
COMMITMENTS
4,513 6,014 7,835 11,063 10,264 23,411 24,113 3,553 2,851
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 638)
-752 -150 30 0 565 -722 445 1,360 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 22.3 29.1 41.0 38.1 86.8 89.4 13.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 7 10 10 20 20
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,961
COMMITMENTS
0 0 0 16,961 16,961 16,961 16,961 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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: 20)
0 0 0 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,646
COMMITMENTS
12,702 8,240 515 7,183 11,321 20,400 20,076 1,246 1,570
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 629)
151 1,462 21 599 -1,091 771 392 -142 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 38.1 2.4 33.2 52.3 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
54 51 11 24 29 85 89
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 50,349
COMMITMENTS
34,754 15,957 505 9,812 30,807 45,071 47,269 5,278 3,080
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,482)
184 639 217 -1,682 -2,457 -1,281 -1,601 -201 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 31.7 1.0 19.5 61.2 89.5 93.9 10.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
83 46 14 25 33 116 86
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,729
COMMITMENTS
82,618 22,040 38,252 143,604 202,524 264,474 262,816 17,255 18,913
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -24,476)
537 828 -6,046 -17,661 -19,992 -23,170 -25,210 -1,306 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.8 13.6 51.0 71.9 93.9 93.3 6.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
62 27 51 77 93 159 158
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,161
COMMITMENTS
7,707 0 185 6,658 14,861 14,550 15,046 5,611 5,115
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -447)
-370 0 -19 -332 -317 -721 -336 274 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 0.0 0.9 33.0 73.7 72.2 74.6 27.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 2 11 20 16 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,694
COMMITMENTS
80 2,967 2,595 15,428 12,223 18,103 17,785 2,591 2,909
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,232)
80 -870 -15 871 2,193 936 1,308 296 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 14.3 12.5 74.6 59.1 87.5 85.9 12.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 13 15 16 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,597
COMMITMENTS
70 2,240 204 9,090 6,896 9,364 9,340 233 257
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 6)
0 0 0 -44 -44 -44 -44 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 23.3 2.1 94.7 71.9 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 28 30 29 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,076
COMMITMENTS
2,525 0 50 52,949 55,933 55,524 55,983 552 93
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -59)
-225 0 -400 762 341 137 -59 -196 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.1 94.4 99.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 0 1 48 31 55 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,925
COMMITMENTS
350 0 0 32,515 32,925 32,865 32,925 60 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,555)
0 0 0 2,555 2,555 2,555 2,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 98.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 22 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,934
COMMITMENTS
350 6,013 150 13,254 7,771 13,754 13,934 180 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 620)
0 100 0 620 520 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 43.2 1.1 95.1 55.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 1 29 22 30 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,558
COMMITMENTS
4,698 0 6,787 30,018 34,527 41,503 41,314 55 244
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,644)
197 0 438 1,977 2,174 2,612 2,612 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.0 16.3 72.2 83.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 0 5 43 50 53 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,044
COMMITMENTS
278 6,109 0 9,526 3,570 9,804 9,679 240 365
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 442)
182 303 0 260 281 442 584 0 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 60.8 0.0 94.8 35.5 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 17 22 19
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,093
COMMITMENTS
2,398 1,802 230 9,447 9,958 12,075 11,990 18 103
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 822)
224 643 -211 815 418 828 850 -6 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 14.9 1.9 78.1 82.3 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 7 1 28 24 35 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,689
COMMITMENTS
11,531 1,858 771 17,508 27,388 29,810 30,017 879 672
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,072)
-203 70 282 978 680 1,057 1,032 15 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 6.1 2.5 57.0 89.2 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 8 6 26 36 36 48
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,327
COMMITMENTS
530 266 3,755 14,826 15,271 19,111 19,292 216 35
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 570)
0 0 300 570 570 870 870 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.4 19.4 76.7 79.0 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 4 14 15 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,863
COMMITMENTS
3,392 0 494 20,146 22,329 24,032 22,823 1,831 3,040
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 500)
169 -300 0 1,020 4,429 1,189 4,129 -689 -3,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 1.9 77.9 86.3 92.9 88.2 7.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 25 24 26
Updated June 29, 2012