GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,677
COMMITMENTS
621 589 1,050 39,456 40,000 41,127 41,639 550 38
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,637)
62 3 0 4,592 4,749 4,654 4,752 -17 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.4 2.5 94.7 96.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 1 36 43 37 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,770
COMMITMENTS
0 0 0 12,510 12,690 12,510 12,690 260 80
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 82)
0 0 0 82 82 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 22 30 22 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,139
COMMITMENTS
217 316 752 13,042 12,934 14,011 14,002 1,128 1,137
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -48)
20 10 15 -60 -68 -25 -43 -23 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.1 5.0 86.1 85.4 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 38 40 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,831
COMMITMENTS
581 70 101 5,459 6,004 6,141 6,175 690 656
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 129)
-8 5 7 111 124 110 136 19 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 1.0 1.5 79.9 87.9 89.9 90.4 10.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 4 42 48 47 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,656
COMMITMENTS
0 145 0 6,186 5,803 6,186 5,948 470 708
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 86)
0 10 0 46 -4 46 6 40 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 92.9 87.2 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 19 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,954
COMMITMENTS
0 693 278 4,694 4,673 4,972 5,644 982 310
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 70)
0 -5 -10 59 39 49 24 21 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 4.7 78.8 78.5 83.5 94.8 16.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 22 19 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,205
COMMITMENTS
0 48 60 1,774 1,357 1,834 1,465 371 740
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 115)
0 5 0 79 -187 79 -182 36 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 2.7 80.5 61.5 83.2 66.4 16.8 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 16 17 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,684
COMMITMENTS
170 0 12 1,963 2,137 2,145 2,149 539 535
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 142)
15 0 -10 139 153 144 143 -2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 0.4 73.1 79.6 79.9 80.1 20.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 24 24 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,461
COMMITMENTS
0 0 0 10,392 10,429 10,392 10,429 69 32
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 133 135 133 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 16 21 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,551
COMMITMENTS
0 458 150 6,977 6,912 7,127 7,520 424 31
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 260)
0 0 0 243 253 243 253 17 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.0 92.4 91.5 94.4 99.6 5.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 16 17 17 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,832
COMMITMENTS
0 1,260 463 19,269 18,109 19,732 19,832 100 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 99)
0 65 0 99 34 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 2.3 97.2 91.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 29 25 30 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 330,368
COMMITMENTS
42,160 30,372 58,051 185,366 215,396 285,577 303,819 44,791 26,549
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 12,462)
1,949 -555 1,466 3,400 9,151 6,815 10,062 5,647 2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 9.2 17.6 56.1 65.2 86.4 92.0 13.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
40 28 44 76 71 143 122
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,107
COMMITMENTS
134 2,939 229 11,622 8,831 11,985 11,999 122 108
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 521)
0 150 0 521 352 521 502 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 24.3 1.9 96.0 72.9 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 5 3 41 39 44 46
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,960
COMMITMENTS
570 1,500 200 16,190 15,230 16,960 16,930 0 30
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 730)
-100 0 100 730 630 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 8.8 1.2 95.5 89.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 23 28 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,280
COMMITMENTS
975 605 1,575 11,730 12,100 14,280 14,280 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.2 11.0 82.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,355
COMMITMENTS
420 824 85 2,381 2,048 2,886 2,957 469 398
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 11)
0 7 0 10 -6 10 1 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 24.6 2.5 71.0 61.0 86.0 88.1 14.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 11 14 15
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,519
COMMITMENTS
525 150 0 12,743 14,067 13,268 14,217 1,251 302
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,280)
300 150 0 918 1,112 1,218 1,262 62 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.0 0.0 87.8 96.9 91.4 97.9 8.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 22 17 24 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,086,018
COMMITMENTS
238,134 304,511 383,331 393,253 357,942 1014718 1045784 71,300 40,234
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 9,311)
5,567 5,469 8,214 -1,171 -6,497 12,610 7,186 -3,299 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 28.0 35.3 36.2 33.0 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
106 115 146 74 67 265 254
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,336
COMMITMENTS
297 3,660 898 24,209 17,924 25,404 22,482 2,932 5,854
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 12.9 3.2 85.4 63.3 89.7 79.3 10.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 13 12 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,098
COMMITMENTS
14,697 49,248 21,175 61,077 27,750 96,949 98,173 3,149 1,925
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,228)
-109 3,125 -1,278 3,001 -311 1,614 1,536 -386 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 49.2 21.2 61.0 27.7 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 11 13 19 20 34 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,543
COMMITMENTS
0 393 2,122 49,529 45,534 51,651 48,049 4,892 8,494
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 338)
0 64 60 278 114 338 238 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 3.8 87.6 80.5 91.3 85.0 8.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 16 16 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,679,935
COMMITMENTS
478,374 86,421 781,339 1391697 1789609 2651410 2657369 28,525 22,566
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,731)
1,673 1,073 5,762 -5,595 -3,633 1,840 3,202 -109 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 3.2 29.2 51.9 66.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 15 41 96 83 144 127
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,294,661
COMMITMENTS
191,988 109,104 345,631 754,279 838,118 1291898 1292853 2,763 1,808
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 16,638)
18,719 4,979 4,492 -6,781 13,063 16,430 22,534 208 -5,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 8.4 26.7 58.3 64.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 18 31 42 40 81 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,070
COMMITMENTS
1,020 120 75 5,210 5,880 6,305 6,075 765 995
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 45)
120 45 0 -450 -235 -330 -190 375 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 1.7 1.1 73.7 83.2 89.2 85.9 10.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 15 16 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,896
COMMITMENTS
4,728 6,848 3,826 4,082 2,505 12,636 13,179 1,260 717
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 654)
-118 102 55 -183 149 -246 306 900 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 49.3 27.5 29.4 18.0 90.9 94.8 9.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 17 18 5 4 24 25
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,125
COMMITMENTS
2,880 2,120 1,370 1,450 2,105 5,700 5,595 425 530
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 120)
-30 385 -140 235 -70 65 175 55 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 34.6 22.4 23.7 34.4 93.1 91.3 6.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 11 12 5 5 18 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,921
COMMITMENTS
1,428 2,498 335 20,918 19,760 22,681 22,593 240 328
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 434)
43 51 31 352 322 426 404 8 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 10.9 1.5 91.3 86.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 4 34 43 41 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,710
COMMITMENTS
108 0 106 1,641 1,862 1,855 1,968 855 742
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 215)
76 0 1 -68 160 9 161 206 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 3.9 60.6 68.7 68.5 72.6 31.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 18 18 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,737
COMMITMENTS
68 203 40 1,078 1,053 1,186 1,296 551 441
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 44)
-69 35 9 159 51 99 95 -55 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 11.7 2.3 62.1 60.6 68.3 74.6 31.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 22 24 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,940
COMMITMENTS
9,221 229 5,257 50,055 59,394 64,533 64,880 1,407 1,060
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,202)
210 0 -140 1,132 1,342 1,202 1,202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 0.3 8.0 75.9 90.1 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 35 31 41 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,468
COMMITMENTS
568 712 2,350 12,314 12,908 15,232 15,970 1,236 498
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -22)
0 108 -80 62 -50 -18 -22 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 4.3 14.3 74.8 78.4 92.5 97.0 7.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,500
COMMITMENTS
264 1,180 36 6,577 5,915 6,877 7,131 1,623 1,369
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 46)
0 60 0 70 -14 70 46 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 13.9 0.4 77.4 69.6 80.9 83.9 19.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,090
COMMITMENTS
3,578 400 536 8,213 11,887 12,327 12,823 763 267
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -270)
-240 0 -30 0 -240 -270 -270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.1 4.1 62.7 90.8 94.2 98.0 5.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,064
COMMITMENTS
552 1,880 538 19,702 19,746 20,792 22,164 2,272 900
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 8.2 2.3 85.4 85.6 90.1 96.1 9.9 3.9
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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,759
COMMITMENTS
1,194 0 116 5,959 6,740 7,269 6,856 1,490 1,903
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -52)
0 0 0 -52 52 -52 52 0 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.0 1.3 68.0 76.9 83.0 78.3 17.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 16 17 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,019
COMMITMENTS
3,230 2,406 154 7,283 8,669 10,667 11,229 1,352 790
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 120)
-240 0 0 0 0 -240 0 360 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 20.0 1.3 60.6 72.1 88.8 93.4 11.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,586
COMMITMENTS
298 2,588 840 10,463 8,870 11,601 12,298 985 288
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 102)
0 198 0 98 24 98 222 4 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 20.6 6.7 83.1 70.5 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,319
COMMITMENTS
0 0 0 56,319 56,319 56,319 56,319 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 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: 27)
0 0 0 21 15 21 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,563
COMMITMENTS
0 0 0 933,563 933,563 933,563 933,563 0 0
CHANGES FROM 08/14/12 (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: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151
COMMITMENTS
0 0 0 25,151 25,151 25,151 25,151 0 0
CHANGES FROM 08/14/12 (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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717
COMMITMENTS
0 0 0 93,462 93,504 93,462 93,504 255 213
CHANGES FROM 08/14/12 (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 99.7 99.8 99.7 99.8 0.3 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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634
COMMITMENTS
1,880 0 0 1284754 1286634 1286634 1286634 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 18 24 19 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043
COMMITMENTS
3,109 135 9,290 53,644 56,618 66,043 66,043 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 22 32 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,242,830
COMMITMENTS
40,309 111,290 17,643 1184878 1113897 1242830 1242830 0 0
CHANGES FROM 08/14/12 (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 9.0 1.4 95.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,185
COMMITMENTS
0 3,934 0 50,079 45,741 50,079 49,675 106 510
CHANGES FROM 08/14/12 (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 7.8 0.0 99.8 91.1 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,332
COMMITMENTS
0 5,945 0 23,226 17,387 23,226 23,332 106 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 980)
0 200 -200 1,180 980 980 980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.5 0.0 99.5 74.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 13 12 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,773
COMMITMENTS
1,060 5,630 0 39,161 35,143 40,221 40,773 552 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 724)
0 0 0 724 724 724 724 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 13.8 0.0 96.0 86.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 16 18 17 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,748
COMMITMENTS
12,034 0 530 14,184 26,218 26,748 26,748 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 0.0 2.0 53.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 14 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,865
COMMITMENTS
318 1,182 19 14,634 14,452 14,971 15,653 894 212
CHANGES FROM 08/14/12 (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 7.5 0.1 92.2 91.1 94.4 98.7 5.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 16 18 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,758
COMMITMENTS
170 920 0 12,482 11,583 12,652 12,503 106 255
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.2 0.0 97.8 90.8 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 9 17 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,900
COMMITMENTS
0 53,177 23,400 818,500 765,323 841,900 841,900 0 0
CHANGES FROM 08/14/12 (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 6.3 2.8 97.2 90.9 100.0 100.0 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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 978,868
COMMITMENTS
19,770 119,050 7,920 951,178 851,898 978,868 978,868 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 12.2 0.8 97.2 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,181
COMMITMENTS
126,858 0 87,571 333,752 460,610 548,181 548,181 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 23,400)
-23,400 0 23,400 23,400 0 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 0.0 16.0 60.9 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 14 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 137,456
COMMITMENTS
0 5,808 0 137,456 131,648 137,456 137,456 0 0
CHANGES FROM 08/14/12 (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 4.2 0.0 100.0 95.8 100.0 100.0 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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,635
COMMITMENTS
2,216 0 0 27,952 30,243 30,168 30,243 467 392
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,667)
0 0 0 2,712 2,667 2,712 2,667 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 0.0 91.2 98.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 34 38 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,091
COMMITMENTS
660 0 0 5,141 5,801 5,801 5,801 290 290
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 0 -45 0 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.0 0.0 84.4 95.2 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 15 16 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,288
COMMITMENTS
268 1,575 66 8,669 7,089 9,003 8,730 285 558
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 301)
10 0 0 321 361 331 361 -30 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 17.0 0.7 93.3 76.3 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 24 20 26 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,555
COMMITMENTS
820 0 0 9,435 10,051 10,255 10,051 300 504
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 90)
0 0 0 105 151 105 151 -15 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 89.4 95.2 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 20 21 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,586
COMMITMENTS
132 0 0 5,064 5,473 5,196 5,473 390 113
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -11 9 -11 9 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 90.7 98.0 93.0 98.0 7.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,470,157
COMMITMENTS
362,472 132,057 414,676 623,839 855,547 1400987 1402280 69,170 67,877
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 249)
21,921 -15,112 -11,300 -9,138 24,954 1,483 -1,458 -1,234 1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.0 28.2 42.4 58.2 95.3 95.4 4.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
121 78 147 85 94 276 267
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,168
COMMITMENTS
53,939 18,953 955 88,419 119,518 143,313 139,426 43,855 47,742
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,083)
221 564 9 842 727 1,072 1,300 1,011 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 10.1 0.5 47.2 63.9 76.6 74.5 23.4 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 4 18 20 26 27
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,703
COMMITMENTS
886 1,340 200 15,535 15,048 16,621 16,588 82 115
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 500)
0 0 0 503 507 503 507 -3 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 8.0 1.2 93.0 90.1 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 2 24 25 29 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,832
COMMITMENTS
5,792 10,714 6,180 76,944 70,477 88,916 87,371 2,916 4,461
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,044)
64 746 363 3,414 3,754 3,841 4,863 203 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.7 6.7 83.8 76.7 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 7 21 19 30 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,540
COMMITMENTS
3,531 2,248 5,507 33,303 34,652 42,341 42,407 2,199 2,133
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 5,587)
779 50 1,250 3,626 4,387 5,655 5,687 -68 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 5.0 12.4 74.8 77.8 95.1 95.2 4.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 3 15 15 20 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,589
COMMITMENTS
1,182 2,836 304 38,998 27,244 40,484 30,384 23,105 33,205
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 793)
234 240 0 729 -899 963 -659 -170 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 4.5 0.5 61.3 42.8 63.7 47.8 36.3 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 14 14 16 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,109
COMMITMENTS
450 159 0 2,614 2,896 3,064 3,055 45 54
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 150)
0 159 0 150 0 150 159 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 5.1 0.0 84.1 93.1 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 12 12 14 13
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,978
COMMITMENTS
3,232 6,760 8,295 12,790 8,892 24,317 23,947 3,661 4,031
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -858)
1,600 172 -804 -2,339 -433 -1,543 -1,065 685 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 24.2 29.6 45.7 31.8 86.9 85.6 13.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 8 10 9 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,291
COMMITMENTS
13,919 7,576 757 7,815 14,061 22,491 22,394 1,800 1,897
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 284)
-90 -1,742 -49 -56 1,736 -195 -55 479 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 31.2 3.1 32.2 57.9 92.6 92.2 7.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
56 33 11 23 30 85 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,526
COMMITMENTS
39,578 14,691 1,048 7,570 35,835 48,196 51,574 6,330 2,952
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 452)
2,477 -3,883 -265 -1,582 5,256 630 1,108 -178 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 26.9 1.9 13.9 65.7 88.4 94.6 11.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
100 34 15 25 38 133 83
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,723
COMMITMENTS
98,775 28,655 35,526 130,326 214,272 264,627 278,453 26,096 12,270
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 22,237)
3,047 3,938 1,529 15,038 14,228 19,614 19,695 2,623 2,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 9.9 12.2 44.8 73.7 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
78 17 51 71 85 169 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,676
COMMITMENTS
7,746 0 93 4,802 12,315 12,641 12,408 4,035 4,268
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,287)
1,087 0 0 200 1,505 1,287 1,505 0 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 0.0 0.6 28.8 73.8 75.8 74.4 24.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 2 8 19 14 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,198
COMMITMENTS
62 3,371 313 9,703 6,373 10,078 10,057 120 141
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 553)
0 304 13 554 275 567 592 -14 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 33.1 3.1 95.1 62.5 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 3 34 26 37 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,022
COMMITMENTS
2,018 0 0 41,746 43,939 43,764 43,939 258 83
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,107)
500 -25 0 607 1,132 1,107 1,107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 94.8 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 0 39 32 43 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,399
COMMITMENTS
590 0 0 30,659 31,399 31,249 31,399 150 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,785)
0 0 0 2,785 2,785 2,785 2,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 97.6 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 19 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,330
COMMITMENTS
450 6,360 150 13,550 7,770 14,150 14,280 180 50
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 44.4 1.0 94.6 54.2 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 20 29 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,476
COMMITMENTS
2,538 6,449 5,958 36,875 32,926 45,371 45,333 105 143
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,204)
0 497 549 1,655 1,145 2,204 2,191 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 14.2 13.1 81.1 72.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 7 45 44 56 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,038
COMMITMENTS
196 4,686 21 8,522 4,310 8,739 9,017 299 21
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 309)
0 0 0 309 309 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 51.8 0.2 94.3 47.7 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 14 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,264
COMMITMENTS
1,913 2,176 491 9,737 9,288 12,141 11,955 123 309
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 311)
84 159 -94 321 246 311 311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.7 4.0 79.4 75.7 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 3 26 26 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,463
COMMITMENTS
10,245 1,877 295 15,006 23,784 25,546 25,956 917 507
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 107)
57 25 -25 75 107 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.1 1.1 56.7 89.9 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 4 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,349
COMMITMENTS
2,710 286 3,775 15,648 18,263 22,133 22,324 216 25
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 630)
600 0 0 30 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 1.3 16.9 70.0 81.7 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,780
COMMITMENTS
1,660 1,600 267 19,608 19,505 21,535 21,372 2,245 2,408
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 666)
332 50 -50 418 665 700 665 -34 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 6.7 1.1 82.5 82.0 90.6 89.9 9.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 17 24 21 28
Updated August 24, 2012