GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,721
COMMITMENTS
1,189 570 582 42,400 43,541 44,171 44,693 550 28
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,044)
568 -19 -468 2,944 3,541 3,044 3,054 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.3 1.3 94.8 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 4 1 36 44 37 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,434
COMMITMENTS
0 0 0 12,174 12,321 12,174 12,321 260 113
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -336)
0 0 0 -336 -369 -336 -369 0 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,826
COMMITMENTS
171 296 782 13,690 13,722 14,643 14,800 1,183 1,026
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 687)
-46 -20 30 648 788 632 798 55 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.9 4.9 86.5 86.7 92.5 93.5 7.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 40 44 44 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,293
COMMITMENTS
663 70 203 5,758 6,369 6,624 6,642 669 651
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 462)
82 0 102 299 365 483 467 -21 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 1.0 2.8 79.0 87.3 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 5 44 51 50 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,951
COMMITMENTS
0 145 0 6,466 6,073 6,466 6,218 485 733
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 295)
0 0 0 280 270 280 270 15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 93.0 87.4 93.0 89.5 7.0 10.5
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,094
COMMITMENTS
0 668 370 4,908 4,801 5,278 5,839 816 255
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 140)
0 -25 92 214 128 306 195 -166 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 6.1 80.5 78.8 86.6 95.8 13.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 24 21 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,305
COMMITMENTS
20 94 74 1,903 1,637 1,997 1,805 308 500
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
20 46 14 129 280 163 340 -63 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.1 3.2 82.6 71.0 86.6 78.3 13.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 22 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,796
COMMITMENTS
143 0 57 2,049 2,187 2,249 2,244 547 552
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 112)
-27 0 45 86 50 104 95 8 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 2.0 73.3 78.2 80.4 80.3 19.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 24 26 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,581
COMMITMENTS
0 0 0 11,512 11,551 11,512 11,551 69 30
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,120 1,122 1,120 1,122 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 99.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,560
COMMITMENTS
0 377 150 7,983 8,002 8,133 8,529 427 31
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,009)
0 -81 0 1,006 1,090 1,006 1,009 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 1.8 93.3 93.5 95.0 99.6 5.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 18 18 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,191
COMMITMENTS
0 1,835 75 21,016 19,281 21,091 21,191 100 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,359)
0 575 -388 1,747 1,172 1,359 1,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 0.4 99.2 91.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 25 29 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,255
COMMITMENTS
46,747 35,399 46,040 179,598 210,674 272,385 292,113 44,870 25,142
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -13,113)
4,587 5,027 -12,011 -5,768 -4,722 -13,192 -11,706 79 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 11.2 14.5 56.6 66.4 85.9 92.1 14.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
44 24 37 74 73 140 117
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,281
COMMITMENTS
134 4,855 279 13,746 9,063 14,159 14,197 122 84
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,174)
0 1,916 50 2,124 232 2,174 2,198 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 34.0 2.0 96.3 63.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 6 4 41 39 45 48
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,610
COMMITMENTS
570 1,500 200 16,840 15,880 17,610 17,580 0 30
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.5 1.1 95.6 90.2 100.0 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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,358
COMMITMENTS
420 824 85 2,381 2,051 2,886 2,960 472 398
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3)
0 0 0 0 3 0 3 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 24.5 2.5 70.9 61.1 85.9 88.1 14.1 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,473
COMMITMENTS
525 150 0 13,673 15,021 14,198 15,171 1,275 302
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 954)
0 0 0 930 954 930 954 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 1.0 0.0 88.4 97.1 91.8 98.0 8.2 2.0
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,080,414
COMMITMENTS
253,789 332,640 358,924 395,724 348,222 1008437 1039786 71,977 40,628
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -5,604)
15,655 28,129 -24,407 2,471 -9,720 -6,281 -5,998 677 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 30.8 33.2 36.6 32.2 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
101 116 142 71 61 260 243
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 101,621
COMMITMENTS
14,849 51,153 19,593 63,525 28,980 97,967 99,726 3,654 1,895
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,523)
152 1,905 -1,582 2,448 1,230 1,018 1,553 505 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 50.3 19.3 62.5 28.5 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 11 14 19 19 35 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,077
COMMITMENTS
0 357 2,182 50,259 46,288 52,441 48,827 4,636 8,250
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 534)
0 -36 60 730 754 790 778 -256 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 3.8 88.1 81.1 91.9 85.5 8.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 17 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,682,375
COMMITMENTS
502,868 111,451 752,708 1397142 1796696 2652718 2660855 29,657 21,520
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,440)
24,494 25,030 -28,631 5,445 7,087 1,308 3,486 1,132 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 4.2 28.1 52.1 67.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 18 43 99 84 150 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,313,708
COMMITMENTS
211,534 102,461 343,744 754,186 865,218 1309464 1311423 4,244 2,285
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 19,047)
19,546 -6,643 -1,887 -93 27,100 17,566 18,570 1,481 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 7.8 26.2 57.4 65.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 18 32 42 39 84 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,065
COMMITMENTS
1,005 165 60 5,235 6,105 6,300 6,330 765 735
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -5)
-15 45 -15 25 225 -5 255 0 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 2.3 0.8 74.1 86.4 89.2 89.6 10.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,375
COMMITMENTS
4,798 7,373 3,472 5,395 2,821 13,665 13,666 710 709
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 479)
70 525 -354 1,313 316 1,029 487 -550 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 51.3 24.2 37.5 19.6 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 16 17 7 6 25 26
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,360
COMMITMENTS
2,990 2,235 1,440 1,555 2,215 5,985 5,890 375 470
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 235)
110 115 70 105 110 285 295 -50 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 35.1 22.6 24.4 34.8 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 11 13 5 5 19 20
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,271
COMMITMENTS
1,462 2,357 325 21,227 20,229 23,014 22,911 257 360
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 350)
34 -141 -10 309 469 333 318 17 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 10.1 1.4 91.2 86.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 5 33 43 42 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,820
COMMITMENTS
181 0 126 1,681 2,002 1,988 2,128 832 692
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 110)
73 0 20 40 140 133 160 -23 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 4.5 59.6 71.0 70.5 75.5 29.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 20 19 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,900
COMMITMENTS
72 308 126 1,103 1,005 1,301 1,439 599 461
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 163)
4 105 86 25 -48 115 143 48 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 16.2 6.6 58.1 52.9 68.5 75.7 31.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 23 21 25 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,576
COMMITMENTS
9,921 229 5,037 50,228 60,247 65,186 65,513 1,390 1,063
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 636)
700 0 -220 173 853 653 633 -17 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.3 7.6 75.4 90.5 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 3 35 30 41 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,760
COMMITMENTS
568 766 2,342 12,542 13,082 15,452 16,190 1,308 570
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 292)
0 54 -8 228 174 220 220 72 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 4.6 14.0 74.8 78.1 92.2 96.6 7.8 3.4
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,594
COMMITMENTS
264 1,300 36 6,671 5,889 6,971 7,225 1,623 1,369
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 94)
0 120 0 94 -26 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 15.1 0.4 77.6 68.5 81.1 84.1 18.9 15.9
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,312
COMMITMENTS
3,608 400 656 8,237 11,989 12,501 13,045 811 267
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 222)
30 0 120 24 102 174 222 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 3.0 4.9 61.9 90.1 93.9 98.0 6.1 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,016
COMMITMENTS
432 1,880 658 19,630 19,578 20,720 22,116 2,296 900
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -48)
-120 0 120 -72 -168 -72 -48 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 8.2 2.9 85.3 85.1 90.0 96.1 10.0 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,999
COMMITMENTS
1,314 0 116 6,079 7,284 7,509 7,400 1,490 1,599
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 240)
120 0 0 120 544 240 544 0 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 0.0 1.3 67.6 80.9 83.4 82.2 16.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 17 17 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,139
COMMITMENTS
3,230 2,526 154 7,355 8,669 10,739 11,349 1,400 790
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 120)
0 120 0 72 0 72 120 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 20.8 1.3 60.6 71.4 88.5 93.5 11.5 6.5
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,576
COMMITMENTS
298 2,626 840 10,549 8,822 11,687 12,288 889 288
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -10)
0 38 0 86 -48 86 -10 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 20.9 6.7 83.9 70.1 92.9 97.7 7.1 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,821
COMMITMENTS
0 0 0 56,821 56,821 56,821 56,821 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 502)
0 0 0 502 502 502 502 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: 29)
0 0 0 22 16 22 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 935,546
COMMITMENTS
0 0 0 935,546 935,546 935,546 935,546 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,983)
0 0 0 1,983 1,983 1,983 1,983 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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,289,630
COMMITMENTS
40,309 111,290 17,643 1231678 1160697 1289630 1289630 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 8.6 1.4 95.5 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,460
COMMITMENTS
0 3,934 0 51,354 47,016 51,354 50,950 106 510
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 0.0 99.8 91.4 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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,283
COMMITMENTS
1,060 5,630 0 39,671 35,653 40,731 41,283 552 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 13.6 0.0 96.1 86.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 19 17 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,298
COMMITMENTS
13,309 0 530 15,459 28,768 29,298 29,298 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,550)
1,275 0 0 1,275 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 0.0 1.8 52.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 10 15 12 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,036
COMMITMENTS
318 1,692 19 14,805 14,113 15,142 15,824 894 212
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 171)
0 510 0 171 -339 171 171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 10.6 0.1 92.3 88.0 94.4 98.7 5.6 1.3
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,097
COMMITMENTS
170 665 0 12,821 12,177 12,991 12,842 106 255
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 339)
0 -255 0 339 594 339 339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.1 0.0 97.9 93.0 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/28/12 |
--------------------------------------------------------------| 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 08/21/12 (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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,469
COMMITMENTS
2,032 0 0 28,934 31,047 30,966 31,047 503 422
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 834)
-184 0 0 982 804 798 804 36 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 0.0 91.9 98.7 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 35 35 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,061
COMMITMENTS
660 0 0 5,231 5,771 5,891 5,771 170 290
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -30)
0 0 0 90 -30 90 -30 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 0.0 86.3 95.2 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 15 17 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,553
COMMITMENTS
283 1,275 56 8,969 7,739 9,308 9,070 245 483
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 265)
15 -300 -10 300 650 305 340 -40 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 13.3 0.6 93.9 81.0 97.4 94.9 2.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 21 27 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,879
COMMITMENTS
820 0 0 9,759 10,395 10,579 10,395 300 484
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 324)
0 0 0 324 344 324 344 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.0 89.7 95.6 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 21 22 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,686
COMMITMENTS
132 0 0 5,175 5,562 5,307 5,562 379 124
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 111 89 111 89 -11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 91.0 97.8 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 17 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,511,314
COMMITMENTS
379,630 130,368 415,362 646,826 900,005 1441818 1445735 69,496 65,579
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 41,157)
17,158 -1,689 686 22,987 44,458 40,831 43,455 326 -2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 8.6 27.5 42.8 59.6 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
131 81 154 89 98 286 283
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,277
COMMITMENTS
58,717 19,688 1,364 89,922 119,446 150,003 140,498 40,274 49,779
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,109)
4,778 735 409 1,503 -72 6,690 1,072 -3,581 2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.3 0.7 47.3 62.8 78.8 73.8 21.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 5 5 18 20 27 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,564
COMMITMENTS
1,726 1,340 200 17,506 17,909 19,432 19,449 132 115
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,861)
840 0 0 1,971 2,861 2,811 2,861 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 6.8 1.0 89.5 91.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 2 24 26 29 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,334
COMMITMENTS
6,186 10,714 6,688 77,106 70,657 89,980 88,059 3,354 5,275
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,502)
394 0 508 162 180 1,064 688 438 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 11.5 7.2 82.6 75.7 96.4 94.3 3.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 21 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,381
COMMITMENTS
4,995 2,148 6,485 32,930 35,718 44,410 44,351 1,971 2,030
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,841)
1,464 -100 978 -373 1,066 2,069 1,944 -228 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 4.6 14.0 71.0 77.0 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 5 16 16 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,358
COMMITMENTS
450 417 0 2,863 2,875 3,313 3,292 45 66
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 249)
0 258 0 249 -21 249 237 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 12.4 0.0 85.3 85.6 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 11 14 13
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,676
COMMITMENTS
3,104 6,551 9,058 12,790 9,077 24,952 24,686 3,724 3,990
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 698)
-128 -209 763 0 185 635 739 63 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 22.8 31.6 44.6 31.7 87.0 86.1 13.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 9 8 10 9 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,730
COMMITMENTS
13,341 5,538 742 5,957 14,490 20,040 20,770 1,690 960
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -2,561)
-578 -2,038 -15 -1,858 429 -2,451 -1,624 -110 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 25.5 3.4 27.4 66.7 92.2 95.6 7.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
55 30 12 24 38 88 76
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,458
COMMITMENTS
40,070 11,407 845 6,953 39,628 47,868 51,880 6,590 2,578
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -68)
492 -3,284 -203 -617 3,793 -328 306 260 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 20.9 1.6 12.8 72.8 87.9 95.3 12.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
97 34 15 26 39 131 84
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 275,197
COMMITMENTS
104,525 35,080 30,104 114,883 196,794 249,512 261,978 25,685 13,219
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -15,526)
5,750 6,425 -5,422 -15,443 -17,478 -15,115 -16,475 -411 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 12.7 10.9 41.7 71.5 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
81 21 50 71 81 172 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,195
COMMITMENTS
8,531 0 83 5,476 13,286 14,090 13,369 4,105 4,826
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,519)
785 0 -10 674 971 1,449 961 70 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 0.0 0.5 30.1 73.0 77.4 73.5 22.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 2 9 19 15 21
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,635
COMMITMENTS
5,420 1,200 3,550 14,332 16,605 23,302 21,355 1,333 3,280
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 4.9 14.4 58.2 67.4 94.6 86.7 5.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 16 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,695
COMMITMENTS
62 4,543 313 12,200 7,698 12,575 12,554 120 141
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,497)
0 1,172 0 2,497 1,325 2,497 2,497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 35.8 2.5 96.1 60.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 36 30 39 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,315
COMMITMENTS
1,818 0 0 41,144 43,232 42,962 43,232 353 83
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -707)
-200 0 0 -602 -707 -802 -707 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 95.0 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 0 0 38 32 42 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,499
COMMITMENTS
590 0 0 30,759 31,499 31,349 31,499 150 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 97.7 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 23 19 25 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,430
COMMITMENTS
450 6,360 150 13,650 7,820 14,250 14,330 180 100
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 50 100 50 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 44.1 1.0 94.6 54.2 98.8 99.3 1.2 0.7
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,494
COMMITMENTS
2,543 6,073 6,417 37,372 33,804 46,332 46,294 162 200
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,018)
5 -376 459 497 878 961 961 57 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 13.1 13.8 80.4 72.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 6 6 45 45 55 54
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| 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
96 4,436 121 8,522 4,460 8,739 9,017 299 21
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 0)
-100 -250 100 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 49.1 1.3 94.3 49.3 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 14 24 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,683
COMMITMENTS
1,788 2,973 567 11,151 9,834 13,506 13,374 177 309
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,419)
-125 797 76 1,414 546 1,365 1,419 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 21.7 4.1 81.5 71.9 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 27 26 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,429
COMMITMENTS
10,395 1,481 295 14,825 23,931 25,515 25,707 914 722
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -34)
150 -396 0 -181 147 -31 -249 -3 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 5.6 1.1 56.1 90.5 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 4 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,499
COMMITMENTS
2,710 286 3,775 15,798 18,413 22,283 22,474 216 25
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 1.3 16.8 70.2 81.8 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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,955
COMMITMENTS
3,421 1,499 243 20,534 21,603 24,198 23,345 1,757 2,610
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,175)
1,761 -101 -24 926 2,098 2,663 1,973 -488 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 5.8 0.9 79.1 83.2 93.2 89.9 6.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 18 24 22 27
Updated August 31, 2012