IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 92,083
COMMITMENTS
5,882 912 3,971 82,230 87,196 92,083 92,079 0 4
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 241)
-550 146 0 842 145 292 291 -51 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 1.0 4.3 89.3 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 3 9 13 14 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,434
COMMITMENTS
830 291 711 39,479 40,381 41,020 41,383 414 51
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -5,043)
-467 -255 115 -4,626 -4,782 -4,978 -4,922 -65 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.7 1.7 95.3 97.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 2 37 45 39 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,656
COMMITMENTS
0 330 0 9,445 9,247 9,445 9,577 211 79
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,115)
0 0 0 -3,086 -3,106 -3,086 -3,106 -29 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 0.0 97.8 95.8 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 25 25 25 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,846
COMMITMENTS
515 264 584 12,557 12,983 13,656 13,831 1,190 1,015
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,445)
256 -99 -249 -1,338 -921 -1,331 -1,269 -114 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.8 3.9 84.6 87.5 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 37 41 40 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,575
COMMITMENTS
605 35 340 4,967 5,408 5,912 5,783 663 792
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,200)
-66 -30 65 -1,080 -1,244 -1,081 -1,209 -119 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.5 5.2 75.5 82.3 89.9 88.0 10.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 6 40 45 47 51
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,251
COMMITMENTS
0 55 0 5,876 5,684 5,876 5,739 375 512
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -917)
0 -95 0 -792 -623 -792 -718 -125 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 94.0 90.9 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 20 23 20 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,480
COMMITMENTS
105 721 290 5,382 5,219 5,777 6,230 703 250
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -371)
105 -17 -105 -191 -182 -191 -304 -180 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 11.1 4.5 83.1 80.5 89.2 96.1 10.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 22 25 24 29
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,362
COMMITMENTS
85 48 35 1,964 1,751 2,084 1,834 278 528
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -251)
45 -31 -44 -232 -179 -231 -254 -20 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 2.0 1.5 83.1 74.1 88.2 77.6 11.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 14 22 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,387
COMMITMENTS
138 35 96 1,792 1,902 2,026 2,033 361 354
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -569)
-77 35 35 -359 -357 -401 -287 -168 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.5 4.0 75.1 79.7 84.9 85.2 15.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 19 22 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,126
COMMITMENTS
0 0 0 8,069 8,096 8,069 8,096 57 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,582)
0 0 0 -3,570 -3,582 -3,570 -3,582 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,209
COMMITMENTS
0 304 150 7,639 7,725 7,789 8,179 420 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -519)
0 -73 0 -480 -435 -480 -508 -39 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 1.8 93.1 94.1 94.9 99.6 5.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,580
COMMITMENTS
0 1,251 271 20,229 19,058 20,500 20,580 80 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -2,240)
0 -574 196 -2,366 -1,862 -2,170 -2,240 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 1.3 98.3 92.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 27 25 28 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 344,422
COMMITMENTS
52,448 40,423 46,438 198,955 234,398 297,841 321,259 46,581 23,163
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 13,138)
980 3,116 -490 12,792 13,413 13,282 16,039 -144 -2,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.7 13.5 57.8 68.1 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
46 29 38 71 76 142 121
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,297
COMMITMENTS
48 6,200 304 11,899 5,700 12,251 12,204 46 93
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,573)
-86 167 25 -3,447 -3,765 -3,508 -3,573 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 50.4 2.5 96.8 46.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 7 3 33 30 36 40
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,005
COMMITMENTS
505 1,685 180 16,320 15,110 17,005 16,975 0 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -175)
0 -175 0 -175 0 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 9.9 1.1 96.0 88.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 22 26 25 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,300
COMMITMENTS
200 630 1,475 9,625 9,195 11,300 11,300 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -675)
150 -75 0 -825 -600 -675 -675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 5.6 13.1 85.2 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,705
COMMITMENTS
525 150 0 15,064 16,397 15,589 16,547 1,116 158
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 244)
0 0 0 279 264 279 264 -35 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.9 0.0 90.2 98.2 93.3 99.1 6.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 20 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,133,496
COMMITMENTS
246,255 349,969 393,964 418,552 345,844 1058771 1089777 74,725 43,719
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 31,576)
-666 12,656 11,604 19,888 11,415 30,826 35,675 750 -4,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 30.9 34.8 36.9 30.5 93.4 96.1 6.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
121 105 147 76 65 289 240
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 22,328
COMMITMENTS
241 1,860 818 18,805 14,482 19,864 17,160 2,464 5,168
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -6,008)
-56 -1,800 -80 -5,404 -3,202 -5,540 -5,082 -468 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 8.3 3.7 84.2 64.9 89.0 76.9 11.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 11 14 12 17
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 94,564
COMMITMENTS
16,414 41,194 24,402 51,302 28,334 92,118 93,930 2,446 634
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,403)
1,169 -2,984 4,128 -2,045 2,308 3,252 3,452 -849 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 43.6 25.8 54.3 30.0 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 10 12 21 21 37 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,247
COMMITMENTS
0 403 2,036 46,125 42,326 48,161 44,765 4,086 7,482
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 88)
0 48 0 92 12 92 60 -4 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 3.9 88.3 81.0 92.2 85.7 7.8 14.3
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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,573,138
COMMITMENTS
506,848 101,730 710,942 1329327 1740960 2547117 2553632 26,021 19,506
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 5,733)
-2,036 11,364 -3,317 13,391 -1,364 8,038 6,683 -2,305 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 4.0 27.6 51.7 67.7 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 14 42 93 83 142 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,170,828
COMMITMENTS
115,274 101,624 326,343 726,003 740,056 1167620 1168023 3,208 2,805
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 14,885)
-3,454 -640 13,513 5,442 1,633 15,501 14,506 -616 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 8.7 27.9 62.0 63.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 22 31 44 41 88 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,625
COMMITMENTS
570 0 0 5,170 5,845 5,740 5,845 885 780
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 165)
75 0 0 -30 360 45 360 120 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 0.0 78.0 88.2 86.6 88.2 13.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 15 17 17 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,145
COMMITMENTS
5,032 7,938 2,974 6,144 3,204 14,150 14,116 995 1,029
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 261)
34 380 -427 314 83 -79 36 340 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 52.4 19.6 40.6 21.2 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 17 17 9 8 27 29
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,710
COMMITMENTS
3,260 2,930 1,015 2,100 2,315 6,375 6,260 335 450
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 125)
270 875 -580 475 -5 165 290 -40 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 43.7 15.1 31.3 34.5 95.0 93.3 5.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 10 13 7 6 21 21
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,626
COMMITMENTS
1,512 1,994 483 17,422 16,837 19,417 19,314 209 312
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 710)
50 -37 114 515 640 679 717 31 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 10.2 2.5 88.8 85.8 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 5 31 42 42 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,739
COMMITMENTS
166 0 162 1,608 1,955 1,936 2,117 803 622
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -246)
-56 0 -3 -204 -157 -263 -160 17 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 5.9 58.7 71.4 70.7 77.3 29.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,704
COMMITMENTS
0 496 20 1,218 769 1,238 1,285 466 419
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -406)
-86 81 -77 -177 -494 -340 -490 -66 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.1 1.2 71.5 45.1 72.7 75.4 27.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 22 18 23 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 61,420
COMMITMENTS
5,139 472 5,354 49,350 54,535 59,843 60,361 1,577 1,059
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,531)
-268 96 480 947 929 1,159 1,505 372 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.8 8.7 80.3 88.8 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 3 32 30 38 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,803
COMMITMENTS
1,010 222 2,060 11,519 12,985 14,589 15,267 1,214 536
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 48)
-48 0 48 48 0 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 1.4 13.0 72.9 82.2 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 18 23 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,111
COMMITMENTS
0 1,278 18 6,240 5,416 6,258 6,712 1,853 1,399
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 0 0 0 0 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.8 0.2 76.9 66.8 77.2 82.8 22.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 15 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,601
COMMITMENTS
3,542 440 310 7,888 11,382 11,740 12,132 861 469
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -120)
-110 0 -120 110 0 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 3.5 2.5 62.6 90.3 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 20 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,853
COMMITMENTS
406 1,680 658 18,502 18,437 19,566 20,775 2,287 1,078
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 288)
0 0 0 282 120 282 120 6 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 7.7 3.0 84.7 84.4 89.5 95.1 10.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 25 29 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,565
COMMITMENTS
1,364 0 66 5,650 6,989 7,080 7,055 1,485 1,510
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 22)
0 0 0 52 28 52 28 -30 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.8 66.0 81.6 82.7 82.4 17.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 17 18 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,437
COMMITMENTS
2,890 2,302 200 7,105 8,175 10,195 10,677 1,242 760
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2)
-230 -120 72 160 10 2 -38 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 20.1 1.7 62.1 71.5 89.1 93.4 10.9 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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,063
COMMITMENTS
218 2,202 840 9,721 8,655 10,779 11,697 1,284 366
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 57)
0 48 0 57 9 57 57 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 18.3 7.0 80.6 71.7 89.4 97.0 10.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,301
COMMITMENTS
0 0 0 52,963 53,301 52,963 53,301 338 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 16 20 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 896,513
COMMITMENTS
0 0 0 896,513 896,513 896,513 896,513 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,032)
0 0 0 3,032 3,032 3,032 3,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 18 17 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,368
COMMITMENTS
0 0 0 85,113 85,178 85,113 85,178 255 190
CHANGES FROM 09/04/12 (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 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,173,458
COMMITMENTS
0 0 0 1173458 1173458 1173458 1173458 0 0
CHANGES FROM 09/04/12 (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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,984
COMMITMENTS
3,945 0 6,990 51,794 55,994 62,729 62,984 255 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,275)
1,970 -580 -695 0 2,550 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 11.1 82.2 88.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 27 21 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,227,214
COMMITMENTS
38,805 107,530 15,387 1173022 1104297 1227214 1227214 0 0
CHANGES FROM 09/04/12 (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 8.8 1.3 95.6 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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,002
COMMITMENTS
0 3,520 0 47,919 43,972 47,919 47,492 83 510
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -230)
0 -230 0 -230 0 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.8 91.6 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,478
COMMITMENTS
830 5,515 0 38,119 33,963 38,949 39,478 529 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 14.0 0.0 96.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 16 20 17 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,916
COMMITMENTS
8,643 0 1,805 16,468 24,856 26,916 26,661 0 255
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,275)
-2,550 0 1,275 2,550 0 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 0.0 6.7 61.2 92.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 14 12 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,817
COMMITMENTS
249 1,577 19 13,678 13,055 13,946 14,651 871 166
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 10.6 0.1 92.3 88.1 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,220
COMMITMENTS
0 46,785 23,400 767,820 721,035 791,220 791,220 0 0
CHANGES FROM 09/04/12 (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 5.9 3.0 97.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 945,180
COMMITMENTS
16,010 122,810 4,160 925,010 818,210 945,180 945,180 0 0
CHANGES FROM 09/04/12 (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
1.7 13.0 0.4 97.9 86.6 100.0 100.0 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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,773
COMMITMENTS
101,666 0 87,571 314,536 416,202 503,773 503,773 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,968)
0 0 0 2,968 2,968 2,968 2,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 0.0 17.4 62.4 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,909
COMMITMENTS
1,800 0 0 28,670 30,624 30,470 30,624 439 285
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,745)
-56 0 0 -1,625 -1,608 -1,681 -1,608 -64 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 92.8 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 36 35 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,155
COMMITMENTS
660 0 0 4,247 4,919 4,907 4,919 248 236
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -15 30 -15 30 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 0.0 82.4 95.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,510
COMMITMENTS
293 1,155 46 8,941 7,909 9,280 9,110 230 400
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 430)
0 -120 0 475 550 475 430 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 12.1 0.5 94.0 83.2 97.6 95.8 2.4 4.2
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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,272
COMMITMENTS
755 0 0 9,215 9,815 9,970 9,815 302 457
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -25 -24 -25 -24 16 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 0.0 89.7 95.6 97.1 95.6 2.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 21 20 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,154
COMMITMENTS
132 25 0 4,690 5,005 4,822 5,030 332 124
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.5 0.0 91.0 97.1 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 17 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,585,806
COMMITMENTS
380,849 132,184 465,508 666,128 925,816 1512485 1523508 73,321 62,298
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 53,983)
6,702 -3,371 38,712 13,451 23,887 58,865 59,228 -4,882 -5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 8.3 29.4 42.0 58.4 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
134 90 161 87 95 296 286
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,412
COMMITMENTS
58,621 18,124 1,471 79,953 109,613 140,045 129,208 41,367 52,204
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 768)
1,378 -9 -194 -1,666 1,253 -482 1,050 1,250 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 10.0 0.8 44.1 60.4 77.2 71.2 22.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 5 17 19 25 27
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,661
COMMITMENTS
1,726 445 200 18,710 19,991 20,636 20,636 25 25
CHANGES FROM 09/04/12 (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
8.4 2.2 1.0 90.6 96.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 22 24 27 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,802
COMMITMENTS
6,501 9,914 6,910 76,839 72,112 90,250 88,936 3,552 4,866
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -95)
209 -800 -679 87 1,728 -383 249 288 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 10.6 7.4 81.9 76.9 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 9 22 20 33 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,450
COMMITMENTS
3,667 4,348 8,012 35,506 34,618 47,185 46,978 2,265 2,472
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,873)
-1,211 2,150 1,135 2,712 -897 2,636 2,388 237 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 8.8 16.2 71.8 70.0 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 6 15 15 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,798
COMMITMENTS
1,034 417 150 2,503 3,165 3,687 3,732 111 66
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 150)
300 0 0 -150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 11.0 3.9 65.9 83.3 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 12 11 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,634
COMMITMENTS
2,551 5,838 8,869 13,233 10,204 24,653 24,911 3,981 3,723
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 418)
-212 995 9 693 -174 490 830 -72 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 20.4 31.0 46.2 35.6 86.1 87.0 13.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 10 11 11 21 25
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,161
COMMITMENTS
0 0 0 19,161 19,152 19,161 19,152 0 9
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,154
COMMITMENTS
12,549 3,867 148 4,482 14,389 17,179 18,404 1,975 750
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -747)
-781 -1,072 -74 -102 485 -957 -661 210 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 20.2 0.8 23.4 75.1 89.7 96.1 10.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
67 27 5 16 35 86 65
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 56,375
COMMITMENTS
41,708 7,956 951 6,674 44,609 49,333 53,516 7,042 2,859
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,398)
828 -2,441 345 178 3,556 1,351 1,460 47 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 14.1 1.7 11.8 79.1 87.5 94.9 12.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
109 26 15 25 38 142 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,397
COMMITMENTS
112,076 43,368 32,282 121,152 204,604 265,510 280,254 26,887 12,143
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 7,998)
4,761 3,218 338 1,852 3,160 6,951 6,716 1,047 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 14.8 11.0 41.4 70.0 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
88 26 51 69 87 177 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,353
COMMITMENTS
7,409 0 223 6,601 12,981 14,233 13,204 3,120 4,149
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,538)
246 0 176 1,657 1,495 2,079 1,671 -541 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 0.0 1.3 38.0 74.8 82.0 76.1 18.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 4 13 19 18 23
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,086
COMMITMENTS
7,137 1,200 2,703 12,245 17,337 22,085 21,240 1,001 1,846
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 591)
-74 0 300 440 291 666 591 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 5.2 11.7 53.0 75.1 95.7 92.0 4.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 18 16 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,630
COMMITMENTS
156 5,910 289 12,065 6,290 12,510 12,489 120 141
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,358)
94 395 -59 -1,393 -1,694 -1,358 -1,358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 46.8 2.3 95.5 49.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 3 32 25 35 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,739
COMMITMENTS
1,508 0 50 38,967 40,621 40,525 40,671 214 68
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -4,784)
-310 0 50 -4,480 -4,819 -4,740 -4,769 -44 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.1 95.7 99.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 0 1 41 29 46 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,802
COMMITMENTS
490 0 0 19,152 19,802 19,642 19,802 160 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -7,849)
-100 0 0 -7,759 -7,849 -7,859 -7,849 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 96.7 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 19 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,225
COMMITMENTS
450 5,280 150 11,445 6,795 12,045 12,225 180 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -2,780)
0 -1,480 0 -2,780 -1,300 -2,780 -2,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 43.2 1.2 93.6 55.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 1 26 19 28 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,986
COMMITMENTS
3,213 6,443 6,944 35,617 32,493 45,774 45,880 212 106
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,604)
588 -457 1,453 1,511 2,588 3,552 3,584 52 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 14.0 15.1 77.5 70.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 5 6 47 43 56 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,631
COMMITMENTS
135 2,884 71 7,181 4,595 7,387 7,550 244 81
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 37.8 0.9 94.1 60.2 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 13 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,115
COMMITMENTS
1,985 2,286 425 10,612 10,112 13,022 12,823 93 292
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,356)
329 287 85 921 981 1,335 1,353 21 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 17.4 3.2 80.9 77.1 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 28 26 32 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,752
COMMITMENTS
8,576 1,746 381 13,944 21,065 22,901 23,192 851 560
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 367)
0 300 67 300 0 367 367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 7.4 1.6 58.7 88.7 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 4 27 32 35 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,985
COMMITMENTS
3,915 984 117 20,480 22,243 24,512 23,344 1,473 2,641
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 605)
306 172 -127 191 397 370 442 235 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 3.8 0.5 78.8 85.6 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 23 21 25
Updated September 14, 2012