GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,513
COMMITMENTS
664 200 1,060 38,143 39,150 39,867 40,410 646 103
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,242)
93 50 75 1,094 1,109 1,262 1,234 -20 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 2.6 94.2 96.6 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 2 38 42 40 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,105
COMMITMENTS
0 0 0 15,807 16,009 15,807 16,009 298 96
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -46 -50 -46 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 99.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 28 23 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,486
COMMITMENTS
45 420 945 13,286 12,954 14,276 14,319 1,210 1,167
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 343)
-10 169 -153 554 256 391 272 -48 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.7 6.1 85.8 83.6 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 3 43 44 46 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,604
COMMITMENTS
739 65 33 6,050 6,927 6,822 7,025 782 579
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 346)
24 0 -5 236 346 255 341 91 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.9 0.4 79.6 91.1 89.7 92.4 10.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 2 47 51 51 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,869
COMMITMENTS
0 125 0 6,376 6,205 6,376 6,330 493 539
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 793)
0 0 0 812 812 812 812 -19 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 92.8 90.3 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 21 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,295
COMMITMENTS
15 652 269 4,273 4,138 4,557 5,059 738 236
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 430)
15 35 -20 505 517 500 532 -70 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.3 5.1 80.7 78.1 86.1 95.5 13.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 21 25 24 28
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,238
COMMITMENTS
0 40 0 1,868 1,640 1,868 1,680 370 558
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 83.5 73.3 83.5 75.1 16.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 19 16 19 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,550
COMMITMENTS
65 31 136 1,617 1,859 1,818 2,026 732 524
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 337)
0 7 16 254 222 270 245 67 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 5.3 63.4 72.9 71.3 79.5 28.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 17 18 19 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,472
COMMITMENTS
0 0 0 12,313 12,442 12,313 12,442 159 30
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 208)
0 0 0 208 208 208 208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 16 23 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,987
COMMITMENTS
0 531 150 6,284 6,091 6,434 6,772 553 215
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 216)
0 0 150 12 65 162 215 54 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 2.1 89.9 87.2 92.1 96.9 7.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 16 17 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,570
COMMITMENTS
0 1,646 423 19,027 17,501 19,450 19,570 120 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 894)
0 -75 75 819 894 894 894 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 2.2 97.2 89.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 23 30 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 341,123
COMMITMENTS
39,814 38,798 69,824 196,286 203,094 305,924 311,717 35,198 29,406
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -19,118)
-1,039 -1,869 -30 -16,248 -12,797 -17,317 -14,696 -1,801 -4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.4 20.5 57.5 59.5 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
36 35 48 73 74 143 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,985
COMMITMENTS
205 2,077 8 11,542 9,730 11,755 11,815 230 170
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 696)
25 244 0 571 351 596 595 100 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 17.3 0.1 96.3 81.2 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 1 39 37 42 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,435
COMMITMENTS
695 1,500 100 16,640 15,805 17,435 17,405 0 30
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.6 0.6 95.4 90.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 24 29 27 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,875
COMMITMENTS
2,250 555 1,250 12,375 14,070 15,875 15,875 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.5 7.9 78.0 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 11 14 14 16
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,323
COMMITMENTS
0 0 0 12,027 13,083 12,027 13,083 1,296 240
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,695)
0 0 0 1,718 2,135 1,718 2,135 -23 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 98.2 90.3 98.2 9.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 16 23 16
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,526
COMMITMENTS
0 0 0 1,510 1,516 1,510 1,516 16 10
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 13 16 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,171,258
COMMITMENTS
247,689 319,931 451,132 396,672 355,467 1095493 1126530 75,765 44,728
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 14,010)
8,823 3,159 27,067 -25,970 -18,965 9,920 11,261 4,090 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 27.3 38.5 33.9 30.3 93.5 96.2 6.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
123 121 163 76 71 298 262
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,838
COMMITMENTS
639 5,763 864 28,997 21,534 30,500 28,161 3,338 5,677
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 240)
0 0 240 0 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 17.0 2.6 85.7 63.6 90.1 83.2 9.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,107,854
COMMITMENTS
118,304 114,416 792,241 1192731 1198722 2103275 2105378 4,579 2,476
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 18,008)
8,020 3,814 8,161 3,637 6,044 19,817 18,019 -1,809 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.4 37.6 56.6 56.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 46 60 64 65 135 136
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 84,347
COMMITMENTS
16,871 41,951 15,020 48,876 24,626 80,768 81,597 3,579 2,750
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,530)
113 -1,749 92 846 3,050 1,052 1,393 478 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 49.7 17.8 57.9 29.2 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 8 15 18 19 34 36
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,511
COMMITMENTS
30,524 30,543 33,652 17,997 17,757 82,172 81,951 339 560
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -6,738)
-795 3,123 -6,219 357 -3,866 -6,657 -6,962 -81 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 37.0 40.8 21.8 21.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 14 16 15 20 32 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,555
COMMITMENTS
0 162 2,221 55,590 52,184 57,811 54,567 5,744 8,988
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 796)
0 -271 -130 594 701 464 300 332 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 3.5 87.5 82.1 91.0 85.9 9.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 18 17 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,732,249
COMMITMENTS
470,669 54,607 817,234 1417128 1837514 2705031 2709355 27,218 22,894
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 53,636)
5,903 9,576 17,147 32,645 26,989 55,695 53,712 -2,059 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.0 29.9 51.9 67.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
37 15 43 99 86 148 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,348,380
COMMITMENTS
186,583 132,101 415,947 743,559 798,749 1346089 1346797 2,291 1,583
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 34,346)
-5,977 7,881 33,040 8,548 -6,250 35,611 34,671 -1,265 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 9.8 30.8 55.1 59.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 17 34 44 43 86 81
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,403
COMMITMENTS
3,525 4,489 2,569 2,727 1,730 8,821 8,788 582 615
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,105)
-81 120 907 335 295 1,161 1,322 -56 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 47.7 27.3 29.0 18.4 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 13 15 5 4 21 21
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,467
COMMITMENTS
341 2,228 250 24,585 22,655 25,176 25,133 291 334
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 649)
84 43 137 449 517 670 697 -21 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.7 1.0 96.5 89.0 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 3 33 46 38 52
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,833
COMMITMENTS
151 91 30 1,159 1,275 1,340 1,396 493 437
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 175)
21 52 -5 261 151 277 198 -102 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.0 1.6 63.2 69.6 73.1 76.2 26.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 21 19 23 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 182,769
COMMITMENTS
9,898 0 23,525 147,116 157,365 180,540 180,890 2,229 1,879
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -259)
-66 0 -412 220 211 -258 -200 -1 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 12.9 80.5 86.1 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 0 4 36 35 41 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,949
COMMITMENTS
2,522 1,072 3,702 21,487 23,611 27,711 28,385 1,238 564
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -248)
-164 12 2 -86 -272 -248 -258 -0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.7 12.8 74.2 81.6 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,586
COMMITMENTS
293 1,108 60 6,458 6,076 6,811 7,244 1,775 1,342
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.9 0.7 75.2 70.8 79.3 84.4 20.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 14 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,245
COMMITMENTS
3,676 603 704 8,076 11,543 12,456 12,850 789 395
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 40)
0 20 -10 50 29 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.6 5.3 61.0 87.1 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 20 21 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,865
COMMITMENTS
578 2,480 538 20,891 19,863 22,007 22,881 1,858 984
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 243)
-120 0 120 352 147 352 267 -109 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.4 2.3 87.5 83.2 92.2 95.9 7.8 4.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,877
COMMITMENTS
1,134 0 176 6,064 6,601 7,374 6,777 1,503 2,100
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 -20 100 -20 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 2.0 68.3 74.4 83.1 76.3 16.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,486
COMMITMENTS
3,562 2,390 180 7,712 9,176 11,454 11,746 1,032 740
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -174)
-336 -120 24 120 -78 -192 -174 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.1 1.4 61.8 73.5 91.7 94.1 8.3 5.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,008
COMMITMENTS
378 2,362 866 10,848 9,186 12,092 12,414 916 594
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -30)
0 -78 30 36 -102 66 -150 -96 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.2 6.7 83.4 70.6 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 16 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,910
COMMITMENTS
0 0 0 58,910 58,910 58,910 58,910 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 967,623
COMMITMENTS
0 0 0 967,623 967,623 967,623 967,623 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,041
COMMITMENTS
0 0 0 27,041 27,041 27,041 27,041 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,445
COMMITMENTS
42 0 0 101,148 101,211 101,190 101,211 255 234
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,404,138
COMMITMENTS
3,920 0 0 1400218 1404138 1404138 1404138 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,384)
0 0 0 3,384 3,384 3,384 3,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,271
COMMITMENTS
5,377 2,235 8,015 54,879 58,021 68,271 68,271 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.3 11.7 80.4 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,147,346
COMMITMENTS
42,561 118,070 19,471 1085314 1009805 1147346 1147346 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,384)
0 23,400 -23,400 26,784 3,384 3,384 3,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.3 1.7 94.6 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,608
COMMITMENTS
0 3,997 0 51,481 47,080 51,481 51,077 127 531
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 99.8 91.2 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 15 18 17
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,651
COMMITMENTS
0 6,165 200 24,324 18,286 24,524 24,651 127 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.0 0.8 98.7 74.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,186
COMMITMENTS
2,671 5,735 0 40,942 38,451 43,613 44,186 573 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 766)
766 0 0 0 766 766 766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 13.0 0.0 92.7 87.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 14 16 16 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,817
COMMITMENTS
381 868 218 14,303 14,477 14,902 15,563 915 254
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 509)
0 0 0 509 509 509 509 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.5 1.4 90.4 91.5 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 15 19 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,771
COMMITMENTS
212 1,067 0 12,432 11,428 12,644 12,495 127 276
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.4 0.0 97.3 89.5 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 868,392
COMMITMENTS
0 60,185 23,400 844,992 784,807 868,392 868,392 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 28,080)
0 0 0 28,080 28,080 28,080 28,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 2.7 97.3 90.4 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,244
COMMITMENTS
45,921 111,095 12,000 935,323 870,149 993,244 993,244 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,555)
14,163 0 0 -10,608 3,555 3,555 3,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.2 1.2 94.2 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 15 17 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 525,429
COMMITMENTS
179,674 0 62,091 283,664 463,338 525,429 525,429 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 11,515)
0 0 9,635 1,880 1,880 11,515 11,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 0.0 11.8 54.0 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 12 17 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,744
COMMITMENTS
0 7,032 0 140,744 133,712 140,744 140,744 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,498
COMMITMENTS
237 68 297 8,943 9,127 9,478 9,493 20 5
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 131)
55 11 -17 94 133 131 127 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.7 3.1 94.2 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,916
COMMITMENTS
2,251 0 0 25,129 27,499 27,380 27,499 536 417
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 75)
0 0 0 10 75 10 75 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 90.0 98.5 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 36 32 39 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,894
COMMITMENTS
660 0 0 5,922 6,520 6,582 6,520 312 374
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -3)
-53 0 -25 115 52 37 27 -40 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 85.9 94.6 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 16 17 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,424
COMMITMENTS
259 1,575 77 8,813 7,239 9,149 8,891 275 533
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 299)
20 0 0 289 309 309 309 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.7 0.8 93.5 76.8 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 21 19 24 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,356
COMMITMENTS
945 0 0 9,186 9,791 10,131 9,791 225 565
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 326)
0 0 0 241 331 241 331 85 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 88.7 94.5 97.8 94.5 2.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,315,500
COMMITMENTS
344,668 112,425 777,902 1121606 1353385 2244176 2243711 71,324 71,789
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,379)
10,100 -7,432 6,125 -13,390 11,368 2,835 10,061 -1,456 -8,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.9 33.6 48.4 58.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
151 86 188 100 100 333 303
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,016
COMMITMENTS
79,444 28,802 48,005 101,777 150,389 229,227 227,197 789 2,819
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -36,517)
-8,298 -2,856 -10,156 -17,823 -22,658 -36,277 -35,670 -240 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 12.5 20.9 44.2 65.4 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 10 12 23 26 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,996
COMMITMENTS
58,220 20,570 733 92,403 123,163 151,356 144,466 45,640 52,530
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,699)
779 597 -90 1,033 1,240 1,722 1,747 -23 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 10.4 0.4 46.9 62.5 76.8 73.3 23.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 4 18 19 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,317
COMMITMENTS
9,589 1,198 15,707 37,861 47,040 63,157 63,944 3,160 2,373
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 154)
-862 123 1,505 -585 -1,577 58 51 96 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.8 23.7 57.1 70.9 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 2 17 21 24 42 41
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 380,213
COMMITMENTS
33,079 4,014 79,071 259,988 283,201 372,138 366,286 8,074 13,926
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,946)
666 531 3,310 26 -245 4,002 3,595 -56 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.1 20.8 68.4 74.5 97.9 96.3 2.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 2 15 31 30 46 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,723
COMMITMENTS
796 1,275 275 15,652 15,148 16,723 16,698 0 25
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 378)
28 0 0 350 378 378 378 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.6 1.6 93.6 90.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 27 25 32 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,299
COMMITMENTS
4,980 9,466 6,150 72,884 65,754 84,014 81,370 2,285 4,929
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,100)
-150 -1,210 219 -1,903 -1,245 -1,834 -2,236 -266 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 11.0 7.1 84.5 76.2 97.4 94.3 2.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 8 22 19 32 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,284
COMMITMENTS
1,615 1,798 4,923 28,439 28,160 34,977 34,881 2,307 2,403
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -54)
-450 0 221 175 -160 -54 61 0 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.8 13.2 76.3 75.5 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 3 14 14 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,149
COMMITMENTS
1,350 0 0 2,754 4,086 4,104 4,086 45 63
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 9)
0 0 0 9 0 9 0 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.0 0.0 66.4 98.5 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 12 13 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,142
COMMITMENTS
2,543 6,203 10,714 16,650 12,862 29,907 29,779 4,234 4,362
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,065)
81 1,460 37 862 -600 980 897 85 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 18.2 31.4 48.8 37.7 87.6 87.2 12.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 12 12 11 26 27
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,027
COMMITMENTS
4,057 1,215 875 7,267 10,392 12,199 12,481 829 546
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 778)
10 131 428 314 98 752 657 26 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 9.3 6.7 55.8 79.8 93.6 95.8 6.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 9 11 15 14 32 30
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,119
COMMITMENTS
5,408 491 14,545 87,409 92,316 107,362 107,352 8,756 8,767
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,044)
-207 260 524 862 832 1,179 1,616 -135 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 12.5 75.3 79.5 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,234
COMMITMENTS
13,358 9,751 1,660 9,885 12,945 24,903 24,356 1,332 1,878
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,193)
-201 775 256 2,101 898 2,155 1,929 38 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 37.2 6.3 37.7 49.3 94.9 92.8 5.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
57 60 22 28 34 97 110
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 51,837
COMMITMENTS
36,044 17,328 902 9,406 30,029 46,352 48,259 5,485 3,578
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,064)
816 1,533 -48 421 -1,012 1,189 472 -125 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 33.4 1.7 18.1 57.9 89.4 93.1 10.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
90 45 15 29 34 124 91
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 291,397
COMMITMENTS
88,150 17,348 46,442 134,635 214,586 269,227 278,375 22,170 13,022
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,848)
6,610 -2,695 -462 -67 12,742 6,081 9,584 2,767 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.0 15.9 46.2 73.6 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
67 23 48 80 92 167 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,664
COMMITMENTS
2,764 0 1,097 7,945 10,565 11,806 11,662 4,858 5,002
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 525)
778 0 -100 -248 1,468 430 1,368 95 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 6.6 47.7 63.4 70.8 70.0 29.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 2 9 16 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,594
COMMITMENTS
66 2,313 250 8,105 5,835 8,421 8,398 173 196
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 293)
0 311 46 247 -73 293 284 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 26.9 2.9 94.3 67.9 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 28 31 29 35
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,789
COMMITMENTS
155 0 80 3,424 3,709 3,659 3,789 130 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -43)
-1 0 0 -41 -43 -42 -43 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.1 90.3 97.9 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 16 15 18 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,998
COMMITMENTS
1,775 500 12 49,788 51,411 51,575 51,923 423 75
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,411)
725 0 -25 851 1,460 1,551 1,435 -140 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 0.0 95.7 98.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 1 42 33 46 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,789
COMMITMENTS
452 0 0 33,217 33,789 33,669 33,789 120 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.3 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 21 23 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,685
COMMITMENTS
450 6,990 150 13,905 7,545 14,505 14,685 180 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,990)
150 1,250 0 1,840 740 1,990 1,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 47.6 1.0 94.7 51.4 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 1 27 21 29 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,823
COMMITMENTS
2,029 3,157 7,577 34,178 32,930 43,784 43,664 39 159
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,781)
-32 831 105 1,708 827 1,781 1,763 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.2 17.3 78.0 75.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 5 43 49 53 56
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,738
COMMITMENTS
278 6,406 0 10,124 4,266 10,402 10,672 336 66
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 250)
0 101 0 250 104 250 205 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 59.7 0.0 94.3 39.7 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 21 16 23 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,417
COMMITMENTS
1,793 1,955 588 9,907 9,515 12,288 12,058 129 359
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 987)
412 -135 53 501 856 966 774 21 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 15.7 4.7 79.8 76.6 99.0 97.1 1.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 3 27 25 34 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,323
COMMITMENTS
12,129 2,645 227 15,926 25,813 28,282 28,685 1,041 638
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 742)
-197 -110 47 991 904 841 841 -99 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 9.0 0.8 54.3 88.0 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 5 2 25 32 32 39
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,139
COMMITMENTS
540 276 3,735 15,648 16,098 19,923 20,109 216 30
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 18.5 77.7 79.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 4 14 15 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,097
COMMITMENTS
2,903 173 262 19,818 21,667 22,983 22,102 2,114 2,995
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,528)
243 0 -478 1,539 1,714 1,304 1,236 224 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.7 1.0 79.0 86.3 91.6 88.1 8.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 18 25 23 28
Updated July 27, 2012