GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,192
COMMITMENTS
581 480 1,007 40,004 40,670 41,592 42,157 600 35
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,679)
-83 280 -53 1,861 1,520 1,725 1,747 -46 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.1 2.4 94.8 96.4 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 41 44 43 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,281
COMMITMENTS
0 0 0 15,983 16,185 15,983 16,185 298 96
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.4 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 29 24 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,763
COMMITMENTS
0 0 0 2,220 2,107 2,220 2,107 543 656
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.3 76.3 80.3 76.3 19.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 17 19 17
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,006
COMMITMENTS
45 499 849 14,874 14,479 15,768 15,827 1,238 1,179
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,520)
0 79 -96 1,588 1,525 1,492 1,508 28 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 5.0 87.5 85.1 92.7 93.1 7.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 3 45 45 48 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,067
COMMITMENTS
720 70 44 6,469 7,370 7,233 7,484 834 583
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 463)
-19 5 11 419 443 411 459 52 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.9 0.5 80.2 91.4 89.7 92.8 10.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 3 49 55 53 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,191
COMMITMENTS
0 150 0 6,691 6,481 6,691 6,631 500 560
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 322)
0 25 0 315 276 315 301 7 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 93.0 90.1 93.0 92.2 7.0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,677
COMMITMENTS
0 607 304 4,615 4,525 4,919 5,436 758 241
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 382)
-15 -45 35 342 387 362 377 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 5.4 81.3 79.7 86.6 95.8 13.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 21 25 23 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,353
COMMITMENTS
0 80 0 2,026 1,766 2,026 1,846 327 507
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 115)
0 40 0 158 126 158 166 -43 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 86.1 75.1 86.1 78.5 13.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 21 18 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,779
COMMITMENTS
65 12 150 1,921 2,062 2,136 2,224 643 555
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 229)
0 -19 14 304 203 318 198 -89 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.4 5.4 69.1 74.2 76.9 80.0 23.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 24 24 26
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,102
COMMITMENTS
0 0 0 12,943 13,072 12,943 13,072 159 30
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 24 16 24 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,627
COMMITMENTS
0 531 150 6,983 6,865 7,133 7,546 494 81
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 640)
0 0 0 699 774 699 774 -59 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 2.0 91.6 90.0 93.5 98.9 6.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 16 17 17 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,912
COMMITMENTS
0 1,606 423 19,369 17,883 19,792 19,912 120 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 342)
0 -40 0 342 382 342 342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 2.1 97.3 89.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 24 30 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,980
COMMITMENTS
36,002 35,102 64,177 192,563 201,298 292,742 300,577 37,238 29,403
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -11,142)
-3,812 -3,696 -5,647 -3,723 -1,796 -13,182 -11,140 2,040 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.6 19.4 58.4 61.0 88.7 91.1 11.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 32 45 73 73 135 125
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,797
COMMITMENTS
205 2,177 8 12,454 10,524 12,667 12,709 130 88
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 812)
0 100 0 912 794 912 894 -100 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.0 0.1 97.3 82.2 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 5 1 41 39 44 45
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,770
COMMITMENTS
695 1,500 100 16,975 16,140 17,770 17,740 0 30
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.4 0.6 95.5 90.8 100.0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,025
COMMITMENTS
2,475 555 1,250 12,300 14,220 16,025 16,025 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 150)
225 0 0 -75 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.5 7.8 76.8 88.7 100.0 100.0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,233
COMMITMENTS
0 0 0 11,937 12,933 11,937 12,933 1,296 300
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -150 -90 -150 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 97.7 90.2 97.7 9.8 2.3
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 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,522
COMMITMENTS
244,944 321,168 455,763 385,041 345,309 1085748 1122240 78,775 42,283
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -6,736)
-2,746 1,237 4,631 -11,631 -10,159 -9,745 -4,290 3,009 -2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 27.6 39.1 33.1 29.7 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
117 116 162 76 71 292 260
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,024
COMMITMENTS
639 5,763 864 29,183 21,534 30,686 28,161 3,338 5,863
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 186)
0 0 0 186 0 186 0 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 16.9 2.5 85.8 63.3 90.2 82.8 9.8 17.2
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,960,095
COMMITMENTS
110,058 97,290 726,926 1118816 1133726 1955800 1957942 4,295 2,153
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -147,759)
-8,245 -17,126 -65,315 -73,915 -64,996 -147,475 -147,437 -284 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.0 37.1 57.1 57.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 43 60 61 65 132 137
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 83,158
COMMITMENTS
15,709 41,182 13,906 50,347 25,283 79,961 80,370 3,197 2,788
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,189)
-1,163 -768 -1,114 1,470 656 -807 -1,226 -382 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 49.5 16.7 60.5 30.4 96.2 96.6 3.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 14 18 19 34 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 84,982
COMMITMENTS
29,380 29,946 35,802 19,497 18,554 84,679 84,303 303 680
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,471)
-1,144 -597 2,151 1,500 797 2,507 2,352 -36 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 35.2 42.1 22.9 21.8 99.6 99.2 0.4 0.8
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,565
COMMITMENTS
0 162 2,221 55,600 52,194 57,821 54,577 5,744 8,988
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,621,537
COMMITMENTS
458,437 49,839 786,559 1348485 1762720 2593481 2599118 28,056 22,419
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -110,712)
-12,232 -4,768 -30,675 -68,643 -74,794 -111,550 -110,237 838 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.9 30.0 51.4 67.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
36 13 39 94 83 141 124
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,234,849
COMMITMENTS
151,637 130,969 362,027 717,675 739,840 1231339 1232836 3,510 2,013
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -113,531)
-34,946 -1,132 -53,920 -25,884 -58,909 -114,750 -113,961 1,219 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.6 29.3 58.1 59.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 16 31 42 40 78 75
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,656
COMMITMENTS
3,829 4,504 2,712 2,532 1,600 9,073 8,816 583 840
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 253)
304 15 143 -195 -130 252 28 1 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 46.6 28.1 26.2 16.6 94.0 91.3 6.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 12 17 5 4 23 22
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,594
COMMITMENTS
458 2,424 270 24,559 22,540 25,287 25,234 307 360
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 127)
117 196 20 -26 -115 111 101 16 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.5 1.1 96.0 88.1 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 3 33 45 39 51
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,578
COMMITMENTS
30 0 121 1,598 1,713 1,749 1,834 829 744
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 4.7 62.0 66.4 67.8 71.1 32.2 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 2 20 19 22 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,971
COMMITMENTS
186 91 30 1,235 1,475 1,451 1,596 520 375
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 138)
35 0 0 76 200 111 200 27 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.6 1.5 62.7 74.8 73.6 81.0 26.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 21 24 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 160,880
COMMITMENTS
6,211 29 22,374 130,699 137,259 159,284 159,663 1,596 1,218
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -21,888)
-3,688 29 -1,151 -16,417 -20,106 -21,255 -21,227 -633 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 13.9 81.2 85.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 36 34 42 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,566
COMMITMENTS
2,561 1,054 3,549 21,081 23,400 27,191 28,002 1,375 564
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -383)
40 -18 -153 -406 -212 -520 -383 137 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.7 12.4 73.8 81.9 95.2 98.0 4.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,275
COMMITMENTS
264 1,030 56 6,428 5,964 6,748 7,050 1,527 1,225
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -311)
-29 -78 -4 -30 -112 -63 -194 -248 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.4 0.7 77.7 72.1 81.5 85.2 18.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,240
COMMITMENTS
3,564 312 697 8,216 11,964 12,477 12,973 763 267
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -5)
-112 -291 -7 140 421 21 123 -26 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 2.4 5.3 62.1 90.4 94.2 98.0 5.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,959
COMMITMENTS
578 2,080 538 20,947 20,379 22,063 22,997 1,896 962
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 94)
0 -400 0 56 516 56 116 38 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.7 2.2 87.4 85.1 92.1 96.0 7.9 4.0
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,917
COMMITMENTS
1,134 0 176 6,104 6,641 7,414 6,817 1,503 2,100
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 2.0 68.5 74.5 83.1 76.4 16.9 23.6
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,489
COMMITMENTS
3,562 2,390 180 7,707 9,179 11,449 11,749 1,040 740
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3)
0 0 0 -5 3 -5 3 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.1 1.4 61.7 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,098
COMMITMENTS
378 2,404 866 10,938 9,234 12,182 12,504 916 594
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 90)
0 42 0 90 48 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.4 6.6 83.5 70.5 93.0 95.5 7.0 4.5
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,974
COMMITMENTS
0 0 0 58,974 58,974 58,974 58,974 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,143
COMMITMENTS
0 0 0 970,143 970,143 970,143 970,143 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,520)
0 0 0 2,520 2,520 2,520 2,520 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: 25)
0 0 0 16 17 16 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (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 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (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 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,661
COMMITMENTS
4,102 2,235 9,290 56,269 58,136 69,661 69,661 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,390)
-1,275 0 1,275 1,390 115 1,390 1,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.2 13.3 80.8 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 21 32 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,772
COMMITMENTS
0 3,997 0 51,645 47,244 51,645 51,241 127 531
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164)
0 0 0 164 164 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 99.8 91.3 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,431
COMMITMENTS
0 6,165 200 24,104 18,066 24,304 24,431 127 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -220)
0 0 0 -220 -220 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.2 0.8 98.7 73.9 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,995
COMMITMENTS
3,775 4,460 0 38,647 38,535 42,422 42,995 573 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,191)
1,104 -1,275 0 -2,295 84 -1,191 -1,191 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.4 0.0 89.9 89.6 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,788
COMMITMENTS
381 868 218 15,274 15,448 15,873 16,534 915 254
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 971)
0 0 0 971 971 971 971 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.2 1.3 91.0 92.0 94.5 98.5 5.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 17 19 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 871,628
COMMITMENTS
0 60,185 23,400 848,228 788,043 871,628 871,628 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,236)
0 0 0 3,236 3,236 3,236 3,236 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 07/31/12 |
--------------------------------------------------------------| 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
55,281 111,095 12,000 925,963 870,149 993,244 993,244 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 0)
9,360 0 0 -9,360 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.2 1.2 93.2 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 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 13 17 15
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| 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 07/24/12 (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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,428
COMMITMENTS
247 95 268 8,892 9,060 9,408 9,424 20 4
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -70)
11 27 -29 -51 -67 -70 -69 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 2.8 94.3 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,460
COMMITMENTS
2,251 0 0 25,670 28,023 27,921 28,023 539 437
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 544)
0 0 0 541 524 541 524 3 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 90.2 98.5 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 36 34 39 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,928
COMMITMENTS
660 0 0 5,956 6,554 6,616 6,554 312 374
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 34)
0 0 0 34 34 34 34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 86.0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,639
COMMITMENTS
267 1,575 77 9,020 7,429 9,364 9,081 275 558
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 215)
8 0 0 207 190 215 190 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 16.3 0.8 93.6 77.1 97.1 94.2 2.9 5.8
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,349
COMMITMENTS
945 0 0 9,179 9,784 10,124 9,784 225 565
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7)
0 0 0 -7 -7 -7 -7 0 0
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,322,089
COMMITMENTS
332,215 112,522 784,826 1129443 1353409 2246484 2250757 75,606 71,333
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,589)
-12,454 98 6,924 7,837 24 2,308 7,046 4,282 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.8 33.8 48.6 58.3 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
148 98 200 102 101 343 319
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 245,139
COMMITMENTS
78,309 34,479 53,462 112,495 154,192 244,265 242,133 874 3,007
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 15,123)
-1,135 5,676 5,456 10,718 3,803 15,039 14,935 85 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 14.1 21.8 45.9 62.9 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 13 23 26 36 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,107
COMMITMENTS
58,846 20,663 727 92,707 123,524 152,280 144,914 45,827 53,193
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,111)
626 93 -6 304 361 924 448 187 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 10.4 0.4 46.8 62.4 76.9 73.1 23.1 26.9
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,216
COMMITMENTS
9,676 1,368 15,535 37,805 47,071 63,016 63,974 3,200 2,242
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -101)
87 170 -171 -56 31 -141 29 39 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.1 23.5 57.1 71.1 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 4 16 21 24 41 41
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 358,428
COMMITMENTS
30,730 3,600 72,819 247,625 269,284 351,174 345,703 7,254 12,725
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -21,785)
-2,349 -413 -6,253 -12,363 -13,917 -20,964 -20,584 -820 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.0 20.3 69.1 75.1 98.0 96.4 2.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 3 15 31 30 46 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,323
COMMITMENTS
796 1,275 275 16,252 15,748 17,323 17,298 0 25
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.4 1.6 93.8 90.9 100.0 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,061
COMMITMENTS
4,991 9,466 6,389 73,360 66,240 84,740 82,095 2,321 4,966
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 762)
11 0 239 476 486 726 725 36 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.9 7.3 84.3 76.1 97.3 94.3 2.7 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,020
COMMITMENTS
1,629 1,798 5,156 28,833 28,663 35,618 35,617 2,402 2,403
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 736)
14 0 233 394 503 641 736 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.7 13.6 75.8 75.4 93.7 93.7 6.3 6.3
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,029
COMMITMENTS
1,150 0 0 2,834 3,966 3,984 3,966 45 63
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -120)
-200 0 0 80 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 0.0 0.0 70.3 98.4 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 12 14 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,504
COMMITMENTS
2,606 6,295 9,648 15,860 12,183 28,114 28,127 4,390 4,377
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,638)
62 92 -1,065 -790 -679 -1,794 -1,652 156 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 19.4 29.7 48.8 37.5 86.5 86.5 13.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 10 13 12 11 27 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,076
COMMITMENTS
3,959 1,118 755 6,540 9,681 11,255 11,555 821 521
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -952)
-98 -96 -119 -727 -711 -944 -926 -8 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 9.3 6.3 54.2 80.2 93.2 95.7 6.8 4.3
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,797
COMMITMENTS
4,025 359 12,036 80,731 84,159 96,791 96,554 8,006 8,243
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -11,321)
-1,383 -132 -2,509 -6,679 -8,157 -10,571 -10,798 -750 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 11.5 77.0 80.3 92.4 92.1 7.6 7.9
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,882
COMMITMENTS
13,947 9,369 1,237 9,305 13,664 24,489 24,270 1,393 1,612
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -352)
589 -382 -423 -579 718 -414 -86 61 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 36.2 4.8 36.0 52.8 94.6 93.8 5.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
54 51 17 29 34 90 99
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 53,113
COMMITMENTS
36,051 17,584 1,153 10,261 30,888 47,465 49,626 5,648 3,487
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,276)
7 257 252 855 859 1,113 1,367 163 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 33.1 2.2 19.3 58.2 89.4 93.4 10.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
92 45 16 29 36 126 95
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,401
COMMITMENTS
84,355 19,773 41,617 114,752 188,707 240,723 250,097 21,678 12,304
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -28,996)
-3,795 2,425 -4,824 -19,884 -25,879 -28,504 -28,279 -492 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.5 15.9 43.7 71.9 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
70 21 50 71 84 160 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,624
COMMITMENTS
3,722 0 1,097 8,140 11,485 12,959 12,582 4,665 5,042
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 960)
958 0 0 195 920 1,153 920 -193 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.0 6.2 46.2 65.2 73.5 71.4 26.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 2 11 18 17 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,645
COMMITMENTS
66 2,313 250 9,156 6,886 9,472 9,449 173 196
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,051)
0 0 0 1,051 1,051 1,051 1,051 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 24.0 2.6 94.9 71.4 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 29 32 30 36
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,522
COMMITMENTS
153 0 84 3,155 3,437 3,393 3,522 129 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -268)
-2 0 4 -268 -272 -266 -268 -1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.4 89.6 97.6 96.3 100.0 3.7 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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,273
COMMITMENTS
1,525 0 0 50,344 52,201 51,869 52,201 404 72
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 275)
-250 -500 -12 556 790 294 278 -19 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 96.3 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 0 43 33 46 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,549
COMMITMENTS
452 0 0 33,917 34,549 34,369 34,549 180 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 760)
0 0 0 700 760 700 760 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.2 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 22 23 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,260
COMMITMENTS
450 7,240 150 14,480 7,870 15,080 15,260 180 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 575)
0 250 0 575 325 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 47.4 1.0 94.9 51.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 27 22 29 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,262
COMMITMENTS
2,157 3,653 7,168 34,896 33,282 44,221 44,103 41 159
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 439)
128 496 -409 718 352 437 439 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.3 16.2 78.8 75.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 4 6 45 48 57 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,902
COMMITMENTS
278 6,524 21 10,288 4,336 10,587 10,881 315 21
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 164)
0 118 21 164 70 185 209 -21 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 59.8 0.2 94.4 39.8 97.1 99.8 2.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 16 24 18
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,980
COMMITMENTS
2,210 2,135 408 10,221 10,108 12,839 12,651 141 329
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 563)
417 180 -180 314 593 551 593 12 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.4 3.1 78.7 77.9 98.9 97.5 1.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 1 3 27 26 35 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,802
COMMITMENTS
12,129 2,170 227 15,504 25,857 27,860 28,254 942 548
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -521)
0 -475 0 -422 44 -422 -431 -99 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 7.5 0.8 53.8 89.8 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 2 26 32 33 38
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,979
COMMITMENTS
1,080 276 3,795 15,888 16,878 20,763 20,949 216 30
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 840)
540 0 60 240 780 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.3 18.1 75.7 80.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 5 14 15 19 20
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,010
COMMITMENTS
2,587 431 274 22,183 22,788 25,044 23,493 1,966 3,517
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,913)
-316 258 12 2,365 1,121 2,061 1,391 -148 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.6 1.0 82.1 84.4 92.7 87.0 7.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 19 26 23 32
Updated August 3, 2012