GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,040
COMMITMENTS
559 586 1,050 34,864 35,251 36,473 36,887 567 153
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,938)
77 181 -7 2,887 2,714 2,957 2,888 -19 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 2.8 94.1 95.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 1 35 41 36 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,688
COMMITMENTS
0 0 0 12,428 12,608 12,428 12,608 260 80
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 275)
0 0 0 255 270 255 270 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 22 29 22 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,187
COMMITMENTS
197 306 737 13,102 13,002 14,036 14,045 1,151 1,142
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 233)
-1 67 2 397 338 398 407 -165 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 4.9 86.3 85.6 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 37 38 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,702
COMMITMENTS
589 65 94 5,348 5,880 6,031 6,039 671 663
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 159)
-43 0 60 131 9 148 69 11 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.0 1.4 79.8 87.7 90.0 90.1 10.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 3 43 48 47 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,570
COMMITMENTS
0 135 0 6,140 5,807 6,140 5,942 430 628
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295)
0 5 0 365 311 365 316 -70 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 93.5 88.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 20 20 20 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,884
COMMITMENTS
0 698 288 4,635 4,634 4,923 5,620 961 264
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 304)
0 -18 23 192 287 215 292 89 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 4.9 78.8 78.8 83.7 95.5 16.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 22 19 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,090
COMMITMENTS
0 43 60 1,695 1,544 1,755 1,647 335 443
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 112)
0 -60 60 76 342 136 342 -24 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 2.9 81.1 73.9 84.0 78.8 16.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 17 18 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,542
COMMITMENTS
155 0 22 1,824 1,984 2,001 2,006 541 536
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 208)
5 0 -10 210 174 205 164 3 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.9 71.8 78.0 78.7 78.9 21.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 23 22 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,326
COMMITMENTS
0 0 0 10,257 10,296 10,257 10,296 69 30
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 565)
0 0 0 643 565 643 565 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 18 21 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,291
COMMITMENTS
0 458 150 6,734 6,659 6,884 7,267 407 24
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 337)
0 0 0 396 396 396 396 -59 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 2.1 92.4 91.3 94.4 99.7 5.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 17 16 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,733
COMMITMENTS
0 1,195 463 19,170 18,075 19,633 19,733 100 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,696)
0 140 0 1,696 1,556 1,696 1,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.3 97.1 91.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 350,647
COMMITMENTS
39,282 27,687 76,011 194,174 221,079 309,467 324,776 41,180 25,871
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 7,641)
625 -6,578 4,568 577 11,002 5,769 8,992 1,872 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.9 21.7 55.4 63.0 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
41 31 46 78 79 147 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,586
COMMITMENTS
134 2,789 229 11,101 8,479 11,464 11,497 122 89
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 415)
-75 337 25 463 51 413 413 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 24.1 2.0 95.8 73.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 3 40 36 43 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,230
COMMITMENTS
670 1,500 100 15,460 14,600 16,230 16,200 0 30
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 9.2 0.6 95.3 90.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 23 28 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,280
COMMITMENTS
975 605 1,575 11,730 12,100 14,280 14,280 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 375)
-600 0 375 600 0 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.2 11.0 82.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,344
COMMITMENTS
420 817 85 2,371 2,054 2,876 2,956 468 388
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -2)
0 0 0 0 0 0 0 -2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 24.4 2.5 70.9 61.4 86.0 88.4 14.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 11 14 15
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,239
COMMITMENTS
225 0 0 11,825 12,955 12,050 12,955 1,189 284
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 45)
225 0 0 3 -3 228 -3 -183 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 89.3 97.9 91.0 97.9 9.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 17 24 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,116,059
COMMITMENTS
237,565 306,066 398,931 399,614 370,181 1036110 1075177 79,949 40,881
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -33,490)
-3,765 -10,527 -49,301 19,861 27,373 -33,206 -32,456 -284 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.4 35.7 35.8 33.2 92.8 96.3 7.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
110 125 176 76 72 299 273
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,336
COMMITMENTS
297 3,660 898 24,209 17,924 25,404 22,482 2,932 5,854
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 70)
-342 -303 113 474 391 245 201 -175 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.9 3.2 85.4 63.3 89.7 79.3 10.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 13 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,995,296
COMMITMENTS
106,881 99,726 745,146 1139204 1148160 1991232 1993031 4,064 2,265
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 41,588)
-7,873 -2,468 27,684 21,808 16,341 41,620 41,558 -31 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.0 37.3 57.1 57.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
44 42 62 64 63 137 138
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,934
COMMITMENTS
15,578 45,821 23,140 58,372 29,024 97,090 97,985 3,844 2,950
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 13,014)
-701 3,694 8,543 4,851 1,078 12,693 13,315 322 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 45.4 22.9 57.8 28.8 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 13 19 19 34 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 77,393
COMMITMENTS
20,672 18,371 38,919 17,416 19,485 77,006 76,775 387 618
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -6,327)
-7,204 -8,752 1,397 -554 1,049 -6,361 -6,305 34 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 23.7 50.3 22.5 25.2 99.5 99.2 0.5 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,797
COMMITMENTS
0 329 2,062 49,843 46,012 51,905 48,403 4,892 8,394
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 115)
0 0 0 337 7 337 7 -222 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 3.6 87.8 81.0 91.4 85.2 8.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,204
COMMITMENTS
476,701 85,348 775,577 1397292 1793242 2649570 2654167 28,634 24,037
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,708)
11,158 28,886 -5,574 29,975 8,979 35,559 32,291 -851 2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.2 29.0 52.2 67.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 13 40 96 83 144 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,278,023
COMMITMENTS
173,269 104,125 341,139 761,060 825,055 1275468 1270319 2,555 7,704
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,021)
31,266 -36,454 -27,030 29,695 91,667 33,931 28,183 90 5,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.1 26.7 59.5 64.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 16 31 42 40 80 74
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,242
COMMITMENTS
4,846 6,746 3,771 4,265 2,356 12,882 12,873 360 369
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,363)
906 2,347 685 1,565 790 3,156 3,822 207 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 50.9 28.5 32.2 17.8 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 15 18 7 6 26 27
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,005
COMMITMENTS
2,910 1,735 1,510 1,215 2,175 5,635 5,420 370 585
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 450)
145 230 90 185 75 420 395 30 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 28.9 25.1 20.2 36.2 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 9 12 5 5 18 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,502
COMMITMENTS
1,385 2,447 304 21,437 20,298 23,126 23,049 376 453
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,410)
370 9 -56 1,101 1,476 1,415 1,429 -5 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.4 1.3 91.2 86.4 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 4 34 44 41 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,503
COMMITMENTS
32 0 105 1,709 1,710 1,846 1,815 657 688
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 53)
-9 0 -11 127 3 107 -8 -54 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 4.2 68.3 68.3 73.7 72.5 26.3 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 21 19 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,693
COMMITMENTS
137 168 31 919 1,002 1,087 1,201 606 492
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 74)
4 4 10 75 64 89 78 -15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.9 1.8 54.3 59.2 64.2 70.9 35.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 19 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 163,691
COMMITMENTS
6,231 57 23,536 132,297 138,604 162,064 162,197 1,627 1,493
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,132)
372 36 344 425 723 1,142 1,103 -10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 14.4 80.8 84.7 99.0 99.1 1.0 0.9
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,741
COMMITMENTS
3,045 510 3,391 20,058 23,340 26,494 27,240 1,248 501
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 79)
9 -160 80 -11 158 79 79 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.8 12.2 72.3 84.1 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 17 22 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,471
COMMITMENTS
264 1,120 36 6,524 5,946 6,824 7,102 1,647 1,369
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -12)
0 0 0 -0 -0 -0 -0 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.2 0.4 77.0 70.2 80.6 83.8 19.4 16.2
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,520
COMMITMENTS
3,818 243 724 8,215 12,285 12,757 13,253 763 267
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 -1 0 -0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 1.8 5.4 60.8 90.9 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,064
COMMITMENTS
552 1,880 538 19,702 19,746 20,792 22,164 2,272 900
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.2 2.3 85.4 85.6 90.1 96.1 9.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,811
COMMITMENTS
1,194 0 116 6,011 6,688 7,321 6,804 1,490 2,007
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.3 68.2 75.9 83.1 77.2 16.9 22.8
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,899
COMMITMENTS
3,470 2,406 154 7,283 8,669 10,907 11,229 992 670
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
-10 0 0 0 0 -10 0 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 20.2 1.3 61.2 72.9 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,484
COMMITMENTS
298 2,390 840 10,365 8,846 11,503 12,076 981 408
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 192)
0 40 28 20 128 48 196 144 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 19.1 6.7 83.0 70.9 92.1 96.7 7.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,191
COMMITMENTS
0 0 0 56,191 56,191 56,191 56,191 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 556)
0 0 0 556 556 556 556 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: 27)
0 0 0 21 15 21 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,563
COMMITMENTS
0 0 0 933,563 933,563 933,563 933,563 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,524)
0 0 0 9,524 9,524 9,524 9,524 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 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151
COMMITMENTS
0 0 0 25,151 25,151 25,151 25,151 0 0
CHANGES FROM 08/07/12 (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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717
COMMITMENTS
0 0 0 93,462 93,504 93,462 93,504 255 213
CHANGES FROM 08/07/12 (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: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634
COMMITMENTS
1,880 0 0 1284754 1286634 1286634 1286634 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 18 24 19 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043
COMMITMENTS
3,109 135 9,290 53,644 56,618 66,043 66,043 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 22 32 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,242,830
COMMITMENTS
40,309 111,290 17,643 1184878 1113897 1242830 1242830 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 93,184)
0 -2,080 0 93,184 95,264 93,184 93,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 9.0 1.4 95.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,185
COMMITMENTS
0 3,934 0 50,079 45,741 50,079 49,675 106 510
CHANGES FROM 08/07/12 (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 7.8 0.0 99.8 91.1 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352
COMMITMENTS
0 5,745 200 22,046 16,407 22,246 22,352 106 0
CHANGES FROM 08/07/12 (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 25.7 0.9 98.6 73.4 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,049
COMMITMENTS
1,060 5,630 0 38,437 34,419 39,497 40,049 552 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
-2,400 0 0 2,400 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 14.1 0.0 96.0 85.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 16 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,748
COMMITMENTS
12,034 0 530 14,184 26,218 26,748 26,748 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -230)
1,275 0 -740 -765 510 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 0.0 2.0 53.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 14 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,872
COMMITMENTS
318 1,182 19 14,641 14,459 14,978 15,660 894 212
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -0)
0 0 0 230 -0 230 -0 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.4 0.1 92.2 91.1 94.4 98.7 5.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 16 20 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,758
COMMITMENTS
170 920 0 12,482 11,583 12,652 12,503 106 255
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.2 0.0 97.8 90.8 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 9 17 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,900
COMMITMENTS
0 53,177 23,400 818,500 765,323 841,900 841,900 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,008)
0 -72 0 3,008 3,080 3,008 3,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 2.8 97.2 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 969,508
COMMITMENTS
19,770 119,050 7,920 941,818 842,538 969,508 969,508 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360)
-50,151 0 0 59,511 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 12.3 0.8 97.1 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 524,781
COMMITMENTS
150,258 0 64,171 310,352 460,610 524,781 524,781 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,080)
-2,080 0 2,080 2,080 0 2,080 2,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.0 12.2 59.1 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 14 17 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 137,456
COMMITMENTS
0 5,808 0 137,456 131,648 137,456 137,456 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,317
COMMITMENTS
258 65 262 8,777 8,987 9,297 9,314 20 3
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4)
-8 -15 11 1 8 4 4 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 2.8 94.2 96.5 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,968
COMMITMENTS
2,216 0 0 25,240 27,576 27,456 27,576 512 392
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 475)
0 0 0 482 474 482 474 -7 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 90.2 98.6 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 37 34 39 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,136
COMMITMENTS
660 0 0 5,186 5,801 5,846 5,801 290 335
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 -5 10 -5 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 84.5 94.5 95.3 94.5 4.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 15 16 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,987
COMMITMENTS
258 1,575 66 8,348 6,728 8,672 8,369 315 618
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 173)
75 0 -56 124 184 143 128 30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 17.5 0.7 92.9 74.9 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 22 19 24 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,465
COMMITMENTS
820 0 0 9,330 9,900 10,150 9,900 315 565
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -145 -104 -145 -104 40 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 89.2 94.6 97.0 94.6 3.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 19 20 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,592
COMMITMENTS
132 0 0 5,075 5,464 5,207 5,464 385 128
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 61)
102 0 0 -11 148 91 148 -30 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 90.8 97.7 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,429,385
COMMITMENTS
341,609 100,291 843,920 1164919 1407136 2350448 2351347 78,937 78,038
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 16,034)
-11,865 -5,330 3,332 20,486 18,176 11,952 16,177 4,082 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.1 34.7 48.0 57.9 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
161 102 212 97 99 352 333
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,834
COMMITMENTS
80,582 30,208 52,221 105,724 155,627 238,527 238,056 2,307 2,778
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,834)
-1,359 -1,050 2,227 996 1,577 1,865 2,755 969 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 12.5 21.7 43.9 64.6 99.0 98.8 1.0 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,085
COMMITMENTS
53,718 18,389 946 87,577 118,791 142,241 138,126 42,844 46,959
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 306)
210 189 -18 75 -91 267 80 39 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.9 0.5 47.3 64.2 76.9 74.6 23.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 4 18 20 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,627
COMMITMENTS
9,568 1,160 16,224 38,439 47,199 64,231 64,583 2,397 2,044
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,826)
-114 308 131 -1,172 -2,044 -1,154 -1,604 -671 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.7 24.4 57.7 70.8 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 7 17 23 25 44 43
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 358,905
COMMITMENTS
28,932 2,846 73,532 250,442 271,571 352,907 347,949 5,998 10,956
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,691)
41 -224 -447 -1,188 -989 -1,594 -1,660 -97 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.8 20.5 69.8 75.7 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 2 15 32 31 47 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,203
COMMITMENTS
886 1,340 200 15,032 14,541 16,118 16,081 85 122
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295)
25 0 0 220 270 245 270 50 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.3 1.2 92.8 89.7 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 22 24 27 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,788
COMMITMENTS
5,728 9,968 5,817 73,530 66,723 85,075 82,508 2,713 5,280
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,180)
496 502 150 -115 233 531 885 649 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.4 6.6 83.8 76.0 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 7 21 19 30 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,953
COMMITMENTS
2,752 2,198 4,257 29,677 30,265 36,686 36,720 2,267 2,233
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,821)
988 450 -163 830 1,318 1,655 1,605 166 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.6 10.9 76.2 77.7 94.2 94.3 5.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 2 15 15 20 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,796
COMMITMENTS
948 2,596 304 38,269 28,143 39,521 31,043 23,275 31,753
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.1 0.5 60.9 44.8 62.9 49.4 37.1 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 14 14 16 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,959
COMMITMENTS
450 0 0 2,464 2,896 2,914 2,896 45 63
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -400)
-400 0 0 0 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 0.0 83.3 97.9 98.5 97.9 1.5 2.1
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,154
COMMITMENTS
1,990 6,962 10,356 16,864 11,315 29,211 28,634 3,943 4,521
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -419)
35 -653 -260 245 289 19 -624 -438 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 21.0 31.2 50.9 34.1 88.1 86.4 11.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 9 13 12 11 27 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,322
COMMITMENTS
2,955 671 420 4,411 6,752 7,787 7,843 535 479
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -2,904)
-584 -112 -167 -1,287 -2,013 -2,037 -2,292 -866 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 8.1 5.1 53.0 81.1 93.6 94.2 6.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 10 14 13 27 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,643
COMMITMENTS
3,745 254 11,676 85,520 89,108 100,941 101,038 7,702 7,605
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 884)
-92 -9 52 851 853 811 896 73 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 10.7 78.7 82.0 92.9 93.0 7.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,367
COMMITMENTS
14,045 9,329 1,327 9,673 14,152 25,045 24,809 1,322 1,558
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 20)
-3 215 133 -107 -423 23 -76 -2 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 35.4 5.0 36.7 53.7 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
58 52 15 30 35 94 100
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 55,248
COMMITMENTS
37,542 18,562 1,654 9,537 31,425 48,732 51,640 6,516 3,608
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 857)
798 1,013 131 -316 -482 613 663 244 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 33.6 3.0 17.3 56.9 88.2 93.5 11.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
103 48 21 31 37 141 102
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,675
COMMITMENTS
97,474 25,604 47,576 121,599 207,033 266,648 280,213 24,027 10,463
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,866)
3,962 1,038 -1,531 6,589 11,276 9,019 10,782 847 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 8.8 16.4 41.8 71.2 91.7 96.4 8.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
76 22 52 75 91 172 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,389
COMMITMENTS
6,659 0 93 4,602 10,810 11,354 10,903 4,035 4,486
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 467)
42 0 30 58 248 130 278 337 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 0.0 0.6 29.9 70.2 73.8 70.8 26.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 0 2 9 18 15 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| 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
62 3,067 300 9,149 6,098 9,511 9,465 134 180
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 439)
0 164 50 464 300 514 514 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 31.8 3.1 94.9 63.2 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 31 24 33 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,915
COMMITMENTS
1,518 25 0 41,139 42,807 42,657 42,832 258 83
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 191)
218 0 0 70 191 288 191 -97 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.1 0.0 95.9 99.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 0 40 32 44 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,614
COMMITMENTS
590 0 0 27,874 28,614 28,464 28,614 150 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 750)
200 0 0 550 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.4 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 19 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,330
COMMITMENTS
450 6,310 150 13,550 7,820 14,150 14,280 180 50
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 500)
0 200 0 500 250 500 450 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 44.0 1.0 94.6 54.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 20 29 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,272
COMMITMENTS
2,538 5,952 5,409 35,220 31,781 43,167 43,142 105 130
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,824)
627 442 146 2,019 2,236 2,792 2,824 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 13.8 12.5 81.4 73.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 6 45 44 56 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,729
COMMITMENTS
196 4,686 21 8,213 4,001 8,430 8,708 299 21
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 63)
0 64 0 63 -1 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 53.7 0.2 94.1 45.8 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 14 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,953
COMMITMENTS
1,829 2,017 585 9,416 9,042 11,830 11,644 123 309
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 589)
254 59 34 313 496 601 589 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.9 4.9 78.8 75.6 99.0 97.4 1.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 3 26 25 33 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,356
COMMITMENTS
10,188 1,852 320 14,931 23,677 25,439 25,849 917 507
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,217)
90 -50 100 1,027 1,167 1,217 1,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 7.0 1.2 56.7 89.8 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 5 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,719
COMMITMENTS
2,110 286 3,775 15,618 17,633 21,503 21,694 216 25
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 720)
720 0 0 0 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.3 17.4 71.9 81.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,114
COMMITMENTS
1,328 1,550 317 19,190 18,840 20,835 20,707 2,279 2,407
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 958)
-24 1,238 110 855 1,034 941 2,382 17 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.7 1.4 83.0 81.5 90.1 89.6 9.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 18 23 21 27
Updated August 17, 2012