IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,998
COMMITMENTS
5,882 912 3,971 86,145 91,111 95,998 95,994 0 4
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 115)
-550 146 0 716 19 166 165 -51 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.0 4.1 89.7 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 3 9 13 14 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,434
COMMITMENTS
830 291 711 39,479 40,381 41,020 41,383 414 51
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -5,043)
-467 -255 115 -4,626 -4,782 -4,978 -4,922 -65 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.7 1.7 95.3 97.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 2 37 45 39 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,656
COMMITMENTS
0 330 0 9,445 9,247 9,445 9,577 211 79
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,115)
0 0 0 -3,086 -3,106 -3,086 -3,106 -29 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 97.8 95.8 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 25 25 25 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,846
COMMITMENTS
515 264 584 12,557 12,983 13,656 13,831 1,190 1,015
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,445)
256 -99 -249 -1,338 -921 -1,331 -1,269 -114 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 3.9 84.6 87.5 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 37 41 40 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,575
COMMITMENTS
605 35 340 4,967 5,408 5,912 5,783 663 792
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,200)
-66 -30 65 -1,080 -1,244 -1,081 -1,209 -119 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.5 5.2 75.5 82.3 89.9 88.0 10.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 6 40 45 47 51
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,251
COMMITMENTS
0 55 0 5,876 5,684 5,876 5,739 375 512
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -917)
0 -95 0 -792 -623 -792 -718 -125 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.0 90.9 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 20 23 20 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,480
COMMITMENTS
105 721 290 5,382 5,219 5,777 6,230 703 250
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -371)
105 -17 -105 -191 -182 -191 -304 -180 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.1 4.5 83.1 80.5 89.2 96.1 10.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 22 25 24 29
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,362
COMMITMENTS
85 48 35 1,964 1,751 2,084 1,834 278 528
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -251)
45 -31 -44 -232 -179 -231 -254 -20 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 1.5 83.1 74.1 88.2 77.6 11.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 14 22 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,387
COMMITMENTS
138 35 96 1,792 1,902 2,026 2,033 361 354
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -569)
-77 35 35 -359 -357 -401 -287 -168 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.5 4.0 75.1 79.7 84.9 85.2 15.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 19 22 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,126
COMMITMENTS
0 0 0 8,069 8,096 8,069 8,096 57 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,582)
0 0 0 -3,570 -3,582 -3,570 -3,582 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,209
COMMITMENTS
0 304 150 7,639 7,725 7,789 8,179 420 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -519)
0 -73 0 -480 -435 -480 -508 -39 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.8 93.1 94.1 94.9 99.6 5.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,580
COMMITMENTS
0 1,251 271 20,229 19,058 20,500 20,580 80 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -2,240)
0 -574 196 -2,366 -1,862 -2,170 -2,240 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 1.3 98.3 92.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 27 25 28 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 374,818
COMMITMENTS
53,137 38,627 63,626 209,222 247,845 325,985 350,099 48,833 24,719
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 14,588)
1,766 4,146 -339 13,249 13,604 14,675 17,411 -87 -2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.3 17.0 55.8 66.1 87.0 93.4 13.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
48 28 41 71 77 145 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,297
COMMITMENTS
48 6,200 304 11,899 5,700 12,251 12,204 46 93
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,573)
-86 167 25 -3,447 -3,765 -3,508 -3,573 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 50.4 2.5 96.8 46.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 7 3 33 30 36 40
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,005
COMMITMENTS
505 1,685 180 16,320 15,110 17,005 16,975 0 30
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -175)
0 -175 0 -175 0 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.9 1.1 96.0 88.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 22 26 25 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,300
COMMITMENTS
200 630 1,475 9,625 9,195 11,300 11,300 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -675)
150 -75 0 -825 -600 -675 -675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.6 13.1 85.2 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,705
COMMITMENTS
525 150 0 15,064 16,397 15,589 16,547 1,116 158
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 244)
0 0 0 279 264 279 264 -35 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 0.0 90.2 98.2 93.3 99.1 6.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 20 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,174,226
COMMITMENTS
253,315 356,682 417,594 423,999 352,156 1094908 1126432 79,318 47,793
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 38,644)
2,003 14,059 14,720 21,235 12,900 37,959 41,679 685 -3,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 30.4 35.6 36.1 30.0 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
125 117 165 76 72 303 265
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 22,328
COMMITMENTS
241 1,860 818 18,805 14,482 19,864 17,160 2,464 5,168
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -6,008)
-56 -1,800 -80 -5,404 -3,202 -5,540 -5,082 -468 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.3 3.7 84.2 64.9 89.0 76.9 11.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 11 14 12 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,809,893
COMMITMENTS
78,205 59,668 659,362 1068217 1088694 1805784 1807724 4,109 2,169
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 14,621)
-4,269 -2,862 11,129 7,501 6,518 14,360 14,784 261 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.3 36.4 59.0 60.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 41 63 64 65 138 137
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 96,120
COMMITMENTS
16,940 40,905 24,963 51,498 28,950 93,401 94,818 2,719 1,302
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,313)
1,132 -2,950 4,095 -2,068 2,223 3,158 3,368 -845 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 42.6 26.0 53.6 30.1 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 10 13 22 22 39 37
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,672
COMMITMENTS
17,199 23,221 32,563 21,652 15,172 71,413 70,956 258 716
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,018)
-710 4,331 -318 5,103 -109 4,075 3,905 -57 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 32.4 45.4 30.2 21.2 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 16 16 15 21 32 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,546
COMMITMENTS
0 403 2,036 46,424 42,625 48,460 45,064 4,086 7,482
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -209)
0 48 0 -205 -285 -205 -237 -4 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 3.9 88.3 81.1 92.2 85.8 7.8 14.2
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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,573,138
COMMITMENTS
506,848 101,730 710,942 1329327 1740960 2547117 2553632 26,021 19,506
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 5,733)
-2,036 11,364 -3,317 13,391 -1,364 8,038 6,683 -2,305 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.0 27.6 51.7 67.7 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 14 42 93 83 142 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,170,828
COMMITMENTS
115,274 101,624 326,343 726,003 740,056 1167620 1168023 3,208 2,805
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 14,885)
-3,454 -640 13,513 5,442 1,633 15,501 14,506 -616 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.7 27.9 62.0 63.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 22 31 44 41 88 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,636
COMMITMENTS
570 0 0 5,180 5,855 5,750 5,855 885 781
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 165)
75 0 0 -30 360 45 360 120 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 78.1 88.2 86.7 88.2 13.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 15 17 17 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,145
COMMITMENTS
5,032 7,938 2,974 6,144 3,204 14,150 14,116 995 1,029
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 261)
34 380 -427 314 83 -79 36 340 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 52.4 19.6 40.6 21.2 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 17 17 9 8 27 29
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,710
COMMITMENTS
3,260 2,930 1,015 2,100 2,315 6,375 6,260 335 450
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 125)
270 875 -580 475 -5 165 290 -40 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 43.7 15.1 31.3 34.5 95.0 93.3 5.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 10 13 7 6 21 21
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,275
COMMITMENTS
1,512 1,994 483 17,924 17,329 19,919 19,806 356 470
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 228)
50 -37 114 34 155 198 232 29 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.8 2.4 88.4 85.5 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 5 33 43 44 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,770
COMMITMENTS
166 0 162 1,608 1,973 1,936 2,135 834 634
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -252)
-56 0 -3 -204 -149 -263 -152 11 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 5.8 58.1 71.3 69.9 77.1 30.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,704
COMMITMENTS
0 496 20 1,218 769 1,238 1,285 466 419
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -406)
-86 81 -77 -177 -494 -340 -490 -66 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.1 1.2 71.5 45.1 72.7 75.4 27.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 22 18 23 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 153,562
COMMITMENTS
3,130 1,426 20,920 127,295 129,506 151,345 151,852 2,217 1,709
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,807)
-212 499 1,078 2,323 2,115 3,188 3,693 619 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 13.6 82.9 84.3 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 33 31 39 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,266
COMMITMENTS
3,020 222 2,638 18,384 21,870 24,042 24,730 1,224 536
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -271)
-310 0 23 13 -294 -275 -271 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.9 10.4 72.8 86.6 95.2 97.9 4.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 18 23 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,128
COMMITMENTS
0 1,278 18 6,257 5,433 6,275 6,729 1,853 1,399
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 0 0 0 0 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 0.2 77.0 66.8 77.2 82.8 22.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 15 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,721
COMMITMENTS
3,542 322 429 7,889 11,501 11,860 12,252 861 469
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -120)
-110 0 -120 110 -0 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 2.5 3.4 62.0 90.4 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 20 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,853
COMMITMENTS
406 1,680 658 18,502 18,437 19,566 20,775 2,287 1,078
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 288)
0 0 0 282 120 282 120 6 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.7 3.0 84.7 84.4 89.5 95.1 10.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 25 29 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,565
COMMITMENTS
1,364 0 66 5,650 6,989 7,080 7,055 1,485 1,510
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 22)
0 0 0 52 28 52 28 -30 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.8 66.0 81.6 82.7 82.4 17.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 17 18 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,437
COMMITMENTS
2,890 2,302 200 7,105 8,175 10,195 10,677 1,242 760
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2)
-230 -120 72 160 10 2 -38 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 20.1 1.7 62.1 71.5 89.1 93.4 10.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,063
COMMITMENTS
218 2,202 840 9,721 8,655 10,779 11,697 1,284 366
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 57)
0 48 0 57 9 57 57 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 18.3 7.0 80.6 71.7 89.4 97.0 10.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,301
COMMITMENTS
0 0 0 52,963 53,301 52,963 53,301 338 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 16 20 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 896,513
COMMITMENTS
0 0 0 896,513 896,513 896,513 896,513 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,032)
0 0 0 3,032 3,032 3,032 3,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 18 17 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,368
COMMITMENTS
0 0 0 85,113 85,178 85,113 85,178 255 190
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,173,458
COMMITMENTS
0 0 0 1173458 1173458 1173458 1173458 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,984
COMMITMENTS
3,945 0 6,990 51,794 55,994 62,729 62,984 255 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,275)
1,970 -580 -695 0 2,550 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 11.1 82.2 88.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 27 21 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,227,214
COMMITMENTS
38,805 107,530 15,387 1173022 1104297 1227214 1227214 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.8 1.3 95.6 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,002
COMMITMENTS
0 3,520 0 47,919 43,972 47,919 47,492 83 510
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -230)
0 -230 0 -230 0 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 99.8 91.6 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,478
COMMITMENTS
830 5,515 0 38,119 33,963 38,949 39,478 529 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 14.0 0.0 96.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 16 20 17 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,916
COMMITMENTS
8,643 0 1,805 16,468 24,856 26,916 26,661 0 255
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,275)
-2,550 0 1,275 2,550 0 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 0.0 6.7 61.2 92.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 14 12 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,822
COMMITMENTS
249 1,577 19 13,683 13,060 13,951 14,656 871 166
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.6 0.1 92.3 88.1 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 14 19 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,220
COMMITMENTS
0 46,785 23,400 767,820 721,035 791,220 791,220 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 3.0 97.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 945,180
COMMITMENTS
16,010 122,810 4,160 925,010 818,210 945,180 945,180 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.0 0.4 97.9 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,773
COMMITMENTS
101,666 0 87,571 314,536 416,202 503,773 503,773 0 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,968)
0 0 0 2,968 2,968 2,968 2,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 17.4 62.4 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,479
COMMITMENTS
315 111 233 8,912 9,134 9,459 9,478 20 2
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 69)
41 -1 26 3 44 69 69 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.2 2.5 94.0 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 19 20 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,909
COMMITMENTS
1,800 0 0 28,670 30,624 30,470 30,624 439 285
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,745)
-56 0 0 -1,625 -1,608 -1,681 -1,608 -64 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 92.8 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 36 35 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,155
COMMITMENTS
660 0 0 4,247 4,919 4,907 4,919 248 236
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -15 30 -15 30 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 82.4 95.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,510
COMMITMENTS
293 1,155 46 8,941 7,909 9,280 9,110 230 400
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 430)
0 -120 0 475 550 475 430 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.1 0.5 94.0 83.2 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 21 27 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,272
COMMITMENTS
755 0 0 9,215 9,815 9,970 9,815 302 457
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -25 -24 -25 -24 16 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 89.7 95.6 97.1 95.6 2.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 21 20 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,154
COMMITMENTS
132 25 0 4,690 5,005 4,822 5,030 332 124
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 0.0 91.0 97.1 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 17 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,584,886
COMMITMENTS
392,999 87,376 882,257 1228953 1542535 2504210 2512169 80,676 72,717
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 84,804)
13,272 -1,826 47,653 28,997 42,819 89,922 88,646 -5,118 -3,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.4 34.1 47.5 59.7 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
181 105 220 95 100 369 343
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 193,969
COMMITMENTS
71,584 19,218 35,355 85,998 136,697 192,937 191,269 1,032 2,700
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -8,706)
-1,092 -1,783 -2,567 -4,795 -3,913 -8,454 -8,264 -252 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 9.9 18.2 44.3 70.5 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 13 23 24 36 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,412
COMMITMENTS
58,621 18,124 1,471 79,953 109,613 140,045 129,208 41,367 52,204
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 768)
1,378 -9 -194 -1,666 1,253 -482 1,050 1,250 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 10.0 0.8 44.1 60.4 77.2 71.2 22.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 5 17 19 25 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,656
COMMITMENTS
9,593 1,437 17,887 40,581 49,455 68,061 68,779 2,594 1,876
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,081)
-226 -119 1,009 537 472 1,320 1,362 -238 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.0 25.3 57.4 70.0 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 7 18 22 24 44 43
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 376,344
COMMITMENTS
31,882 1,333 72,582 265,991 291,192 370,454 365,106 5,890 11,238
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 11,525)
795 -486 599 10,098 11,247 11,492 11,360 33 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.4 19.3 70.7 77.4 98.4 97.0 1.6 3.0
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 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,661
COMMITMENTS
1,726 445 200 18,710 19,991 20,636 20,636 25 25
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,983)
0 0 0 1,983 1,983 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.2 1.0 90.6 96.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 22 24 27 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,802
COMMITMENTS
6,501 9,914 6,910 76,839 72,112 90,250 88,936 3,552 4,866
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -95)
209 -800 -679 87 1,728 -383 249 288 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.6 7.4 81.9 76.9 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 9 22 20 33 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,450
COMMITMENTS
3,667 4,348 8,012 35,506 34,618 47,185 46,978 2,265 2,472
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,873)
-1,211 2,150 1,135 2,712 -897 2,636 2,388 237 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.8 16.2 71.8 70.0 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 6 15 15 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,798
COMMITMENTS
1,034 417 150 2,503 3,165 3,687 3,732 111 66
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 150)
300 0 0 -150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 11.0 3.9 65.9 83.3 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 12 11 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,626
COMMITMENTS
3,024 6,018 10,377 15,437 12,779 28,838 29,174 4,788 4,452
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 788)
-204 260 455 790 462 1,041 1,177 -253 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.9 30.9 45.9 38.0 85.8 86.8 14.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 9 13 13 13 28 31
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,322
COMMITMENTS
4,595 1,022 487 4,570 8,342 9,652 9,851 670 471
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -737)
-8 350 -171 -653 -914 -832 -735 95 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 9.9 4.7 44.3 80.8 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 9 14 13 28 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,376
COMMITMENTS
4,183 367 10,344 94,217 97,394 108,744 108,104 7,633 8,272
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,721)
83 19 -109 4,601 4,579 4,576 4,489 145 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.3 8.9 81.0 83.7 93.4 92.9 6.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,161
COMMITMENTS
0 0 0 19,161 19,152 19,161 19,152 0 9
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 15 11 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,499
COMMITMENTS
13,637 3,776 787 7,003 18,186 21,427 22,749 2,072 750
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 202)
-458 -1,188 130 225 1,346 -103 288 305 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 16.1 3.3 29.8 77.4 91.2 96.8 8.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
69 26 9 25 38 97 71
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,708
COMMITMENTS
42,801 7,477 2,246 9,604 49,126 54,651 58,849 7,058 2,859
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,532)
686 -2,635 731 1,068 4,498 2,486 2,594 46 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 12.1 3.6 15.6 79.6 88.6 95.4 11.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
111 27 21 36 42 155 86
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,835
COMMITMENTS
112,930 42,974 45,451 127,185 211,654 285,566 300,079 27,270 12,756
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 10,018)
5,144 3,449 1,552 2,342 3,651 9,038 8,652 980 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 13.7 14.5 40.7 67.7 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
88 26 53 71 89 180 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,353
COMMITMENTS
7,409 0 223 6,601 12,981 14,233 13,204 3,120 4,149
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,538)
246 0 176 1,657 1,495 2,079 1,671 -541 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.0 1.3 38.0 74.8 82.0 76.1 18.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 4 13 19 18 23
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,086
COMMITMENTS
7,137 1,200 2,703 12,245 17,337 22,085 21,240 1,001 1,846
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 591)
-74 0 300 440 291 666 591 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 5.2 11.7 53.0 75.1 95.7 92.0 4.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 18 16 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,630
COMMITMENTS
156 5,910 289 12,065 6,290 12,510 12,489 120 141
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,358)
94 395 -59 -1,393 -1,694 -1,358 -1,358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 46.8 2.3 95.5 49.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 3 32 25 35 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,739
COMMITMENTS
1,508 0 50 38,967 40,621 40,525 40,671 214 68
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -4,784)
-310 0 50 -4,480 -4,819 -4,740 -4,769 -44 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.1 95.7 99.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 0 1 41 29 46 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,802
COMMITMENTS
490 0 0 19,152 19,802 19,642 19,802 160 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -7,849)
-100 0 0 -7,759 -7,849 -7,859 -7,849 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 96.7 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 19 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,225
COMMITMENTS
450 5,280 150 11,445 6,795 12,045 12,225 180 0
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -2,780)
0 -1,480 0 -2,780 -1,300 -2,780 -2,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 43.2 1.2 93.6 55.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 1 26 19 28 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,986
COMMITMENTS
3,213 6,443 6,944 35,617 32,493 45,774 45,880 212 106
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,604)
588 -457 1,453 1,511 2,588 3,552 3,584 52 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 14.0 15.1 77.5 70.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 5 6 47 43 56 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,631
COMMITMENTS
135 2,884 71 7,181 4,595 7,387 7,550 244 81
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 37.8 0.9 94.1 60.2 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 13 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,115
COMMITMENTS
1,985 2,286 425 10,612 10,112 13,022 12,823 93 292
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,356)
329 287 85 921 981 1,335 1,353 21 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 17.4 3.2 80.9 77.1 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 28 26 32 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,752
COMMITMENTS
8,576 1,746 381 13,944 21,065 22,901 23,192 851 560
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 367)
0 300 67 300 0 367 367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 7.4 1.6 58.7 88.7 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 4 27 32 35 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,985
COMMITMENTS
3,915 984 117 20,480 22,243 24,512 23,344 1,473 2,641
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 605)
306 172 -127 191 397 370 442 235 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.8 0.5 78.8 85.6 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 23 21 25
Updated September 14, 2012