IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 165,733
COMMITMENTS
16,493 4,620 4,029 145,211 157,084 165,733 165,733 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 237)
398 0 -42 -119 279 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.8 2.4 87.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 1 7 11 10 19 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,442
COMMITMENTS
4,595 1,069 100 32,571 36,121 37,266 37,290 176 152
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,594)
50 -172 0 2,549 2,751 2,599 2,579 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.9 0.3 87.0 96.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 6 1 33 43 36 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,241
COMMITMENTS
0 0 0 13,135 13,143 13,135 13,143 106 98
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 142)
0 0 0 142 154 142 154 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 26 21 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,497
COMMITMENTS
436 426 135 9,739 9,737 10,310 10,298 1,187 1,199
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 90)
12 3 45 35 49 92 97 -2 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.7 1.2 84.7 84.7 89.7 89.6 10.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 32 32 35 36
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,315
COMMITMENTS
483 1,425 365 6,727 5,699 7,575 7,489 740 826
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 697)
19 144 137 508 346 664 627 33 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 17.1 4.4 80.9 68.5 91.1 90.1 8.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 5 42 40 47 47
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,137
COMMITMENTS
0 159 109 2,398 2,561 2,507 2,829 630 308
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 115)
0 -20 0 90 140 90 120 25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 3.5 76.4 81.6 79.9 90.2 20.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,685
COMMITMENTS
40 152 11 1,957 2,057 2,008 2,220 677 465
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 80)
0 35 0 40 -15 40 20 40 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 0.4 72.9 76.6 74.8 82.7 25.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 23 20 25 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,459
COMMITMENTS
416 214 179 4,315 4,536 4,910 4,929 549 530
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 172)
2 10 50 80 125 132 185 40 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.9 3.3 79.0 83.1 89.9 90.3 10.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 33 38 38 42
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,574
COMMITMENTS
0 40 0 10,494 10,534 10,494 10,574 80 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,039)
0 40 0 1,039 999 1,039 1,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.2 99.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 14 15 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,884
COMMITMENTS
49 201 97 9,227 9,201 9,373 9,499 511 385
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -218)
-61 -20 0 -193 -161 -254 -181 36 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 1.0 93.4 93.1 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 24 23 26 26
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,061
COMMITMENTS
161 35 40 2,775 2,886 2,976 2,961 85 100
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 210)
0 -30 10 200 230 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.1 1.3 90.7 94.3 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 17 19 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,378
COMMITMENTS
0 4,994 0 28,093 23,364 28,093 28,358 285 20
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,569)
0 250 0 1,569 1,319 1,569 1,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 0.0 99.0 82.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 38 20 38 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,775
COMMITMENTS
0 402 79 4,232 4,061 4,311 4,542 464 233
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 293)
0 50 2 271 241 273 293 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 1.7 88.6 85.0 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 23 18 24 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,881
COMMITMENTS
73,973 61,108 40,583 152,546 186,551 267,102 288,243 45,779 24,638
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -21,845)
2,870 -1,016 -8,375 -16,424 -9,136 -21,929 -18,527 83 -3,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 19.5 13.0 48.8 59.6 85.4 92.1 14.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
45 26 40 78 77 147 121
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,889
COMMITMENTS
1,317 1,501 350 11,265 11,154 12,932 13,005 2,957 2,884
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,517)
100 152 350 1,246 1,020 1,696 1,522 -179 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.4 2.2 70.9 70.2 81.4 81.8 18.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 20 19 22 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,356,754
COMMITMENTS
289,330 425,676 505,106 498,893 382,385 1293328 1313167 63,426 43,587
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -45,724)
-10,350 -9,584 -27,853 -2,863 -3,900 -41,066 -41,337 -4,658 -4,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 31.4 37.2 36.8 28.2 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
109 112 153 71 71 270 266
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,222,142
COMMITMENTS
77,620 20,619 419,735 720,404 779,774 1217759 1220128 4,383 2,014
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -86,715)
-7,502 -3,960 -40,472 -38,541 -42,187 -86,515 -86,619 -200 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.7 34.3 58.9 63.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
50 18 55 63 58 128 116
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 399,556
COMMITMENTS
116,117 86,014 93,889 179,621 214,342 389,627 394,245 9,929 5,311
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11,119)
-1,660 2,129 1,663 9,662 7,888 9,664 11,679 1,454 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 21.5 23.5 45.0 53.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 14 30 32 35 66 66
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 28,650
COMMITMENTS
9,025 8,658 4,093 13,255 13,634 26,373 26,385 2,277 2,265
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,721)
3,473 2,472 -736 2,453 3,982 5,190 5,718 -469 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 30.2 14.3 46.3 47.6 92.1 92.1 7.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 8 9 8 22 18
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 80,686
COMMITMENTS
18,380 13,224 46,473 15,506 20,628 80,359 80,325 327 361
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 700)
-755 132 940 491 -376 676 696 24 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 16.4 57.6 19.2 25.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 13 23 17 21 40 47
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,739,204
COMMITMENTS
952,873 82,418 731,252 1019118 1906912 2703243 2720582 35,961 18,622
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 44,946)
15,358 -32 3,429 26,777 38,808 45,564 42,205 -618 2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 3.0 26.7 37.2 69.6 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
40 14 47 89 85 143 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 984,248
COMMITMENTS
52,470 209,749 242,843 685,362 528,493 980,675 981,085 3,573 3,163
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 19,963)
11,413 9,793 -271 7,101 10,505 18,243 20,027 1,720 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 21.3 24.7 69.6 53.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 31 33 42 42 78 86
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,885
COMMITMENTS
1,695 745 795 5,160 5,905 7,650 7,445 235 440
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -95)
-170 240 85 -25 -435 -110 -110 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 9.4 10.1 65.4 74.9 97.0 94.4 3.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 15 15 20 18
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,776
COMMITMENTS
1,185 1,590 1,305 9,075 8,784 11,565 11,679 211 97
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -551)
376 152 -206 -700 -491 -530 -545 -21 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.5 11.1 77.1 74.6 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 17 16 20 19
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 75,231
COMMITMENTS
23,728 16,084 23,683 26,791 34,489 74,202 74,256 1,029 975
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -234)
191 336 -518 228 118 -99 -64 -135 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 21.4 31.5 35.6 45.8 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 15 30 16 15 47 47
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,117
COMMITMENTS
6,502 13,700 4,997 14,880 8,175 26,379 26,872 738 245
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 805)
324 -191 11 655 1,140 990 960 -185 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 50.5 18.4 54.9 30.1 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 20 12 11 34 37
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,874
COMMITMENTS
750 762 1,004 31,767 31,909 33,520 33,675 354 200
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,563)
-390 124 98 1,809 1,327 1,517 1,549 46 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 3.0 93.8 94.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 3 7 37 48 47 58
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,342
COMMITMENTS
0 126 12 1,781 1,585 1,793 1,723 549 619
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 31)
0 6 -11 45 19 34 14 -3 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.5 76.0 67.7 76.6 73.6 23.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 20 17 22 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,816
COMMITMENTS
131 0 27 1,208 1,216 1,366 1,243 450 573
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 103)
2 0 0 140 106 142 106 -39 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.5 66.5 67.0 75.2 68.4 24.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 18 20 19
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,019
COMMITMENTS
469 207 95 2,068 2,467 2,632 2,769 387 250
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 58)
-22 47 0 105 48 83 95 -25 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.9 3.1 68.5 81.7 87.2 91.7 12.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 3 27 30 33 36
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,920
COMMITMENTS
1,519 2,336 4,708 61,328 60,987 67,554 68,030 5,367 4,890
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 101)
-11 191 -15 41 -5 15 171 86 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.2 6.5 84.1 83.6 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 29 31 34 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,309
COMMITMENTS
2,478 0 714 7,277 10,107 10,469 10,821 840 488
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 42)
41 0 0 0 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 0.0 6.3 64.3 89.4 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 17 12 20 15
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 4,948
COMMITMENTS
0 848 0 4,278 3,276 4,278 4,124 670 824
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1)
0 0 0 0 0 0 0 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 0.0 86.5 66.2 86.5 83.3 13.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 16 11 16 13
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 9,159
COMMITMENTS
1,404 938 776 6,331 7,061 8,511 8,775 648 384
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.2 8.5 69.1 77.1 92.9 95.8 7.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 17 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,631
COMMITMENTS
150 592 1,298 11,624 11,879 13,072 13,769 1,559 862
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -11 0 -11 0 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.0 8.9 79.4 81.2 89.3 94.1 10.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 22 25 24
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,958
COMMITMENTS
343 443 0 34,615 34,515 34,958 34,958 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 0.0 99.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 16 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,844
COMMITMENTS
4,680 4,680 0 689,164 689,164 693,844 693,844 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 99.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 14 22 15
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,725
COMMITMENTS
1,722 11,743 0 17,897 7,620 19,619 19,363 106 362
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 59.5 0.0 90.7 38.6 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 12 10 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,125
COMMITMENTS
0 0 0 42,615 43,125 42,615 43,125 510 0
CHANGES FROM 08/20/13 (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 98.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 17 13 17
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 644,676
COMMITMENTS
0 0 0 644,676 644,676 644,676 644,676 0 0
CHANGES FROM 08/20/13 (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: 25)
0 0 0 17 15 17 15
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,048
COMMITMENTS
13,265 1,169 2,550 53,978 66,223 69,793 69,942 255 106
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.7 3.6 77.1 94.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 22 20 24 23
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,534,571
COMMITMENTS
307,278 351,470 5,781 1221512 1177320 1534571 1534571 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.9 0.4 79.6 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 1 25 26 27 31
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,179
COMMITMENTS
0 2,550 484 21,695 18,742 22,179 21,776 0 403
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 200)
0 200 0 200 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 2.2 97.8 84.5 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 11 14 13
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,883
COMMITMENTS
126 9,652 0 47,757 38,231 47,883 47,883 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 20.2 0.0 99.7 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 19 18 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,664
COMMITMENTS
6,619 9,602 3,712 38,333 35,350 48,664 48,664 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 19.7 7.6 78.8 72.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 22 17 26 20
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,714
COMMITMENTS
0 1,849 1,606 35,576 34,237 37,182 37,692 532 22
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,364 1,364 1,364 1,364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 4.3 94.3 90.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 19 21 20
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,345
COMMITMENTS
0 640 205 42,034 41,500 42,239 42,345 106 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,470)
0 0 0 2,470 2,470 2,470 2,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.5 99.3 98.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 22 21 24 23
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,463
COMMITMENTS
0 0 0 18,251 18,314 18,251 18,314 212 149
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 376,037
COMMITMENTS
29,425 0 25,856 320,756 350,181 376,037 376,037 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 6.9 85.3 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 15 15 17 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 920,366
COMMITMENTS
0 59,049 23,320 897,046 837,997 920,366 920,366 0 0
CHANGES FROM 08/20/13 (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 6.4 2.5 97.5 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 22 18 23
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,141,597
COMMITMENTS
318,439 521,454 6,306 816,852 613,837 1141597 1141597 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 45.7 0.6 71.6 53.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 18 15 23 16
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 502,741
COMMITMENTS
45,348 28,080 0 457,393 474,661 502,741 502,741 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 9,050)
0 0 0 9,050 9,050 9,050 9,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.6 0.0 91.0 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 17 19 18
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 490,237
COMMITMENTS
0 33,943 0 490,237 456,294 490,237 490,237 0 0
CHANGES FROM 08/20/13 (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 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 20 20 20 22
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 295,959
COMMITMENTS
0 8,617 0 295,959 287,342 295,959 295,959 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 10,605)
0 0 0 10,605 10,605 10,605 10,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 11 16 13
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 427,240
COMMITMENTS
0 9,920 0 427,240 417,320 427,240 427,240 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 25,320)
0 0 0 25,320 25,320 25,320 25,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 12 17 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,050
COMMITMENTS
303 0 145 4,602 4,905 5,050 5,050 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 8)
0 0 -7 15 16 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 2.9 91.1 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 3 19 20 22 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,606
COMMITMENTS
507 120 125 22,487 22,626 23,119 22,871 487 735
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 455)
0 0 0 431 429 431 429 24 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.5 95.3 95.8 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 34 32 36 34
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,025
COMMITMENTS
225 379 148 14,483 14,022 14,856 14,549 169 476
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 379)
0 189 -170 542 358 372 377 7 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.5 1.0 96.4 93.3 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 29 21 31 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,138
COMMITMENTS
805 861 230 7,737 7,828 8,772 8,919 366 219
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 165)
0 75 -30 195 120 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.4 2.5 84.7 85.7 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 17 15 20 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,668,947
COMMITMENTS
492,963 99,677 977,538 1084745 1493196 2555246 2570411 113,701 98,536
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 84,763)
11,548 -2,336 40,119 28,290 49,330 79,956 87,112 4,807 -2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.7 36.6 40.6 55.9 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
171 102 197 98 112 357 339
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,949
COMMITMENTS
11,682 22,367 33,381 111,783 100,203 156,846 155,951 103 998
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -3,378)
-2,449 -574 -2,423 1,662 -401 -3,211 -3,398 -167 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.3 21.3 71.2 63.8 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 8 20 21 30 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,358
COMMITMENTS
61,013 17,342 1,333 56,730 108,453 119,076 127,128 45,282 37,230
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,238)
1,129 1,239 -663 2,256 1,428 2,722 2,004 -484 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 10.6 0.8 34.5 66.0 72.4 77.3 27.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 5 4 17 18 26 24
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,481
COMMITMENTS
7,499 1,419 6,894 20,042 26,759 34,435 35,072 2,046 1,409
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,731)
796 -85 60 1,575 2,500 2,431 2,475 300 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.9 18.9 54.9 73.4 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 13 15 15 32 30
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 255,726
COMMITMENTS
33,911 325 35,497 174,121 204,828 243,529 240,651 12,197 15,075
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 15,830)
3,699 44 2,937 8,178 11,986 14,814 14,967 1,016 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.1 13.9 68.1 80.1 95.2 94.1 4.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 1 11 25 25 36 36
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,580
COMMITMENTS
2,102 2,172 727 42,343 39,007 45,172 41,906 2,408 5,674
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -304)
-256 300 66 -339 -882 -529 -516 225 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.6 1.5 89.0 82.0 94.9 88.1 5.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 15 14 20 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,901
COMMITMENTS
18,219 14,646 21,678 41,787 45,582 81,684 81,906 4,217 3,995
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,838)
1,723 911 984 1,030 2,263 3,737 4,158 101 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.0 25.2 48.6 53.1 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 6 15 16 15 33 30
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,943
COMMITMENTS
2,220 223 300 3,006 5,168 5,526 5,691 417 252
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 959)
219 -82 19 652 897 890 835 69 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 3.8 5.1 50.6 87.0 93.0 95.8 7.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 2 10 12 17 17
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,747
COMMITMENTS
1,439 3,262 4,534 60,744 65,044 66,717 72,840 16,030 9,907
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 7,953)
98 -783 628 6,149 7,689 6,876 7,534 1,078 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 5.5 73.4 78.6 80.6 88.0 19.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 19 19 23 22
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,870
COMMITMENTS
11,603 13,044 8,371 21,290 19,595 41,264 41,010 606 860
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,503)
-786 1,198 -8 2,075 306 1,281 1,495 222 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 31.2 20.0 50.8 46.8 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 5 6 18 18 28 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,317
COMMITMENTS
28,160 2,356 3,357 8,357 35,694 39,874 41,407 2,442 910
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,351)
-211 -78 -377 -674 -938 -1,263 -1,394 -89 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 5.6 7.9 19.7 84.4 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
74 31 16 31 42 118 82
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 74,924
COMMITMENTS
46,460 6,672 3,891 19,210 61,935 69,561 72,498 5,363 2,426
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2,466)
-31 -1,362 -144 -3,015 -771 -3,189 -2,277 724 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 8.9 5.2 25.6 82.7 92.8 96.8 7.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
85 21 19 33 40 128 77
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,261
COMMITMENTS
97,524 42,675 31,211 135,558 199,860 264,293 273,746 23,968 14,515
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,855)
1,983 -2,080 -1,459 -3,603 2,883 -3,079 -656 1,224 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 14.8 10.8 47.0 69.3 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
66 38 43 74 89 166 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,521
COMMITMENTS
8,879 0 623 3,209 10,400 12,711 11,023 3,810 5,498
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 417)
310 0 -8 25 320 327 312 90 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 0.0 3.8 19.4 63.0 76.9 66.7 23.1 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 4 7 14 14 18
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,288
COMMITMENTS
0 0 0 14,718 13,639 14,718 13,639 570 1,649
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 427)
0 0 0 592 104 592 104 -165 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 89.2 96.3 89.2 3.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,760
COMMITMENTS
0 150 150 6,437 6,685 6,587 6,985 2,173 1,775
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.7 73.5 76.3 75.2 79.7 24.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 16 18 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,235
COMMITMENTS
10,529 0 849 8,472 17,370 19,850 18,219 2,385 4,016
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 297)
595 0 -95 -178 -60 322 -155 -25 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 0.0 3.8 38.1 78.1 89.3 81.9 10.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 10 18 13 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,953
COMMITMENTS
4,528 9,845 1,386 8,834 3,692 14,748 14,923 205 30
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -46)
-35 -209 45 -62 118 -52 -46 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 65.8 9.3 59.1 24.7 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 5 6 5 16 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,871
COMMITMENTS
937 1,736 158 6,679 5,728 7,774 7,622 97 249
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,260)
71 102 50 1,160 1,108 1,281 1,260 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 22.1 2.0 84.9 72.8 98.8 96.8 1.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 2 26 24 31 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,944
COMMITMENTS
1,047 3,157 350 75,094 73,429 76,491 76,936 453 8
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,354)
50 -100 -50 2,354 2,504 2,354 2,354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.1 0.5 97.6 95.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 2 42 34 49 37
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,714
COMMITMENTS
2,976 0 158 7,526 10,526 10,660 10,684 54 30
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,099)
135 0 133 1,831 1,966 2,099 2,099 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.0 1.5 70.2 98.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 13 20 15
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,936
COMMITMENTS
986 215 0 52,915 53,706 53,901 53,921 35 15
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -785)
-10 0 0 -715 -800 -725 -800 -60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.0 98.1 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 0 33 23 36 25
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,139
COMMITMENTS
700 3,394 75 11,214 8,445 11,989 11,914 150 225
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 200)
-25 -25 25 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 28.0 0.6 92.4 69.6 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 3 25 22 30 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,764
COMMITMENTS
1,067 1,166 168 4,445 4,400 5,680 5,734 84 30
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 257)
161 0 0 72 257 233 257 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.2 2.9 77.1 76.3 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 12 15 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,025
COMMITMENTS
1,545 4,801 1,289 30,877 27,785 33,711 33,875 314 150
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 545)
0 856 -51 731 -266 680 539 -135 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 14.1 3.8 90.7 81.7 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 8 5 41 40 47 51
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,124
COMMITMENTS
802 1,158 423 10,749 10,456 11,974 12,037 150 87
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 9)
0 80 0 -51 -41 -51 39 60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.6 3.5 88.7 86.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 4 28 33 33 40
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,337
COMMITMENTS
385 100 70 1,627 1,957 2,082 2,127 255 210
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 300)
270 0 -40 110 330 340 290 -40 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.3 3.0 69.6 83.7 89.1 91.0 10.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 21 19 26 22
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,626
COMMITMENTS
4,095 300 845 11,236 15,121 16,176 16,266 450 360
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 414)
0 0 0 474 474 474 474 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 1.8 5.1 67.6 90.9 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 13 12 17 15
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,627
COMMITMENTS
3,272 1,208 202 21,344 20,275 24,818 21,685 809 3,942
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 982)
0 -176 1 1,131 861 1,132 686 -150 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.7 0.8 83.3 79.1 96.8 84.6 3.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 25 29 30 32
Updated August 30, 2013