GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,947
COMMITMENTS
2,469 884 2 39,390 40,619 41,861 41,505 86 442
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 858)
80 70 0 814 768 894 838 -36 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.1 0.0 93.9 96.8 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 1 39 46 41 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,927
COMMITMENTS
0 0 0 10,719 10,762 10,719 10,762 208 165
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -227)
0 0 0 -267 -267 -267 -267 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 98.5 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 30 26 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,976
COMMITMENTS
170 275 284 8,380 8,184 8,834 8,743 1,142 1,233
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 390)
15 28 -4 366 421 377 445 13 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.8 2.8 84.0 82.0 88.6 87.6 11.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 5 34 39 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,904
COMMITMENTS
578 40 121 6,511 6,828 7,210 6,989 694 915
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 356)
55 0 -60 343 397 338 337 18 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.5 1.5 82.4 86.4 91.2 88.4 8.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 5 45 50 51 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,764
COMMITMENTS
4 0 59 2,747 2,292 2,810 2,351 954 1,413
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -41)
0 0 0 -41 -48 -41 -48 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 1.6 73.0 60.9 74.7 62.5 25.3 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,782
COMMITMENTS
675 95 25 1,414 2,372 2,114 2,492 668 290
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 39)
-85 -20 20 70 55 5 55 34 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 3.4 0.9 50.8 85.3 76.0 89.6 24.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 16 18 17
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,787
COMMITMENTS
0 0 0 1,779 1,787 1,779 1,787 8 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,597
COMMITMENTS
0 0 0 8,502 8,305 8,502 8,305 95 292
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 437)
0 0 0 437 437 437 437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 96.6 98.9 96.6 1.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 20 24 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,663
COMMITMENTS
0 3,314 30 20,633 17,319 20,663 20,663 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,507)
0 75 0 1,507 1,432 1,507 1,507 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.0 0.1 99.9 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 33 25 34 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 307,763
COMMITMENTS
41,004 32,295 35,345 196,881 212,593 273,230 280,233 34,533 27,530
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,930)
-4,450 -906 913 1,727 -2,313 -1,810 -2,306 -2,120 -1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 10.5 11.5 64.0 69.1 88.8 91.1 11.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 27 43 71 83 132 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,312
COMMITMENTS
862 980 224 15,226 15,101 16,312 16,305 0 7
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -191)
-1,200 -45 29 980 -125 -191 -141 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 6.0 1.4 93.3 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 4 4 49 34 56 41
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,248
COMMITMENTS
616 1,225 120 6,498 5,873 7,234 7,218 14 30
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 479)
-309 200 0 788 279 479 479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.9 1.7 89.7 81.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 1 23 19 29 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 998,590
COMMITMENTS
156,715 348,803 335,446 425,580 267,011 917,741 951,260 80,849 47,330
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,656)
2,284 4,199 -6,000 -773 2,784 -4,489 983 2,833 -2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 34.9 33.6 42.6 26.7 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
101 128 142 84 75 276 267
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,938
COMMITMENTS
0 768 0 29,420 34,733 29,420 35,501 9,518 3,437
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.0 75.6 89.2 75.6 91.2 24.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,272
COMMITMENTS
1,692 0 1,852 26,934 27,057 30,478 28,909 3,794 5,363
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 542)
680 0 -224 198 -66 654 -290 -112 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 5.4 78.6 78.9 88.9 84.4 11.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 14 15 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,125
COMMITMENTS
0 7,463 2,599 65,576 58,072 68,175 68,134 3,950 3,991
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 60)
0 60 0 60 0 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.3 3.6 90.9 80.5 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 17 23 20 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,995
COMMITMENTS
4,179 4,077 738 53,300 53,072 58,217 57,887 8,778 9,108
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,960)
36 4,077 -40 4,330 40 4,326 4,077 -366 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 6.1 1.1 79.6 79.2 86.9 86.4 13.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 16 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,649
COMMITMENTS
4,439 331 4,185 90,928 101,094 99,552 105,610 11,097 5,039
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 44)
0 60 -16 60 0 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.3 3.8 82.2 91.4 90.0 95.4 10.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 23 25 27 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,464,642
COMMITMENTS
478,842 76,866 694,111 1263261 1671160 2436214 2442137 28,428 22,505
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 20,290)
-14,158 -7,571 31,170 6,001 -2,423 23,013 21,176 -2,723 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 3.1 28.2 51.3 67.8 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
45 18 53 99 93 162 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,009,810
COMMITMENTS
177,893 130,756 170,087 655,857 705,716 1003837 1006559 5,973 3,251
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 40,159)
29,452 29,428 2,723 8,019 8,259 40,194 40,410 -35 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.9 16.8 64.9 69.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 28 37 46 42 87 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,746
COMMITMENTS
191 950 95 17,141 16,298 17,427 17,343 319 403
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,839)
134 -304 58 1,704 2,075 1,896 1,829 -57 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.4 0.5 96.6 91.8 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 3 3 41 46 45 52
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,584
COMMITMENTS
0 0 0 1,578 1,554 1,578 1,554 6 30
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 98.1 99.6 98.1 0.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,105
COMMITMENTS
0 249 97 1,313 921 1,410 1,267 695 838
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.8 4.6 62.4 43.8 67.0 60.2 33.0 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 17 15 19 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,555
COMMITMENTS
22 0 40 1,121 1,169 1,183 1,209 372 346
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 89)
22 0 40 38 62 100 102 -11 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 2.6 72.1 75.2 76.1 77.7 23.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 23 21 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,629
COMMITMENTS
20,488 944 1,348 28,136 48,801 49,972 51,093 1,657 536
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 12)
360 8 238 -610 -234 -12 12 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 1.8 2.6 54.5 94.5 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 32 30 36 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,473
COMMITMENTS
0 1,360 400 13,694 12,523 14,094 14,283 1,379 1,190
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 518)
0 14 300 242 172 542 486 -24 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 2.6 88.5 80.9 91.1 92.3 8.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 22 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,492
COMMITMENTS
686 852 194 7,527 8,438 8,407 9,484 2,085 1,008
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -12)
0 0 0 228 -12 228 -12 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 8.1 1.8 71.7 80.4 80.1 90.4 19.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 17 16 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,305
COMMITMENTS
2,262 3,060 490 22,747 23,347 25,499 26,897 2,806 1,408
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 28)
0 0 0 14 0 14 0 14 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 10.8 1.7 80.4 82.5 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 23 21 26 24
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,692
COMMITMENTS
186 0 122 10,523 10,110 10,831 10,232 861 1,460
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 30)
-24 0 24 30 48 30 72 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 1.0 90.0 86.5 92.6 87.5 7.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 15 17 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,567
COMMITMENTS
0 748 348 10,147 9,593 10,495 10,689 1,072 878
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 20)
0 30 0 20 -10 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 3.0 87.7 82.9 90.7 92.4 9.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 17 22 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,471
COMMITMENTS
350 430 12 6,869 8,205 7,231 8,647 2,240 824
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -6)
0 0 0 0 0 0 0 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 4.5 0.1 72.5 86.6 76.3 91.3 23.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 15 19 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,635
COMMITMENTS
0 398 0 50,273 49,898 50,273 50,296 362 339
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 5,184)
0 0 0 5,184 5,100 5,184 5,100 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 99.3 98.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 746,245
COMMITMENTS
0 22,775 0 746,245 723,470 746,245 746,245 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 112,910)
0 17,725 0 112,910 95,185 112,910 112,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 358,308
COMMITMENTS
31,732 0 9,408 317,168 348,900 358,308 358,308 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 2.6 88.5 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 8 11 10 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,131
COMMITMENTS
0 0 0 47,131 47,131 47,131 47,131 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 172)
0 0 0 172 172 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,762
COMMITMENTS
0 0 0 848,762 848,762 848,762 848,762 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 21)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 149,052
COMMITMENTS
1,516 0 1,039 146,283 147,990 148,838 149,029 214 23
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.7 98.1 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 20 25 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,570,403
COMMITMENTS
0 24,849 17,958 2552445 2527596 2570403 2570403 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 -3,840 0 0 3,840 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.7 99.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 18 26 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,981
COMMITMENTS
3,002 1,842 1,580 41,376 42,559 45,958 45,981 23 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.0 3.4 90.0 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 19 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,170,058
COMMITMENTS
48,634 37,365 15,080 1106344 1117613 1170058 1170058 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,920)
-1,920 0 1,920 1,920 0 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.2 1.3 94.6 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 26 19 30 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,132
COMMITMENTS
189 0 84 48,729 48,770 49,002 48,854 130 278
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.2 99.2 99.3 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 20 21 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,014
COMMITMENTS
650 851 1,145 12,219 12,018 14,014 14,014 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 6.1 8.2 87.2 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 9 10 12 13
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,615
COMMITMENTS
170 3,465 820 39,434 36,223 40,424 40,508 191 107
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 8.5 2.0 97.1 89.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 13 18 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,421
COMMITMENTS
768 92 0 20,398 21,239 21,166 21,331 255 90
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.4 0.0 95.2 99.2 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 15 15 18 16
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,864
COMMITMENTS
0 0 0 368,864 368,864 368,864 368,864 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 943,042
COMMITMENTS
27,399 9,805 3,840 911,803 929,397 943,042 943,042 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,304)
-2,304 0 2,304 2,304 0 2,304 2,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.0 0.4 96.7 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 20 22 23 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 901,898
COMMITMENTS
115,473 0 9,927 776,498 891,971 901,898 901,898 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 1.1 86.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 10 19 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 169,610
COMMITMENTS
0 6,005 0 169,610 163,605 169,610 169,610 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 341,792
COMMITMENTS
10,656 0 0 331,136 341,792 341,792 341,792 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 14 10 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,795
COMMITMENTS
160 10 45 22,212 22,015 22,417 22,070 378 725
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 127)
0 0 0 133 126 133 126 -6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.2 97.4 96.6 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 36 35 38 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,297
COMMITMENTS
278 23 139 11,695 11,781 12,112 11,943 185 354
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 29)
-32 3 -5 37 2 0 0 29 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.2 1.1 95.1 95.8 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 20 21 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,632
COMMITMENTS
0 95 150 8,119 7,930 8,269 8,175 363 457
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 205)
0 0 0 195 205 195 205 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 1.7 94.1 91.9 95.8 94.7 4.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 24 22 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,811
COMMITMENTS
145 0 0 10,553 10,618 10,698 10,618 1,113 1,193
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 370)
0 0 0 315 340 315 340 55 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 89.3 89.9 90.6 89.9 9.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 18 20 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,465,256
COMMITMENTS
316,226 179,886 364,062 709,810 860,266 1390098 1404214 75,158 61,042
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -87,765)
-6,945 -12,051 -49,262 -32,021 -23,250 -88,228 -84,563 463 -3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 12.3 24.8 48.4 58.7 94.9 95.8 5.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
112 100 152 92 105 285 286
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 213,524
COMMITMENTS
56,443 19,168 4,474 116,937 143,480 177,854 167,122 35,670 46,402
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,499)
-1,175 541 1,340 2,093 -1,658 2,258 223 241 2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 9.0 2.1 54.8 67.2 83.3 78.3 16.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 10 20 21 33 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,650
COMMITMENTS
150 1,427 323 22,165 20,900 22,638 22,650 12 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 703)
0 -1,143 -25 728 1,871 703 703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.3 1.4 97.9 92.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 8 4 38 37 42 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,287
COMMITMENTS
3,030 17,534 9,001 63,567 46,710 75,598 73,245 2,689 5,042
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,865)
73 -3,503 137 -3,703 -731 -3,493 -4,097 -372 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 22.4 11.5 81.2 59.7 96.6 93.6 3.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 13 25 22 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,377
COMMITMENTS
2,711 5,899 2,947 27,307 24,421 32,965 33,267 3,412 3,110
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,321)
255 1,646 -93 1,203 -532 1,365 1,021 -44 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 16.2 8.1 75.1 67.1 90.6 91.5 9.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 6 5 16 17 21 26
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,710
COMMITMENTS
2,000 150 0 12,710 14,485 14,710 14,635 0 75
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 0)
99 0 0 0 0 99 0 -99 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 1.0 0.0 86.4 98.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,775
COMMITMENTS
14,532 1,734 316 3,893 18,099 18,741 20,149 2,034 626
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -493)
-208 38 -77 -161 -320 -446 -359 -47 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.9 8.3 1.5 18.7 87.1 90.2 97.0 9.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
65 21 9 20 35 90 62
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,688
COMMITMENTS
30,030 1,723 459 2,971 37,140 33,460 39,322 7,228 1,366
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,647)
4,169 -811 32 -808 5,322 3,393 4,543 1,254 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 4.2 1.1 7.3 91.3 82.2 96.6 17.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
91 13 6 16 34 109 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,769
COMMITMENTS
66,873 22,739 26,148 139,868 187,086 232,889 235,973 16,880 13,796
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -7,082)
2,541 3,335 1,391 -10,370 -11,024 -6,438 -6,298 -644 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 9.1 10.5 56.0 74.9 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
57 20 48 77 88 156 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,146
COMMITMENTS
8,666 0 238 9,143 20,376 18,047 20,614 6,099 3,532
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 901)
474 -271 -37 925 2,467 1,362 2,159 -461 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 0.0 1.0 37.9 84.4 74.7 85.4 25.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 3 16 18 20 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,239
COMMITMENTS
314 0 300 4,575 4,889 5,189 5,189 50 50
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 380)
0 0 0 330 330 330 330 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 5.7 87.3 93.3 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 26 29 29 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,068
COMMITMENTS
500 175 75 53,593 54,680 54,168 54,930 900 138
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,274)
0 -25 0 2,274 2,274 2,274 2,249 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.3 0.1 97.3 99.3 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 1 1 42 38 44 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,228
COMMITMENTS
0 0 0 20,108 20,228 20,108 20,228 120 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 251)
0 0 0 251 251 251 251 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 29)
0 0 0 22 17 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,601
COMMITMENTS
50 3,446 0 5,551 2,155 5,601 5,601 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 225)
50 270 -120 295 75 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 61.5 0.0 99.1 38.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 0 24 16 25 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,624
COMMITMENTS
1,431 0 155 8,774 10,326 10,360 10,481 264 143
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 307)
50 0 0 257 304 307 304 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 0.0 1.5 82.6 97.2 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 24 22 26 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,190
COMMITMENTS
984 2,938 614 19,454 17,533 21,052 21,085 138 105
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,113)
0 -4 100 1,013 1,017 1,113 1,113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 13.9 2.9 91.8 82.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 4 40 40 48 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,694
COMMITMENTS
3,550 0 349 9,641 13,246 13,540 13,595 154 99
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 200)
-255 0 0 395 236 140 236 60 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 0.0 2.5 70.4 96.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 2 26 31 32 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,394
COMMITMENTS
12,770 1,063 702 16,220 27,789 29,692 29,554 702 840
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 426)
-27 0 0 573 426 546 426 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 3.5 2.3 53.4 91.4 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 5 7 30 28 42 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,166
COMMITMENTS
2,754 166 51 6,655 11,412 9,460 11,629 4,706 2,537
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 1.2 0.4 47.0 80.6 66.8 82.1 33.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 16 14 18
Updated August 26, 2011