GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,682
COMMITMENTS
1,501 599 2 37,150 37,701 38,653 38,302 29 380
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,631)
-1,070 -275 0 -8,540 -9,314 -9,610 -9,589 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 0.0 96.0 97.5 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 1 43 44 45 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,049
COMMITMENTS
0 0 0 7,854 7,892 7,854 7,892 195 157
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,739)
0 0 0 -2,739 -2,749 -2,739 -2,749 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.0 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 27 24 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,269
COMMITMENTS
121 245 238 7,770 7,573 8,129 8,056 1,140 1,213
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -970)
-56 2 -11 -863 -952 -930 -961 -40 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 2.6 83.8 81.7 87.7 86.9 12.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 4 35 37 39 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,497
COMMITMENTS
469 102 110 5,363 5,641 5,942 5,853 555 644
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,616)
-189 52 25 -1,340 -1,372 -1,504 -1,295 -112 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.6 1.7 82.5 86.8 91.5 90.1 8.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 5 46 50 52 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,563
COMMITMENTS
15 0 48 2,658 2,086 2,721 2,134 842 1,429
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -367)
11 0 -11 -262 -246 -262 -257 -105 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.3 74.6 58.5 76.4 59.9 23.6 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 19 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,410
COMMITMENTS
325 55 34 1,524 2,070 1,883 2,159 527 251
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -416)
-200 -35 4 -43 -308 -239 -339 -177 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.3 1.4 63.2 85.9 78.1 89.6 21.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 16 18 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,836
COMMITMENTS
0 90 20 1,467 1,489 1,487 1,599 349 237
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -361)
-63 40 -76 -121 -290 -260 -326 -101 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.1 79.9 81.1 81.0 87.1 19.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 16 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,721
COMMITMENTS
0 0 0 7,641 7,429 7,641 7,429 80 292
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,158)
0 0 0 -2,143 -2,158 -2,143 -2,158 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 96.2 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 18 24 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,700
COMMITMENTS
0 1,391 20 18,680 17,289 18,700 18,700 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,410)
0 -2,078 0 -5,410 -3,332 -5,410 -5,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.1 99.9 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,345
COMMITMENTS
50,472 27,934 60,932 216,840 255,069 328,244 343,935 40,101 24,410
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,629)
3,659 2,498 2,819 -4,141 -1,437 2,337 3,881 292 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.6 16.5 58.9 69.2 89.1 93.4 10.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
44 23 44 68 87 137 135
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 88,666
COMMITMENTS
144 3,883 25,378 59,052 57,088 84,574 86,348 4,092 2,318
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -16,353)
102 -1,442 -3,936 -11,802 -10,484 -15,637 -15,862 -716 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 28.6 66.6 64.4 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 6 9 13 13 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,693
COMMITMENTS
455 524 140 10,948 10,872 11,543 11,536 150 157
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,594)
-432 -256 -59 -4,228 -4,404 -4,719 -4,719 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.5 1.2 93.6 93.0 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 3 35 34 40 39
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,017
COMMITMENTS
636 1,186 164 6,210 5,592 7,010 6,942 7 75
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -639)
0 -155 -44 -588 -431 -632 -630 -7 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 16.9 2.3 88.5 79.7 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 2 24 18 30 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,021,768
COMMITMENTS
165,295 336,990 349,571 424,121 286,712 938,987 973,273 82,781 48,495
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,691)
6,613 9,599 -5,970 3,094 1,372 3,736 5,001 954 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 33.0 34.2 41.5 28.1 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
102 124 151 83 80 275 279
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,664
COMMITMENTS
0 768 0 27,094 31,583 27,094 32,351 8,570 3,313
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,274)
0 0 0 -2,326 -3,150 -2,326 -3,150 -948 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 76.0 88.6 76.0 90.7 24.0 9.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,584
COMMITMENTS
1,707 174 1,558 24,840 24,930 28,105 26,662 3,479 4,922
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,833)
-440 174 -324 -1,754 -2,202 -2,518 -2,352 -315 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.6 4.9 78.6 78.9 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,638,141
COMMITMENTS
81,766 77,722 531,684 1019334 1025234 1632784 1634640 5,357 3,501
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,679)
39 815 10,867 5,277 4,617 16,183 16,299 496 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 32.5 62.2 62.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 31 59 68 67 135 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,320
COMMITMENTS
4,570 9,529 27,828 19,736 15,210 52,134 52,568 1,186 752
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -944)
-918 -1,132 437 2 -272 -479 -967 -465 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 17.9 52.2 37.0 28.5 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 13 17 16 21 36 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,313
COMMITMENTS
0 8,069 2,059 61,277 43,455 63,336 53,583 2,977 12,730
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,898)
0 58 -600 -4,387 -14,095 -4,987 -14,637 -911 8,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 3.1 92.4 65.5 95.5 80.8 4.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 15 22 18 25
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,102
COMMITMENTS
4,131 4,043 632 50,285 48,658 55,048 53,333 8,055 9,769
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,725)
-48 -34 -106 -2,846 -4,331 -3,000 -4,471 -724 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.4 1.0 79.7 77.1 87.2 84.5 12.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 16 16 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,452
COMMITMENTS
4,131 0 3,960 87,348 89,432 95,439 93,392 10,013 12,060
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -7,193)
-601 -579 -110 -6,255 -13,646 -6,966 -14,334 -228 7,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 3.8 82.8 84.8 90.5 88.6 9.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 3 22 22 26 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,364,868
COMMITMENTS
493,167 103,629 623,115 1217612 1612245 2333894 2338989 30,974 25,879
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -28,488)
33,172 22,911 -45,316 -15,499 -5,670 -27,643 -28,075 -845 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.4 26.3 51.5 68.2 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
40 24 52 95 86 158 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 965,690
COMMITMENTS
171,817 95,419 168,766 621,112 696,339 961,695 960,524 3,995 5,166
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 14,586)
7,713 -6,119 6,964 1,754 13,364 16,431 14,209 -1,845 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.9 17.5 64.3 72.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 24 35 45 41 86 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,262
COMMITMENTS
195 889 73 14,698 14,002 14,966 14,964 296 298
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,120)
27 -61 8 -4,049 -3,960 -4,014 -4,013 -106 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.8 0.5 96.3 91.7 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 39 38 43 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,296
COMMITMENTS
19,852 3,354 20,051 152,433 169,881 192,336 193,286 1,960 1,010
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,545)
1,593 1,200 -1,972 -2,725 -2,354 -3,105 -3,127 -440 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.7 10.3 78.5 87.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 6 31 30 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,502
COMMITMENTS
18 876 2,269 21,738 21,090 24,026 24,236 1,476 1,266
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,061)
-87 -140 -12 -961 -967 -1,060 -1,119 -1 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 8.9 85.2 82.7 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,213
COMMITMENTS
657 858 188 7,358 8,263 8,203 9,309 2,010 904
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -431)
-29 6 -6 -323 -325 -358 -325 -73 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.4 1.8 72.0 80.9 80.3 91.1 19.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 15 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,894
COMMITMENTS
2,210 3,050 386 21,594 21,950 24,190 25,386 2,704 1,508
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,413)
-36 -10 -106 -1,153 -1,397 -1,295 -1,513 -118 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.3 1.4 80.3 81.6 89.9 94.4 10.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 22 20 24 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,410
COMMITMENTS
140 24 72 10,208 9,890 10,420 9,986 990 1,424
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -338)
20 -6 -20 -501 -276 -501 -302 163 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.6 89.5 86.7 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 15 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,982
COMMITMENTS
0 800 330 9,598 8,884 9,928 10,014 1,054 968
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -643)
0 18 -18 -607 -709 -625 -709 -18 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 3.0 87.4 80.9 90.4 91.2 9.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 16 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,329
COMMITMENTS
2,382 0 168 48,695 51,161 51,245 51,329 84 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 673)
2,382 -398 168 -1,599 1,242 951 1,012 -278 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.3 94.9 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 14 16 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 746,005
COMMITMENTS
26,145 0 3,170 716,690 742,835 746,005 746,005 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,350)
26,145 -22,775 3,170 -32,665 16,255 -3,350 -3,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.4 96.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 327,852
COMMITMENTS
24,212 0 9,408 294,232 318,444 327,852 327,852 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -30,456)
-7,520 0 0 -22,936 -30,456 -30,456 -30,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 2.9 89.7 97.1 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,175
COMMITMENTS
0 0 0 43,175 43,175 43,175 43,175 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,956)
0 0 0 -3,956 -3,956 -3,956 -3,956 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: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 789,730
COMMITMENTS
0 0 0 789,730 789,730 789,730 789,730 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -59,032)
0 0 0 -59,032 -59,032 -59,032 -59,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,173
COMMITMENTS
1,585 0 924 135,473 137,249 137,982 138,173 191 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -10,879)
69 0 -115 -10,810 -10,741 -10,856 -10,856 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 98.0 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 18 24 19 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,394,827
COMMITMENTS
0 14,657 17,958 2376869 2362212 2394827 2394827 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -176,344)
0 -8,272 0 -176,344 -168,072 -176,344 -176,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.7 99.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 17 26 18 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,991
COMMITMENTS
3,232 1,727 1,350 38,409 39,914 42,991 42,991 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,990)
230 -115 -230 -2,967 -2,645 -2,967 -2,990 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.0 3.1 89.3 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 19 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,105,426
COMMITMENTS
47,130 34,733 15,080 1043216 1055613 1105426 1105426 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -66,552)
-1,504 -2,632 0 -65,048 -63,920 -66,552 -66,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 1.4 94.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 24 17 28 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,676
COMMITMENTS
105 1,191 84 49,403 48,146 49,592 49,421 84 255
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,197)
0 0 0 -3,151 -3,174 -3,151 -3,174 -46 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.2 99.5 96.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 19 20 21
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,223
COMMITMENTS
630 3,741 84 37,341 34,314 38,055 38,139 168 84
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,392)
460 276 -736 -2,093 -1,909 -2,369 -2,369 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.8 0.2 97.7 89.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 13 16 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,756
COMMITMENTS
510 331 189 21,802 22,215 22,501 22,735 255 21
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,517)
-46 -96 -23 -1,448 -1,329 -1,517 -1,448 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.8 95.8 97.6 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,380
COMMITMENTS
25,849 7,925 3,840 885,691 903,615 915,380 915,380 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -49,632)
0 -1,880 0 -49,632 -47,752 -49,632 -49,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.4 96.8 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 20 20 23 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,461
COMMITMENTS
116,225 0 9,175 749,061 865,286 874,461 874,461 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -27,437)
752 0 -752 -27,437 -26,685 -27,437 -27,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 1.0 85.7 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 10 18 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,556
COMMITMENTS
0 6,005 0 140,556 134,551 140,556 140,556 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -29,054)
0 0 0 -29,054 -29,054 -29,054 -29,054 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,367
COMMITMENTS
0 1,695 802 7,527 5,821 8,328 8,318 39 49
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.3 9.6 90.0 69.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 4 13 16 17 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,097
COMMITMENTS
105 10 120 21,550 21,246 21,775 21,376 322 721
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,115)
-35 0 75 -1,116 -1,225 -1,076 -1,150 -39 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.5 97.5 96.1 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 3 37 35 40 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,116
COMMITMENTS
245 8 151 10,536 10,623 10,932 10,782 184 334
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,184)
-43 -15 12 -1,152 -1,161 -1,183 -1,164 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 1.4 94.8 95.6 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 21 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,222
COMMITMENTS
45 95 120 7,749 7,553 7,914 7,768 308 454
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -670)
15 0 -10 -630 -647 -625 -657 -45 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 1.5 94.2 91.9 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 21 26 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,351
COMMITMENTS
30 0 20 10,146 10,258 10,196 10,278 1,155 1,073
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -536)
-115 0 20 -405 -436 -500 -416 -36 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 89.4 90.4 89.8 90.5 10.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 17 20 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,779,575
COMMITMENTS
339,163 127,745 959,444 1397591 1620410 2696197 2707599 83,377 71,976
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 41,093)
18,916 8,107 16,617 10,657 23,104 46,190 47,828 -5,097 -6,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.6 34.5 50.3 58.3 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
156 107 205 95 104 348 331
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 302,817
COMMITMENTS
141,349 29,663 32,987 125,064 234,605 299,399 297,254 3,418 5,563
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -16,231)
-13,961 -1,215 -268 -2,007 -14,735 -16,236 -16,217 5 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 9.8 10.9 41.3 77.5 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 14 18 25 25 43 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,435
COMMITMENTS
53,266 18,423 5,140 113,812 137,984 172,218 161,547 34,217 44,888
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,745)
-2,575 -575 -48 -5,409 -5,938 -8,032 -6,561 -1,713 -3,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.9 2.5 55.1 66.8 83.4 78.3 16.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 7 12 18 22 31 36
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,401
COMMITMENTS
17,445 2,934 23,724 71,712 86,925 112,881 113,583 3,520 2,819
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,761)
-986 212 -920 -2,735 -4,071 -4,641 -4,780 -120 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.5 20.4 61.6 74.7 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 6 26 27 25 59 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 515,055
COMMITMENTS
28,723 5,068 96,325 374,155 398,654 499,203 500,047 15,852 15,007
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -25,994)
2,522 -661 -8,233 -19,577 -16,246 -25,288 -25,140 -706 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.0 18.7 72.6 77.4 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 4 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,726
COMMITMENTS
238 826 223 17,265 16,677 17,726 17,726 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,884)
88 -601 -100 -4,860 -4,183 -4,872 -4,884 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.7 1.3 97.4 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 4 37 35 43 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,863
COMMITMENTS
3,155 18,230 9,300 64,035 46,759 76,490 74,289 2,373 4,574
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 597)
118 497 380 185 218 683 1,095 -86 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 23.1 11.8 81.2 59.3 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 15 25 22 41 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,022
COMMITMENTS
2,554 4,960 3,080 26,974 25,103 32,608 33,143 3,414 2,879
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -139)
195 62 -145 -260 470 -210 387 71 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 13.8 8.6 74.9 69.7 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 5 16 17 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,435
COMMITMENTS
2,050 150 0 11,385 13,210 13,435 13,360 0 75
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,485)
50 0 0 -1,535 -1,485 -1,485 -1,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.1 0.0 84.7 98.3 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,535
COMMITMENTS
3,575 2,159 5,562 10,602 11,634 19,738 19,355 3,797 4,180
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,029)
339 966 1,000 1,480 428 2,820 2,394 -790 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.2 23.6 45.0 49.4 83.9 82.2 16.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 11 11 10 22 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,081
COMMITMENTS
2,543 2,972 1,885 20,706 20,357 25,134 25,214 946 867
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,095)
26 341 -346 1,514 1,117 1,194 1,112 -99 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.4 7.2 79.4 78.1 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 14 12 19 22 34 39
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,593
COMMITMENTS
6,383 1,402 9,363 59,255 62,195 75,001 72,960 12,592 14,633
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,802)
-2,207 -180 -46 -1,605 -4,942 -3,858 -5,168 -944 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.6 10.7 67.6 71.0 85.6 83.3 14.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 5 18 19 24 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,024
COMMITMENTS
14,221 1,608 438 5,138 19,195 19,797 21,240 2,227 784
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 194)
211 -146 1 -303 210 -91 65 285 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 7.3 2.0 23.3 87.2 89.9 96.4 10.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
65 17 9 30 36 99 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 48,961
COMMITMENTS
30,344 1,800 1,059 8,934 44,725 40,338 47,583 8,623 1,377
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,103)
2,130 527 324 -475 2,161 1,979 3,012 1,124 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 3.7 2.2 18.2 91.3 82.4 97.2 17.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
97 18 11 23 41 125 66
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,088
COMMITMENTS
80,616 25,905 36,491 148,015 211,004 265,121 273,400 20,967 12,688
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,148)
6,309 3,231 -900 3,864 9,405 9,272 11,736 1,875 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 9.1 12.8 51.7 73.8 92.7 95.6 7.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
74 18 50 71 86 164 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,743
COMMITMENTS
10,541 0 79 7,223 18,559 17,843 18,638 5,900 5,105
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,639)
538 0 -159 -1,746 -2,583 -1,367 -2,742 -272 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 0.0 0.3 30.4 78.2 75.2 78.5 24.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 14 18 18 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,710
COMMITMENTS
0 0 0 23,653 23,915 23,653 23,915 1,057 795
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 96.8 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,577
COMMITMENTS
214 250 0 4,278 4,327 4,492 4,577 85 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -775)
-50 250 -300 -460 -675 -810 -725 35 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.5 0.0 93.5 94.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 24 26 25 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,504
COMMITMENTS
500 0 0 47,632 49,066 48,132 49,066 1,372 438
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -7,914)
0 -25 -25 -8,376 -8,164 -8,401 -8,214 487 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 96.2 99.1 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 0 0 40 36 42 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,797
COMMITMENTS
0 0 0 17,677 17,772 17,677 17,772 120 25
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,341)
0 0 0 -2,341 -2,366 -2,341 -2,366 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 14 22 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,338
COMMITMENTS
0 2,183 50 4,288 2,105 4,338 4,338 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,763)
-50 -1,663 50 -1,763 -150 -1,763 -1,763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 50.3 1.2 98.8 48.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 1 25 13 26 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,716
COMMITMENTS
478 0 120 6,902 7,478 7,500 7,598 216 118
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,015)
-1,053 0 0 -1,914 -2,990 -2,967 -2,990 -48 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.6 89.5 96.9 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 18 23 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,354
COMMITMENTS
960 3,204 480 17,884 15,610 19,324 19,294 30 60
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,031)
-120 -166 -31 -1,772 -1,789 -1,923 -1,986 -108 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.6 2.5 92.4 80.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 5 4 41 40 48 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,662
COMMITMENTS
2,623 19 309 8,540 11,271 11,472 11,599 190 63
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,727)
-1,056 19 89 -1,746 -2,725 -2,713 -2,617 -14 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.2 2.6 73.2 96.6 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 25 28 31 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,448
COMMITMENTS
9,597 883 805 15,490 23,976 25,892 25,664 556 784
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,980)
-1,273 -270 -125 -1,436 -2,589 -2,834 -2,984 -146 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 3.3 3.0 58.6 90.7 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 7 30 30 40 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,484
COMMITMENTS
1,770 0 42 8,093 11,489 9,905 11,531 3,579 1,953
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,077)
-1,073 0 0 -112 -1,381 -1,185 -1,381 -892 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.3 60.0 85.2 73.5 85.5 26.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 21 18 22
Updated September 9, 2011