GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,857
COMMITMENTS
672 243 920 35,600 36,516 37,192 37,679 665 178
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -7,970)
-1,050 -2 -100 -6,906 -7,984 -8,056 -8,086 86 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.6 2.4 94.0 96.5 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 2 33 39 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,538
COMMITMENTS
0 0 0 15,255 15,434 15,255 15,434 283 104
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,664)
0 0 0 -3,685 -3,684 -3,685 -3,684 21 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 99.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 26 19 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,542
COMMITMENTS
231 153 935 11,260 11,391 12,426 12,479 1,116 1,063
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,073)
-94 -141 -45 -1,962 -1,892 -2,101 -2,078 28 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.1 6.9 83.1 84.1 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 5 39 43 44 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,850
COMMITMENTS
577 45 38 5,530 6,159 6,145 6,242 705 608
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,793)
170 -24 -317 -1,634 -1,604 -1,781 -1,945 -12 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.7 0.6 80.7 89.9 89.7 91.1 10.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 2 41 48 45 51
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,973
COMMITMENTS
0 70 0 5,466 5,355 5,466 5,425 507 548
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -452)
0 27 -5 -541 -420 -546 -398 94 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 91.5 89.7 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,896
COMMITMENTS
0 309 284 2,698 2,993 2,982 3,586 914 310
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -685)
-503 309 -232 -180 -740 -915 -663 230 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 7.3 69.3 76.8 76.5 92.0 23.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 21 20 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,016
COMMITMENTS
105 61 63 1,235 1,484 1,403 1,608 613 408
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -464)
10 3 5 -500 -515 -485 -507 21 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 3.0 3.1 61.3 73.6 69.6 79.8 30.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 14 14 17 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,616
COMMITMENTS
0 0 0 11,457 11,586 11,457 11,586 159 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,708)
0 0 0 -2,726 -2,708 -2,726 -2,708 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 15 22 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,904
COMMITMENTS
0 399 0 5,463 5,342 5,463 5,741 441 163
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,314)
0 -69 0 -1,488 -1,232 -1,488 -1,301 174 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.8 0.0 92.5 90.5 92.5 97.2 7.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 14 15 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,922
COMMITMENTS
0 1,731 348 17,454 15,843 17,802 17,922 120 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,544)
0 -1,693 225 -3,749 -2,076 -3,524 -3,544 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.7 1.9 97.4 88.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 29 23 30 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,102
COMMITMENTS
41,027 44,186 52,262 185,305 185,514 278,594 281,962 36,508 33,140
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,643)
-975 1,594 -8,647 -13,265 -11,004 -22,887 -18,057 1,244 -3,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 14.0 16.6 58.8 58.9 88.4 89.5 11.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
32 40 39 72 74 126 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,791
COMMITMENTS
230 1,931 8 10,277 8,627 10,515 10,566 276 225
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,769)
30 -499 -92 -3,797 -3,303 -3,859 -3,894 90 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 17.9 0.1 95.2 79.9 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 1 37 37 40 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,505
COMMITMENTS
555 1,500 0 15,710 14,975 16,265 16,475 240 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,144)
-588 -50 0 -1,778 -2,094 -2,366 -2,144 222 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 9.1 0.0 95.2 90.7 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 24 29 26 30
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,032
COMMITMENTS
0 0 0 9,737 10,769 9,737 10,769 1,295 263
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -164)
0 0 0 -241 -150 -241 -150 77 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.3 97.6 88.3 97.6 11.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 14 19 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,115,630
COMMITMENTS
236,916 327,800 378,036 432,862 365,854 1047814 1071690 67,816 43,940
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -29,387)
7,562 -11,631 -9,704 -25,539 -4,062 -27,681 -25,397 -1,706 -3,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 29.4 33.9 38.8 32.8 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
107 109 137 72 65 268 233
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,478
COMMITMENTS
629 6,007 514 28,997 21,534 30,140 28,055 3,338 5,423
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,123)
2 -1,800 -62 -5,916 -4,001 -5,976 -5,863 -147 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 17.9 1.5 86.6 64.3 90.0 83.8 10.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,601
COMMITMENTS
11,286 39,135 13,777 45,609 18,713 70,672 71,625 2,929 1,976
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,713)
-3,208 12,742 -6,150 6,996 -9,262 -2,362 -2,670 -351 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 53.2 18.7 62.0 25.4 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 13 16 17 30 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,952
COMMITMENTS
0 1,436 2,476 53,827 50,238 56,303 54,150 5,649 7,802
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,349)
0 -16 -356 -4,431 -4,412 -4,787 -4,784 -562 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 4.0 86.9 81.1 90.9 87.4 9.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 16 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,676,744
COMMITMENTS
473,263 45,203 798,548 1371886 1807719 2643697 2651470 33,047 25,274
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -128,048)
24,047 115 -53,367 -100,030 -72,997 -129,350 -126,249 1,302 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 1.7 29.8 51.3 67.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 14 44 93 82 142 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,297,321
COMMITMENTS
192,798 127,178 372,911 727,799 794,902 1293508 1294991 3,813 2,330
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -142,091)
-45,267 -53,680 -17,847 -79,871 -71,083 -142,985 -142,610 894 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 9.8 28.7 56.1 61.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 21 30 44 40 79 77
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,223
COMMITMENTS
3,366 3,939 1,452 1,902 1,225 6,720 6,616 503 607
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 54.5 20.1 26.3 17.0 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 10 13 5 5 19 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,606
COMMITMENTS
250 1,846 97 20,012 18,296 20,359 20,239 247 367
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,108)
-17 101 -92 -3,938 -4,093 -4,047 -4,084 -61 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 9.0 0.5 97.1 88.8 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 3 31 42 35 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,473
COMMITMENTS
80 39 55 805 986 940 1,080 533 393
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -385)
-11 -41 15 -502 -360 -498 -386 113 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.6 3.7 54.7 66.9 63.8 73.3 36.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 17 17 19 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,183
COMMITMENTS
12,666 308 4,245 47,530 60,100 64,441 64,653 1,742 1,530
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,318)
-731 -481 164 -857 -1,241 -1,424 -1,558 106 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 0.5 6.4 71.8 90.8 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 32 31 37 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,531
COMMITMENTS
518 1,354 2,404 13,281 13,079 16,203 16,837 1,328 694
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -845)
158 170 -342 -725 -521 -909 -693 64 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 7.7 13.7 75.8 74.6 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 20 17 23 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,060
COMMITMENTS
4,012 972 540 7,518 11,292 12,070 12,804 990 256
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -169)
-118 -194 200 -217 -111 -135 -105 -34 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 7.4 4.1 57.6 86.5 92.4 98.0 7.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,434
COMMITMENTS
698 2,480 418 20,594 19,528 21,710 22,426 1,724 1,008
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,515)
-40 -200 4 -1,439 -1,406 -1,475 -1,602 -40 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 10.6 1.8 87.9 83.3 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 24 29 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,635
COMMITMENTS
1,128 0 176 5,900 6,623 7,204 6,799 1,431 1,836
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -469)
-22 0 -50 -344 -326 -416 -376 -53 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 0.0 2.0 68.3 76.7 83.4 78.7 16.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,620
COMMITMENTS
4,138 2,624 156 7,312 9,100 11,606 11,880 1,014 740
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -414)
58 68 20 -454 -436 -376 -348 -38 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 20.8 1.2 57.9 72.1 92.0 94.1 8.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,156
COMMITMENTS
378 2,332 884 10,862 9,106 12,124 12,322 1,032 834
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -738)
100 -108 -106 -873 -504 -879 -718 141 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 17.7 6.7 82.6 69.2 92.2 93.7 7.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,624
COMMITMENTS
0 0 0 58,624 58,624 58,624 58,624 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,211)
0 0 0 -3,211 -3,211 -3,211 -3,211 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: 25)
0 0 0 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,448
COMMITMENTS
0 0 0 966,448 966,448 966,448 966,448 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -37,217)
0 0 0 -37,217 -37,217 -37,217 -37,217 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: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,041
COMMITMENTS
0 0 0 27,041 27,041 27,041 27,041 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,113)
0 0 0 -1,113 -1,113 -1,113 -1,113 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 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,190
COMMITMENTS
42 0 0 100,893 100,956 100,935 100,956 255 234
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,783)
42 0 0 -6,825 -6,762 -6,783 -6,762 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,396,074
COMMITMENTS
3,920 0 0 1392154 1396074 1396074 1396074 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -100,144)
3,920 0 0 -104,064 -100,144 -100,144 -100,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 17 24 18 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,136
COMMITMENTS
5,377 2,665 7,800 50,959 53,671 64,136 64,136 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,310)
-315 -210 0 -1,995 -2,100 -2,310 -2,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 4.2 12.2 79.5 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,181
COMMITMENTS
50,425 94,050 37,710 1050046 1006421 1138181 1138181 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -54,528)
-7,376 -3,840 -2,304 -44,848 -48,384 -54,528 -54,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 8.3 3.3 92.3 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,848
COMMITMENTS
0 3,767 0 49,721 45,550 49,721 49,317 127 531
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,045)
0 -21 0 -3,024 -3,003 -3,024 -3,024 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 0.0 99.7 91.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 15 18 17
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,651
COMMITMENTS
0 6,165 200 24,324 18,286 24,524 24,651 127 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.0 0.8 98.7 74.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,420
COMMITMENTS
1,905 5,735 0 40,942 37,685 42,847 43,420 573 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,171)
425 0 -105 -3,470 -3,066 -3,150 -3,171 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 13.2 0.0 94.3 86.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 14 16 16 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,253
COMMITMENTS
381 974 176 13,781 13,849 14,338 14,999 915 254
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -840)
-63 0 0 -756 -798 -819 -798 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 6.4 1.2 90.3 90.8 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 15 17 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,261
COMMITMENTS
212 1,067 0 11,922 10,918 12,134 11,985 127 276
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -714)
-42 -63 0 -651 -630 -693 -693 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 8.7 0.0 97.2 89.0 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 840,312
COMMITMENTS
0 60,185 23,400 816,912 756,727 840,312 840,312 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -53,760)
0 -6,912 0 -53,760 -46,848 -53,760 -53,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 2.8 97.2 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,233
COMMITMENTS
23,850 111,095 12,000 927,383 840,138 963,233 963,233 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -43,008)
-3,840 3,840 -3,840 -35,328 -43,008 -43,008 -43,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 11.5 1.2 96.3 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 515,402
COMMITMENTS
179,370 0 56,920 279,112 458,482 515,402 515,402 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -30,888)
-27,648 0 -1,920 -1,320 -28,968 -30,888 -30,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 0.0 11.0 54.2 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 12 16 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,744
COMMITMENTS
0 7,032 0 140,744 133,712 140,744 140,744 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -11,136)
0 -384 0 -11,136 -10,752 -11,136 -11,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,853
COMMITMENTS
2,216 122 35 26,119 28,171 28,370 28,328 483 525
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 743)
0 0 0 740 743 740 743 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.4 0.1 90.5 97.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 36 33 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,050
COMMITMENTS
1,067 0 0 5,632 6,595 6,699 6,595 351 455
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -861)
-30 -26 0 -820 -930 -850 -956 -11 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.0 0.0 79.9 93.5 95.0 93.5 5.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 14 17 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,898
COMMITMENTS
233 1,527 86 8,324 6,757 8,643 8,370 255 528
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -788)
143 -57 -15 -844 -643 -716 -715 -72 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 17.2 1.0 93.5 75.9 97.1 94.1 2.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 19 19 22 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,623
COMMITMENTS
945 0 0 8,563 9,068 9,508 9,068 115 555
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -900)
-65 0 0 -825 -791 -890 -791 -10 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.0 0.0 89.0 94.2 98.8 94.2 1.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,432,999
COMMITMENTS
319,921 188,338 402,152 643,391 777,352 1365464 1367842 67,535 65,157
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 837)
24,350 5,600 -8,356 -6,720 5,367 9,274 2,611 -8,437 -1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 13.1 28.1 44.9 54.2 95.3 95.5 4.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
105 100 145 93 95 280 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,464
COMMITMENTS
61,879 19,586 880 89,812 121,137 152,571 141,603 39,893 50,861
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,860)
-2,200 -271 -404 -5,501 -9,172 -8,105 -9,847 -1,755 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 10.2 0.5 46.7 62.9 79.3 73.6 20.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 6 17 19 26 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,570
COMMITMENTS
768 1,275 275 13,510 13,020 14,553 14,570 17 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,955)
-300 695 -845 -2,810 -3,805 -3,955 -3,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 8.8 1.9 92.7 89.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 24 21 28 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,834
COMMITMENTS
4,158 10,831 6,096 74,475 66,124 84,729 83,051 3,105 4,783
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,867)
-644 293 1,642 1,249 -65 2,247 1,870 -380 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 12.3 6.9 84.8 75.3 96.5 94.6 3.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 22 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,900
COMMITMENTS
2,428 1,848 7,573 31,225 31,830 41,226 41,251 2,674 2,649
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,312)
-371 0 1,326 1,062 781 2,017 2,107 295 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 4.2 17.3 71.1 72.5 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 14 14 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,140
COMMITMENTS
1,350 0 0 2,745 4,086 4,095 4,086 45 54
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,060)
-550 0 0 -545 -1,060 -1,095 -1,060 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 0.0 0.0 66.3 98.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 12 13 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,905
COMMITMENTS
3,585 5,454 8,032 11,111 9,561 22,728 23,047 3,177 2,858
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,059)
-928 -560 197 48 -703 -683 -1,066 -376 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 21.1 31.0 42.9 36.9 87.7 89.0 12.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 6 10 10 19 19
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,487
COMMITMENTS
0 0 0 17,477 17,487 17,477 17,487 10 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 526)
0 0 0 516 526 516 526 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,977
COMMITMENTS
13,376 8,793 522 6,671 11,040 20,569 20,355 1,408 1,622
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 331)
674 553 7 -512 -281 169 279 162 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 40.0 2.4 30.4 50.2 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
50 54 10 23 28 79 90
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 49,442
COMMITMENTS
34,947 14,919 305 9,158 31,651 44,410 46,875 5,032 2,567
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -907)
193 -1,038 -200 -654 844 -661 -394 -246 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 30.2 0.6 18.5 64.0 89.8 94.8 10.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
79 42 7 21 31 104 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,521
COMMITMENTS
83,196 19,072 34,019 119,069 185,147 236,284 238,238 17,237 15,283
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -28,208)
578 -2,968 -4,233 -24,535 -17,377 -28,190 -24,578 -18 -3,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 7.5 13.4 47.0 73.0 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
56 31 44 69 91 145 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,603
COMMITMENTS
2,010 0 1,180 7,903 8,663 11,093 9,843 4,510 5,760
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,558)
-5,697 0 995 1,245 -6,198 -3,457 -5,203 -1,101 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 7.6 50.7 55.5 71.1 63.1 28.9 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 9 13 13 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,869
COMMITMENTS
66 1,941 204 7,439 5,537 7,709 7,682 160 187
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,728)
-4 -299 0 -1,651 -1,359 -1,655 -1,658 -73 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 24.7 2.6 94.5 70.4 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 27 29 28 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,893
COMMITMENTS
1,000 75 113 45,273 46,590 46,386 46,778 507 115
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,183)
-1,525 75 63 -7,676 -9,343 -9,138 -9,205 -45 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.2 0.2 96.5 99.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 38 30 42 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,156
COMMITMENTS
309 0 0 29,727 30,156 30,036 30,156 120 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,769)
-41 0 0 -2,788 -2,769 -2,829 -2,769 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 98.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 20 20 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,595
COMMITMENTS
300 4,890 150 10,965 6,555 11,415 11,595 180 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,339)
-50 -1,123 0 -2,289 -1,216 -2,339 -2,339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 42.2 1.3 94.6 56.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 25 21 26 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,418
COMMITMENTS
2,487 223 6,792 27,119 29,241 36,398 36,256 20 162
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,140)
-2,211 223 5 -2,899 -5,286 -5,105 -5,058 -35 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.6 18.7 74.5 80.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 3 6 40 48 49 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,927
COMMITMENTS
278 6,136 0 9,313 3,446 9,591 9,582 336 345
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -117)
0 27 0 -213 -124 -213 -97 96 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 61.8 0.0 93.8 34.7 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 20 14 22 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,144
COMMITMENTS
2,284 1,954 25 7,727 8,062 10,036 10,041 108 103
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,949)
-114 152 -205 -1,720 -1,896 -2,039 -1,949 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 19.3 0.2 76.2 79.5 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 1 24 22 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,847
COMMITMENTS
11,270 1,624 618 15,867 25,786 27,755 28,028 1,092 819
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,842)
-261 -234 -153 -1,641 -1,602 -2,055 -1,989 213 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 5.6 2.1 55.0 89.4 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 6 3 24 32 33 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,653
COMMITMENTS
540 276 3,735 15,162 15,612 19,437 19,623 216 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 326)
10 10 -20 336 341 326 331 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.4 19.0 77.1 79.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 4 14 15 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,743
COMMITMENTS
2,494 265 624 18,092 19,387 21,210 20,276 1,533 2,467
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,120)
-898 265 130 -2,054 -2,942 -2,822 -2,547 -298 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 1.2 2.7 79.5 85.2 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 18 23 22 26
Updated July 3, 2012