GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,271
COMMITMENTS
571 150 985 37,049 38,041 38,605 39,176 666 95
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -920)
-251 -143 65 -726 -809 -912 -887 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.4 2.5 94.3 96.9 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 2 37 42 39 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,155
COMMITMENTS
0 0 0 15,857 16,055 15,857 16,055 298 100
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 405)
0 0 0 390 409 390 409 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 99.4 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 22 28 22 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,143
COMMITMENTS
55 251 1,098 12,732 12,698 13,885 14,047 1,258 1,096
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,090)
-8 -29 127 891 974 1,010 1,072 80 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.7 7.3 84.1 83.9 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 5 42 45 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,258
COMMITMENTS
715 65 38 5,814 6,581 6,567 6,684 691 574
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 344)
108 30 0 291 346 399 376 -55 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.9 0.5 80.1 90.7 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 2 46 51 50 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,076
COMMITMENTS
0 125 0 5,564 5,393 5,564 5,518 512 558
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2)
0 35 0 43 10 43 45 -45 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 91.6 88.8 91.6 90.8 8.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 20 20 20 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,865
COMMITMENTS
0 617 289 3,768 3,621 4,057 4,527 808 338
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 255)
0 69 -35 302 229 267 263 -12 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.7 5.9 77.5 74.4 83.4 93.1 16.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 24 23 26
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,213
COMMITMENTS
65 24 120 1,363 1,637 1,548 1,781 665 432
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 131)
-40 -19 39 108 93 107 113 24 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.1 5.4 61.6 74.0 70.0 80.5 30.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 17 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,264
COMMITMENTS
0 0 0 12,105 12,234 12,105 12,234 159 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 15 25 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,771
COMMITMENTS
0 531 0 6,272 6,026 6,272 6,557 499 214
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 764)
0 0 0 715 718 715 718 49 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 92.6 89.0 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 15 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,676
COMMITMENTS
0 1,721 348 18,208 16,607 18,556 18,676 120 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 651)
0 -110 0 651 761 651 651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 1.9 97.5 88.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 23 29 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,307
COMMITMENTS
41,102 45,115 49,089 198,956 197,948 289,147 292,152 35,160 32,155
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,339)
801 1,906 -5,326 8,230 7,703 3,705 4,283 -366 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 13.9 15.1 61.3 61.0 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 39 43 77 73 141 131
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,289
COMMITMENTS
180 1,833 8 10,971 9,379 11,159 11,220 130 69
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 516)
50 -13 0 466 529 516 516 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 16.2 0.1 97.2 83.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 1 38 38 40 44
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,305
COMMITMENTS
695 1,500 100 16,510 15,675 17,305 17,275 0 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 975)
140 0 100 975 875 1,215 975 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.7 0.6 95.4 90.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 24 28 27 30
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,628
COMMITMENTS
0 0 0 10,309 10,948 10,309 10,948 1,319 680
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 453)
0 0 0 453 36 453 36 0 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.7 94.2 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 15 20 15
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,526
COMMITMENTS
0 0 0 1,510 1,516 1,510 1,516 16 10
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 310 200 310 200 -100 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 13 16 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,117,917
COMMITMENTS
234,178 310,222 399,425 417,344 369,036 1050947 1078683 66,970 39,234
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,759)
1,085 -4,659 6,562 -4,005 1,331 3,642 3,234 -1,883 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.8 35.7 37.3 33.0 94.0 96.5 6.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
112 111 151 73 66 284 240
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,598
COMMITMENTS
639 5,763 624 28,997 21,534 30,260 27,921 3,338 5,677
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
10 0 -10 0 0 0 -10 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 17.2 1.9 86.3 64.1 90.1 83.1 9.9 16.9
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 80,203
COMMITMENTS
15,736 44,064 14,069 47,657 20,267 77,462 78,400 2,741 1,803
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 248)
200 -346 101 137 493 438 248 -190 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 54.9 17.5 59.4 25.3 96.6 97.8 3.4 2.2
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,920
COMMITMENTS
0 433 2,351 54,157 50,644 56,508 53,428 5,412 8,492
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -40)
0 -755 -133 -38 34 -171 -854 131 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 3.8 87.5 81.8 91.3 86.3 8.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,613
COMMITMENTS
464,766 45,031 800,087 1384483 1810525 2649336 2655643 29,277 22,970
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 19,850)
-4,200 391 13,350 13,594 7,262 22,744 21,003 -2,894 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 1.7 29.9 51.7 67.6 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
38 12 41 96 84 143 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,314,034
COMMITMENTS
192,560 124,220 382,907 735,011 804,999 1310478 1312126 3,556 1,908
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,288)
-2,459 381 4,345 8,295 5,696 10,181 10,422 107 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 9.5 29.1 55.9 61.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 19 33 44 41 81 79
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,298
COMMITMENTS
3,606 4,369 1,662 2,392 1,435 7,660 7,466 638 832
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075)
240 430 210 490 210 940 850 135 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 52.7 20.0 28.8 17.3 92.3 90.0 7.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 10 13 5 4 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,532
COMMITMENTS
257 2,185 113 22,850 20,853 23,220 23,151 312 381
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,828)
22 38 30 1,751 1,735 1,803 1,803 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 9.3 0.5 97.1 88.6 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 3 31 44 36 50
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,658
COMMITMENTS
130 39 35 898 1,124 1,063 1,198 595 460
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 83)
6 0 0 90 69 96 69 -13 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 2.4 2.1 54.2 67.8 64.1 72.3 35.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 15 18 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,935
COMMITMENTS
11,980 328 4,725 49,463 61,352 66,168 66,405 1,767 1,530
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,357)
-500 20 450 1,382 1,127 1,332 1,597 25 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 0.5 7.0 72.8 90.3 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 34 32 39 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,533
COMMITMENTS
518 1,334 2,404 13,373 13,241 16,295 16,979 1,238 554
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 48)
0 0 0 148 48 148 48 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 7.6 13.7 76.3 75.5 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,569
COMMITMENTS
293 1,108 60 6,441 6,059 6,794 7,227 1,775 1,342
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 81)
-3 0 0 -155 -47 -158 -47 239 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 12.9 0.7 75.2 70.7 79.3 84.3 20.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 14 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,964
COMMITMENTS
3,676 732 540 7,978 11,316 12,194 12,588 770 376
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 380)
0 0 0 600 260 600 260 -220 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 5.6 4.2 61.5 87.3 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 19 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,622
COMMITMENTS
698 2,480 418 20,539 19,716 21,655 22,614 1,967 1,008
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 188)
0 0 0 -55 188 -55 188 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 10.5 1.8 86.9 83.5 91.7 95.7 8.3 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,777
COMMITMENTS
1,134 0 176 5,964 6,621 7,274 6,797 1,503 1,980
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 114)
6 0 0 60 114 66 114 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 2.0 68.0 75.4 82.9 77.4 17.1 22.6
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,660
COMMITMENTS
3,898 2,510 156 7,592 9,254 11,646 11,920 1,014 740
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -200)
-240 -114 0 40 -86 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 19.8 1.2 60.0 73.1 92.0 94.2 8.0 5.8
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,038
COMMITMENTS
378 2,440 836 10,812 9,288 12,026 12,564 1,012 474
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -116)
0 90 -48 -68 -38 -116 4 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 18.7 6.4 82.9 71.2 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 17 20 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,910
COMMITMENTS
0 0 0 58,910 58,910 58,910 58,910 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 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: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 967,623
COMMITMENTS
0 0 0 967,623 967,623 967,623 967,623 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,175)
0 0 0 1,175 1,175 1,175 1,175 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,445
COMMITMENTS
42 0 0 101,148 101,211 101,190 101,211 255 234
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,400,754
COMMITMENTS
3,920 0 0 1396834 1400754 1400754 1400754 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,271
COMMITMENTS
5,377 2,235 8,015 54,879 58,021 68,271 68,271 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,095)
0 0 0 4,095 4,350 4,095 4,350 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 3.3 11.7 80.4 85.0 100.0 100.0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,143,962
COMMITMENTS
42,561 94,670 42,871 1058530 1006421 1143962 1143962 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,781)
-7,864 620 5,161 8,484 0 5,781 5,781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 8.3 3.7 92.5 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 29 23 34 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,078
COMMITMENTS
0 3,997 0 49,951 45,550 49,951 49,547 127 531
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 230)
0 230 0 230 0 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 0.0 99.7 91.0 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,295
COMMITMENTS
381 868 218 13,781 13,955 14,380 15,041 915 254
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.7 1.4 90.1 91.2 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 989,689
COMMITMENTS
31,758 111,095 12,000 945,931 866,594 989,689 989,689 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 23,320)
7,908 0 0 15,412 23,320 23,320 23,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 11.2 1.2 95.6 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 14 17 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,914
COMMITMENTS
179,674 0 52,456 281,784 461,458 513,914 513,914 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
-4,160 0 0 4,160 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 0.0 10.2 54.8 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 12 17 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,841
COMMITMENTS
2,251 0 0 25,119 27,424 27,370 27,424 471 417
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 108 13 108 13 -98 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.0 0.0 90.2 98.5 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 36 32 39 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,897
COMMITMENTS
713 0 25 5,807 6,468 6,545 6,493 352 404
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -279)
-354 0 25 25 -304 -304 -279 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.4 84.2 93.8 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 15 15 17 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,125
COMMITMENTS
239 1,575 77 8,524 6,930 8,840 8,582 285 543
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 76)
6 58 -6 46 24 46 76 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 17.3 0.8 93.4 75.9 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 20 19 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,030
COMMITMENTS
945 0 0 8,945 9,460 9,890 9,460 140 570
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 284)
0 0 0 269 269 269 269 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 0.0 89.2 94.3 98.6 94.3 1.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,403,473
COMMITMENTS
323,621 150,842 390,875 624,854 791,030 1339350 1332747 64,123 70,726
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -9,942)
8,214 -25,993 971 -14,929 8,747 -5,744 -16,275 -4,198 6,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.7 27.9 44.5 56.4 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
102 87 141 91 95 267 263
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,297
COMMITMENTS
57,441 19,973 823 91,370 121,923 149,634 142,719 45,663 52,578
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,540)
248 435 -75 1,471 381 1,644 741 -104 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 10.2 0.4 46.8 62.4 76.6 73.1 23.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 5 18 19 26 28
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,345
COMMITMENTS
768 1,275 275 15,302 14,770 16,345 16,320 0 25
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,092 1,050 1,092 1,050 -17 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 7.8 1.7 93.6 90.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 26 23 30 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,399
COMMITMENTS
5,130 10,676 5,931 74,787 66,999 85,848 83,606 2,551 4,793
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 362)
444 -500 -123 342 997 663 374 -301 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 12.1 6.7 84.6 75.8 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 8 22 19 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,338
COMMITMENTS
2,065 1,798 4,702 28,264 28,320 35,031 34,820 2,307 2,518
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,753)
-408 0 -1,974 -2,283 -2,804 -4,665 -4,778 -88 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 4.8 12.6 75.7 75.8 93.8 93.3 6.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 14 14 19 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,971
COMMITMENTS
2,769 4,785 8,197 11,684 9,639 22,650 22,621 3,321 3,350
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,586)
-418 -1,012 -987 -877 -372 -2,282 -2,371 -304 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.4 31.6 45.0 37.1 87.2 87.1 12.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 7 10 10 19 20
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,457
COMMITMENTS
0 0 0 17,457 17,457 17,457 17,457 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -50 -60 -50 -60 -10 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 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,056
COMMITMENTS
13,773 8,938 838 6,160 10,666 20,771 20,442 1,285 1,614
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -116)
54 -235 45 -230 165 -131 -25 15 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.4 40.5 3.8 27.9 48.4 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
53 55 12 24 30 85 95
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 49,929
COMMITMENTS
35,213 15,857 539 8,579 30,547 44,331 46,943 5,598 2,986
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,214)
761 1,102 206 -279 49 688 1,357 526 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 31.8 1.1 17.2 61.2 88.8 94.0 11.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
83 38 10 20 32 109 77
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,169
COMMITMENTS
80,627 20,412 33,010 126,905 192,870 240,542 246,292 18,627 12,877
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,595)
-2,397 2,017 378 7,192 5,415 5,173 7,810 422 -2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 7.9 12.7 49.0 74.4 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
62 31 44 79 93 160 156
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,139
COMMITMENTS
1,986 0 1,197 8,193 9,097 11,376 10,294 4,763 5,845
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 393)
-149 0 17 242 411 110 428 283 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 0.0 7.4 50.8 56.4 70.5 63.8 29.5 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 3 9 13 13 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,301
COMMITMENTS
66 2,002 204 7,858 5,908 8,128 8,114 173 187
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 32)
0 -56 0 32 88 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 24.1 2.5 94.7 71.2 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 27 30 28 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,587
COMMITMENTS
1,050 500 37 48,937 49,951 50,024 50,488 563 99
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,560)
75 400 37 3,320 3,111 3,432 3,548 128 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.0 0.1 96.7 98.7 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 1 40 32 44 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,634
COMMITMENTS
452 0 0 32,062 32,634 32,514 32,634 120 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,545)
0 0 0 1,545 1,545 1,545 1,545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 98.2 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 21 23 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,695
COMMITMENTS
300 5,740 150 12,065 6,805 12,515 12,695 180 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 800)
0 650 0 800 150 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 45.2 1.2 95.0 53.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 1 27 21 28 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,042
COMMITMENTS
2,061 2,326 7,472 32,470 32,103 42,003 41,901 39 141
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,565)
0 2,029 334 3,228 1,218 3,562 3,581 3 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 5.5 17.8 77.2 76.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 5 43 48 53 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,488
COMMITMENTS
278 6,305 0 9,874 4,162 10,152 10,467 336 21
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 -81 0 0 81 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 60.1 0.0 94.1 39.7 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 21 15 23 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,430
COMMITMENTS
1,381 2,090 535 9,406 8,659 11,322 11,284 108 146
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 514)
-571 80 368 717 0 514 448 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 18.3 4.7 82.3 75.8 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 3 27 23 33 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,581
COMMITMENTS
12,326 2,755 180 14,935 24,909 27,441 27,844 1,140 737
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 58)
720 1,227 -477 -233 -649 10 101 48 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 9.6 0.6 52.3 87.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 2 24 33 32 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,079
COMMITMENTS
540 276 3,735 15,588 16,038 19,863 20,049 216 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 426)
0 0 0 426 426 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.4 18.6 77.6 79.9 98.9 99.9 1.1 0.1
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,569
COMMITMENTS
2,660 173 740 18,279 19,953 21,679 20,866 1,890 2,703
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,088)
358 0 0 333 821 691 821 397 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.7 3.1 77.6 84.7 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 4 17 24 22 28
Updated July 20, 2012