GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,102
COMMITMENTS
482 405 1,057 31,977 32,537 33,516 33,999 586 103
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -8,090)
-99 -75 50 -8,027 -8,133 -8,076 -8,158 -14 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.2 3.1 93.8 95.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 1 35 41 36 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,413
COMMITMENTS
0 0 0 12,173 12,338 12,173 12,338 240 75
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,868)
0 0 0 -3,810 -3,847 -3,810 -3,847 -58 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 99.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,954
COMMITMENTS
198 239 735 12,705 12,664 13,638 13,638 1,316 1,316
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,052)
153 -260 -114 -2,169 -1,815 -2,130 -2,189 78 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.6 4.9 85.0 84.7 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 35 36 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,543
COMMITMENTS
632 65 34 5,217 5,871 5,883 5,970 660 573
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,524)
-88 -5 -10 -1,252 -1,499 -1,350 -1,514 -174 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 1.0 0.5 79.7 89.7 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 2 44 49 48 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,275
COMMITMENTS
0 130 0 5,775 5,496 5,775 5,626 500 649
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -916)
0 -20 0 -916 -985 -916 -1,005 0 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 92.0 87.6 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 19 19 19 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,580
COMMITMENTS
0 716 265 4,443 4,347 4,708 5,328 872 252
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -97)
0 109 -39 -172 -178 -211 -108 114 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.8 4.7 79.6 77.9 84.4 95.5 15.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 21 19 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,978
COMMITMENTS
0 103 0 1,619 1,202 1,619 1,305 359 673
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -375)
0 23 0 -407 -564 -407 -541 32 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 0.0 81.9 60.8 81.9 66.0 18.1 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 15 16 15 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,334
COMMITMENTS
150 0 32 1,614 1,810 1,796 1,842 538 492
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -445)
85 -12 -118 -307 -252 -340 -382 -105 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 1.4 69.2 77.5 76.9 78.9 23.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 21 20 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,761
COMMITMENTS
0 0 0 9,614 9,731 9,614 9,731 147 30
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,341)
0 0 0 -3,329 -3,341 -3,329 -3,341 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,954
COMMITMENTS
0 458 150 6,338 6,263 6,488 6,871 466 83
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -673)
0 -73 0 -645 -602 -645 -675 -28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 2.2 91.1 90.1 93.3 98.8 6.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 17 16 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,037
COMMITMENTS
0 1,055 463 17,474 16,519 17,937 18,037 100 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,875)
0 -551 40 -1,895 -1,364 -1,855 -1,875 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 2.6 96.9 91.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 24 27 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,736
COMMITMENTS
39,086 37,191 54,357 181,873 195,562 275,316 287,110 37,420 25,626
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 9,558)
2,776 -32 4,812 244 7,148 7,832 11,928 1,726 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.9 17.4 58.2 62.5 88.0 91.8 12.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
36 33 44 77 75 142 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,171
COMMITMENTS
209 2,452 204 10,638 8,428 11,051 11,084 120 87
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,626)
4 275 196 -1,816 -2,096 -1,616 -1,625 -10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 21.9 1.8 95.2 75.4 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 2 39 36 43 42
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,340
COMMITMENTS
670 1,500 100 15,570 14,710 16,340 16,310 0 30
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,430)
-25 0 0 -1,405 -1,430 -1,430 -1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 9.2 0.6 95.3 90.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 23 28 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,905
COMMITMENTS
1,575 605 1,200 11,130 12,100 13,905 13,905 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,120)
-900 50 -50 -1,170 -2,120 -2,120 -2,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 4.4 8.6 80.0 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 11 14 14 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,346
COMMITMENTS
420 817 85 2,371 2,054 2,876 2,956 470 390
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 24.4 2.5 70.9 61.4 86.0 88.3 14.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 11 14 15
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,194
COMMITMENTS
0 0 0 11,822 12,958 11,822 12,958 1,372 236
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -39)
0 0 0 -115 25 -115 25 76 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.6 98.2 89.6 98.2 10.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 16 23 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,112,252
COMMITMENTS
236,197 309,297 426,761 374,518 337,137 1037476 1073195 74,776 39,057
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -14,506)
-2,630 -4,942 -7,680 -5,111 -1,881 -15,421 -14,503 915 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 27.8 38.4 33.7 30.3 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
108 106 142 76 64 273 236
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,266
COMMITMENTS
639 3,963 785 23,735 17,533 25,159 22,281 3,107 5,985
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -5,758)
0 -1,800 -79 -5,448 -4,001 -5,527 -5,880 -231 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 14.0 2.8 84.0 62.0 89.0 78.8 11.0 21.2
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 85,911
COMMITMENTS
15,534 42,410 13,929 53,236 27,039 82,699 83,378 3,212 2,533
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,668)
520 965 671 3,157 2,567 4,348 4,203 320 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 49.4 16.2 62.0 31.5 96.3 97.1 3.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 13 17 18 32 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,097
COMMITMENTS
0 329 2,062 48,921 45,420 50,983 47,811 5,114 8,286
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -6,600)
0 167 -159 -5,811 -5,906 -5,970 -5,898 -630 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 3.7 87.2 81.0 90.9 85.2 9.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 16 16 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,643,496
COMMITMENTS
465,543 56,462 781,151 1367317 1784263 2614011 2621876 29,485 21,620
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 21,959)
7,106 6,623 -5,408 18,832 21,543 20,530 22,758 1,429 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 2.1 29.5 51.7 67.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 14 40 95 83 143 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,244,002
COMMITMENTS
142,003 140,579 368,169 731,365 733,388 1241537 1242136 2,465 1,866
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 9,153)
-9,634 9,610 6,142 13,690 -6,452 10,198 9,300 -1,045 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.3 29.6 58.8 59.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 20 32 43 40 80 78
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,025
COMMITMENTS
900 75 75 5,660 6,115 6,635 6,265 390 760
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 1.1 1.1 80.6 87.0 94.4 89.2 5.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 14 16 15
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,879
COMMITMENTS
3,940 4,399 3,086 2,700 1,566 9,726 9,051 153 828
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 223)
111 -105 374 168 -34 653 235 -430 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 44.5 31.2 27.3 15.9 98.5 91.6 1.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 11 18 6 5 25 24
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,555
COMMITMENTS
2,765 1,505 1,420 1,030 2,100 5,215 5,025 340 530
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 27.1 25.6 18.5 37.8 93.9 90.5 6.1 9.5
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,229
COMMITMENTS
1,015 2,438 360 19,613 18,111 20,988 20,909 241 320
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,001)
557 14 90 -3,582 -3,076 -2,935 -2,972 -66 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.5 1.7 92.4 85.3 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 4 32 42 38 47
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,445
COMMITMENTS
41 0 116 1,582 1,702 1,739 1,818 706 627
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -133)
11 0 -5 -16 -11 -10 -16 -123 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 4.7 64.7 69.6 71.1 74.4 28.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 2 18 19 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,619
COMMITMENTS
133 164 21 844 938 998 1,123 621 496
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -352)
-53 73 -9 -391 -537 -453 -473 101 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.1 1.3 52.1 57.9 61.6 69.4 38.4 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,637
COMMITMENTS
9,011 229 5,397 48,823 57,951 63,231 63,577 1,406 1,060
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 514)
-320 16 366 468 112 514 494 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.4 8.3 75.5 89.7 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 35 31 41 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,464
COMMITMENTS
592 764 2,350 12,282 12,852 15,224 15,966 1,240 498
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,262)
104 -564 -84 -1,156 -548 -1,136 -1,196 -126 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 4.6 14.3 74.6 78.1 92.5 97.0 7.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 19 17 22 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,466
COMMITMENTS
264 1,120 36 6,507 5,929 6,807 7,085 1,659 1,381
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 208)
0 90 -20 96 -18 76 52 132 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 13.2 0.4 76.9 70.0 80.4 83.7 19.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,360
COMMITMENTS
3,818 400 566 8,213 12,127 12,597 13,093 763 267
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 280)
254 -66 26 0 320 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.0 4.2 61.5 90.8 94.3 98.0 5.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,964
COMMITMENTS
552 1,880 538 19,602 19,646 20,692 22,064 2,272 900
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -995)
-26 -200 0 -1,345 -733 -1,371 -933 376 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 8.2 2.3 85.4 85.6 90.1 96.1 9.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,691
COMMITMENTS
1,194 0 116 5,891 6,568 7,201 6,684 1,490 2,007
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -226)
60 0 -60 -213 -73 -213 -133 -13 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 1.3 67.8 75.6 82.9 76.9 17.1 23.1
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,899
COMMITMENTS
3,480 2,406 154 7,283 8,669 10,917 11,229 982 670
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -590)
-82 16 -26 -424 -510 -532 -520 -58 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 20.2 1.3 61.2 72.9 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,292
COMMITMENTS
298 2,350 812 10,345 8,718 11,455 11,880 837 412
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -806)
-80 -54 -54 -593 -516 -727 -624 -79 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 19.1 6.6 84.2 70.9 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,635
COMMITMENTS
0 0 0 55,635 55,635 55,635 55,635 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,339)
0 0 0 -3,339 -3,339 -3,339 -3,339 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 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 924,039
COMMITMENTS
0 0 0 924,039 924,039 924,039 924,039 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -46,104)
0 0 0 -46,104 -46,104 -46,104 -46,104 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 16 17 16 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151
COMMITMENTS
0 0 0 25,151 25,151 25,151 25,151 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,890)
0 0 0 -1,890 -1,890 -1,890 -1,890 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717
COMMITMENTS
0 0 0 93,462 93,504 93,462 93,504 255 213
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -7,728)
-42 0 0 -7,686 -7,707 -7,728 -7,707 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: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634
COMMITMENTS
1,880 0 0 1284754 1286634 1286634 1286634 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -117,504)
-2,040 0 0 -115,464 -117,504 -117,504 -117,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 18 24 19 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043
COMMITMENTS
3,109 135 9,290 53,644 56,618 66,043 66,043 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,618)
-993 -2,100 0 -2,625 -1,518 -3,618 -3,618 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 22 32 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,149,646
COMMITMENTS
40,309 113,370 17,643 1091694 1018633 1149646 1149646 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,300)
-2,252 -4,700 -1,828 6,380 8,828 2,300 2,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 9.9 1.5 95.0 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 24 32 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,185
COMMITMENTS
0 3,934 0 50,079 45,741 50,079 49,675 106 510
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,587)
0 -63 0 -1,566 -1,503 -1,566 -1,566 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 99.8 91.1 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352
COMMITMENTS
0 5,745 200 22,046 16,407 22,246 22,352 106 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,079)
0 -420 0 -2,058 -1,659 -2,058 -2,079 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.7 0.9 98.6 73.4 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,049
COMMITMENTS
3,460 5,630 0 36,037 34,419 39,497 40,049 552 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,946)
-315 1,170 0 -2,610 -4,116 -2,925 -2,946 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.1 0.0 90.0 85.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,978
COMMITMENTS
10,759 0 1,270 14,949 25,708 26,978 26,978 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 0.0 4.7 55.4 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 14 13 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,865
COMMITMENTS
318 1,182 19 14,404 14,452 14,741 15,653 1,124 212
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -914)
-63 314 -199 -861 -987 -1,123 -872 209 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 7.5 0.1 90.8 91.1 92.9 98.7 7.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 15 17 17 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,503
COMMITMENTS
170 920 0 12,227 11,328 12,397 12,248 106 255
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -268)
-42 -147 0 -205 -100 -247 -247 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 7.4 0.0 97.8 90.6 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 9 17 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 838,892
COMMITMENTS
0 53,249 23,400 815,492 762,243 838,892 838,892 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -32,736)
0 -6,936 0 -32,736 -25,800 -32,736 -32,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 2.8 97.2 90.9 100.0 100.0 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 960,148
COMMITMENTS
69,921 119,050 7,920 882,307 833,178 960,148 960,148 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -33,096)
14,640 7,955 -4,080 -43,656 -36,971 -33,096 -33,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 12.4 0.8 91.9 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,701
COMMITMENTS
152,338 0 62,091 308,272 460,610 522,701 522,701 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,728)
-27,336 0 0 24,608 -2,728 -2,728 -2,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 0.0 11.9 59.0 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 14 17 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 128,096
COMMITMENTS
0 5,808 0 128,096 122,288 128,096 128,096 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -12,648)
0 -1,224 0 -12,648 -11,424 -12,648 -12,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.5 0.0 100.0 95.5 100.0 100.0 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,493
COMMITMENTS
2,216 0 0 24,758 27,102 26,974 27,102 519 391
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -967)
-35 0 0 -912 -921 -947 -921 -20 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.0 0.0 90.1 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 37 34 39 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,126
COMMITMENTS
660 0 0 5,176 5,806 5,836 5,806 290 320
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -780 -748 -780 -748 -22 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.0 0.0 84.5 94.8 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 15 16 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,814
COMMITMENTS
183 1,575 122 8,224 6,544 8,529 8,241 285 573
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -825)
-84 0 45 -796 -885 -835 -840 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 17.9 1.4 93.3 74.2 96.8 93.5 3.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 22 17 24 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,570
COMMITMENTS
820 0 0 9,475 10,004 10,295 10,004 275 566
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 221)
-125 0 0 296 220 171 220 50 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 89.6 94.6 97.4 94.6 2.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,531
COMMITMENTS
30 0 0 5,086 5,316 5,116 5,316 415 215
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 92.0 96.1 92.5 96.1 7.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 15 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,449,617
COMMITMENTS
348,715 144,216 424,680 610,863 815,075 1384258 1383971 65,359 65,646
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 53,859)
20,667 -9,435 38,223 -4,078 21,760 54,812 50,548 -953 3,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.9 29.3 42.1 56.2 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
118 89 154 93 96 290 278
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,779
COMMITMENTS
53,508 18,200 964 87,502 118,882 141,974 138,046 42,805 46,733
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -13,328)
-5,338 -2,463 237 -5,205 -4,642 -10,306 -6,868 -3,022 -6,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 9.8 0.5 47.4 64.3 76.8 74.7 23.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 4 18 20 26 27
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,908
COMMITMENTS
861 1,340 200 14,812 14,271 15,873 15,811 35 97
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,415)
65 65 -75 -1,440 -1,477 -1,450 -1,487 35 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 8.4 1.3 93.1 89.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 21 23 26 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,608
COMMITMENTS
5,232 9,466 5,667 73,645 66,490 84,544 81,623 2,064 4,985
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -453)
241 0 -722 285 250 -196 -472 -257 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 10.9 6.5 85.0 76.8 97.6 94.2 2.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 8 22 19 32 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,132
COMMITMENTS
1,764 1,748 4,420 28,847 28,947 35,031 35,115 2,101 2,017
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -888)
135 -50 -736 14 284 -587 -502 -301 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 4.7 11.9 77.7 78.0 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 4 15 15 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,359
COMMITMENTS
850 0 0 2,464 3,296 3,314 3,296 45 63
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -670)
-300 0 0 -370 -670 -670 -670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 0.0 0.0 73.4 98.1 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 12 14 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,683
COMMITMENTS
1,884 7,475 8,949 14,396 8,675 25,229 25,099 3,454 3,584
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,633)
-913 1,217 1,555 2,153 -100 2,795 2,672 -162 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 26.1 31.2 50.2 30.2 88.0 87.5 12.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 9 10 10 21 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,204
COMMITMENTS
13,956 9,097 692 8,233 12,953 22,881 22,742 1,323 1,462
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 506)
200 -248 -54 429 958 575 656 -69 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 37.6 2.9 34.0 53.5 94.5 94.0 5.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
53 50 10 24 31 82 89
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 53,246
COMMITMENTS
36,520 17,565 1,159 9,437 31,250 47,116 49,974 6,130 3,272
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,026)
634 -40 366 -456 915 544 1,241 482 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 33.0 2.2 17.7 58.7 88.5 93.9 11.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
93 47 17 26 34 127 93
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,957
COMMITMENTS
91,650 23,691 36,864 108,820 188,741 237,334 249,296 22,623 10,661
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 14,137)
8,511 4,454 4,951 -757 5,921 12,705 15,326 1,432 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 9.1 14.2 41.9 72.6 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
74 23 49 74 88 167 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,922
COMMITMENTS
6,617 0 63 4,544 10,562 11,224 10,625 3,698 4,297
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,702)
2,895 0 -1,034 -3,596 -923 -1,735 -1,957 -967 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 0.0 0.4 30.5 70.8 75.2 71.2 24.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 1 10 18 16 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,206
COMMITMENTS
62 2,903 250 8,685 5,798 8,997 8,951 209 255
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -439)
-4 590 0 -471 -1,088 -475 -498 36 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 31.5 2.7 94.3 63.0 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 30 23 31 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,724
COMMITMENTS
1,300 25 0 41,069 42,616 42,369 42,641 355 83
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -9,549)
-225 25 0 -9,275 -9,585 -9,500 -9,560 -49 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.1 0.0 96.1 99.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 0 40 31 43 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,864
COMMITMENTS
390 0 0 27,324 27,864 27,714 27,864 150 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -6,685)
-62 0 0 -6,593 -6,685 -6,655 -6,685 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 98.1 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 19 22 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,830
COMMITMENTS
450 6,110 150 13,050 7,570 13,650 13,830 180 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,430)
0 -1,130 0 -1,430 -300 -1,430 -1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 44.2 1.1 94.4 54.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 25 20 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,448
COMMITMENTS
1,911 5,510 5,263 33,201 29,545 40,375 40,318 73 130
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,814)
-246 1,857 -1,905 -1,695 -3,737 -3,846 -3,785 32 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 13.6 13.0 82.1 73.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 5 44 42 54 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,666
COMMITMENTS
196 4,622 21 8,150 4,002 8,367 8,645 299 21
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,236)
-82 -1,902 0 -2,138 -334 -2,220 -2,236 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 53.3 0.2 94.0 46.2 96.5 99.8 3.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 14 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,364
COMMITMENTS
1,575 1,958 551 9,103 8,546 11,229 11,055 135 309
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,616)
-635 -177 143 -1,118 -1,562 -1,610 -1,596 -6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 17.2 4.8 80.1 75.2 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 2 27 25 34 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,139
COMMITMENTS
10,098 1,902 220 13,904 22,510 24,222 24,632 917 507
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,663)
-2,031 -268 -7 -1,600 -3,347 -3,638 -3,622 -25 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 7.6 0.9 55.3 89.5 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 3 26 31 33 37
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,999
COMMITMENTS
1,390 286 3,775 15,618 16,913 20,783 20,974 216 25
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 20)
310 10 -20 -270 35 20 25 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.4 18.0 74.4 80.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,156
COMMITMENTS
1,352 312 207 18,335 17,806 19,894 18,325 2,262 3,831
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -4,854)
-1,235 -119 -67 -3,848 -4,982 -5,150 -5,168 296 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.4 0.9 82.8 80.4 89.8 82.7 10.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 17 22 20 25
Updated August 10, 2012