GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,040
COMMITMENTS
559 586 1,050 34,864 35,251 36,473 36,887 567 153
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,938)
77 181 -7 2,887 2,714 2,957 2,888 -19 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.6 2.8 94.1 95.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 1 35 41 36 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,688
COMMITMENTS
0 0 0 12,428 12,608 12,428 12,608 260 80
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 275)
0 0 0 255 270 255 270 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 22 29 22 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,187
COMMITMENTS
197 306 737 13,102 13,002 14,036 14,045 1,151 1,142
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 233)
-1 67 2 397 338 398 407 -165 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.0 4.9 86.3 85.6 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 37 38 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,702
COMMITMENTS
589 65 94 5,348 5,880 6,031 6,039 671 663
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 159)
-43 0 60 131 9 148 69 11 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 1.0 1.4 79.8 87.7 90.0 90.1 10.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 3 43 48 47 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,570
COMMITMENTS
0 135 0 6,140 5,807 6,140 5,942 430 628
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295)
0 5 0 365 311 365 316 -70 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 93.5 88.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 20 20 20 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,884
COMMITMENTS
0 698 288 4,635 4,634 4,923 5,620 961 264
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 304)
0 -18 23 192 287 215 292 89 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.9 4.9 78.8 78.8 83.7 95.5 16.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 22 19 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,090
COMMITMENTS
0 43 60 1,695 1,544 1,755 1,647 335 443
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 112)
0 -60 60 76 342 136 342 -24 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 2.9 81.1 73.9 84.0 78.8 16.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 17 18 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,542
COMMITMENTS
155 0 22 1,824 1,984 2,001 2,006 541 536
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 208)
5 0 -10 210 174 205 164 3 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 0.9 71.8 78.0 78.7 78.9 21.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 23 22 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,326
COMMITMENTS
0 0 0 10,257 10,296 10,257 10,296 69 30
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 565)
0 0 0 643 565 643 565 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 18 21 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,291
COMMITMENTS
0 458 150 6,734 6,659 6,884 7,267 407 24
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 337)
0 0 0 396 396 396 396 -59 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 2.1 92.4 91.3 94.4 99.7 5.6 0.3
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,733
COMMITMENTS
0 1,195 463 19,170 18,075 19,633 19,733 100 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,696)
0 140 0 1,696 1,556 1,696 1,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.3 97.1 91.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,906
COMMITMENTS
40,211 30,927 56,585 181,966 206,245 278,762 293,757 39,144 24,149
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 5,170)
1,125 -6,264 2,228 93 10,683 3,446 6,647 1,724 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 9.7 17.8 57.2 64.9 87.7 92.4 12.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
39 32 44 78 76 145 128
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,586
COMMITMENTS
134 2,789 229 11,101 8,479 11,464 11,497 122 89
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 415)
-75 337 25 463 51 413 413 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 24.1 2.0 95.8 73.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 3 40 36 43 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,230
COMMITMENTS
670 1,500 100 15,460 14,600 16,230 16,200 0 30
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,280
COMMITMENTS
975 605 1,575 11,730 12,100 14,280 14,280 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 375)
-600 0 375 600 0 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.2 11.0 82.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,344
COMMITMENTS
420 817 85 2,371 2,054 2,876 2,956 468 388
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -2)
0 0 0 0 0 0 0 -2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 24.4 2.5 70.9 61.4 86.0 88.4 14.0 11.6
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,239
COMMITMENTS
225 0 0 11,825 12,955 12,050 12,955 1,189 284
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 45)
225 0 0 3 -3 228 -3 -183 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 89.3 97.9 91.0 97.9 9.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 17 24 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,076,707
COMMITMENTS
232,567 299,042 375,117 394,424 364,439 1002108 1038598 74,599 38,109
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -35,545)
-3,630 -10,255 -51,644 19,906 27,302 -35,368 -34,597 -177 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 27.8 34.8 36.6 33.8 93.1 96.5 6.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
104 116 153 76 67 279 250
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,336
COMMITMENTS
297 3,660 898 24,209 17,924 25,404 22,482 2,932 5,854
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 70)
-342 -303 113 474 391 245 201 -175 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 12.9 3.2 85.4 63.3 89.7 79.3 10.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 13 12 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,870
COMMITMENTS
14,806 46,123 22,453 58,076 28,061 95,335 96,637 3,535 2,233
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 12,959)
-728 3,713 8,524 4,840 1,022 12,636 13,259 323 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 46.7 22.7 58.7 28.4 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 10 12 18 18 32 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,205
COMMITMENTS
0 329 2,062 49,251 45,420 51,313 47,811 4,892 8,394
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 108)
0 0 0 330 0 330 0 -222 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 3.7 87.6 80.8 91.3 85.1 8.7 14.9
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,204
COMMITMENTS
476,701 85,348 775,577 1397292 1793242 2649570 2654167 28,634 24,037
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,708)
11,158 28,886 -5,574 29,975 8,979 35,559 32,291 -851 2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 3.2 29.0 52.2 67.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 13 40 96 83 144 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,278,023
COMMITMENTS
173,269 104,125 341,139 761,060 825,055 1275468 1270319 2,555 7,704
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 34,021)
31,266 -36,454 -27,030 29,695 91,667 33,931 28,183 90 5,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 8.1 26.7 59.5 64.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 16 31 42 40 80 74
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,242
COMMITMENTS
4,846 6,746 3,771 4,265 2,356 12,882 12,873 360 369
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,363)
906 2,347 685 1,565 790 3,156 3,822 207 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 50.9 28.5 32.2 17.8 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 15 18 7 6 26 27
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,005
COMMITMENTS
2,910 1,735 1,510 1,215 2,175 5,635 5,420 370 585
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 450)
145 230 90 185 75 420 395 30 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 28.9 25.1 20.2 36.2 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 9 12 5 5 18 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,487
COMMITMENTS
1,385 2,447 304 20,566 19,438 22,255 22,189 232 298
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,258)
370 9 -56 953 1,327 1,267 1,280 -9 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 10.9 1.4 91.5 86.4 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 4 33 43 40 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,495
COMMITMENTS
32 0 105 1,709 1,702 1,846 1,807 649 688
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 50)
-9 0 -11 127 0 107 -11 -57 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 4.2 68.5 68.2 74.0 72.4 26.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 21 19 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,693
COMMITMENTS
137 168 31 919 1,002 1,087 1,201 606 492
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 74)
4 4 10 75 64 89 78 -15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.9 1.8 54.3 59.2 64.2 70.9 35.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 19 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,738
COMMITMENTS
9,011 229 5,397 48,923 58,052 63,331 63,678 1,407 1,060
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 101)
0 0 0 100 101 100 101 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.4 8.3 75.6 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,490
COMMITMENTS
568 604 2,430 12,252 12,958 15,250 15,992 1,240 498
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 26)
-24 -160 80 -30 106 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 3.7 14.7 74.3 78.6 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,454
COMMITMENTS
264 1,120 36 6,507 5,929 6,807 7,085 1,647 1,369
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -12)
0 0 0 0 0 0 0 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 13.2 0.4 77.0 70.1 80.5 83.8 19.5 16.2
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 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,064
COMMITMENTS
552 1,880 538 19,702 19,746 20,792 22,164 2,272 900
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,811
COMMITMENTS
1,194 0 116 6,011 6,688 7,321 6,804 1,490 2,007
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.0 1.3 68.2 75.9 83.1 77.2 16.9 22.8
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 08/14/12 |
--------------------------------------------------------------| 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
3,470 2,406 154 7,283 8,669 10,907 11,229 992 670
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
-10 0 0 0 0 -10 0 10 0
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,484
COMMITMENTS
298 2,390 840 10,365 8,846 11,503 12,076 981 408
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 192)
0 40 28 20 128 48 196 144 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 19.1 6.7 83.0 70.9 92.1 96.7 7.9 3.3
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,191
COMMITMENTS
0 0 0 56,191 56,191 56,191 56,191 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 556)
0 0 0 556 556 556 556 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: 27)
0 0 0 21 15 21 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,563
COMMITMENTS
0 0 0 933,563 933,563 933,563 933,563 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,524)
0 0 0 9,524 9,524 9,524 9,524 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 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (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 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (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: 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 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 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 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,242,830
COMMITMENTS
40,309 111,290 17,643 1184878 1113897 1242830 1242830 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 93,184)
0 -2,080 0 93,184 95,264 93,184 93,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 9.0 1.4 95.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (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 7.8 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 08/14/12 |
--------------------------------------------------------------| 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 08/07/12 (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 25.7 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 08/14/12 |
--------------------------------------------------------------| 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
1,060 5,630 0 38,437 34,419 39,497 40,049 552 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
-2,400 0 0 2,400 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 14.1 0.0 96.0 85.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 16 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,748
COMMITMENTS
12,034 0 530 14,184 26,218 26,748 26,748 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -230)
1,275 0 -740 -765 510 -230 -230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 0.0 2.0 53.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 10 14 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| 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 14,634 14,452 14,971 15,653 894 212
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 230 0 230 0 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 7.5 0.1 92.2 91.1 94.4 98.7 5.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 16 18 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,758
COMMITMENTS
170 920 0 12,482 11,583 12,652 12,503 106 255
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.2 0.0 97.8 90.8 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,900
COMMITMENTS
0 53,177 23,400 818,500 765,323 841,900 841,900 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,008)
0 -72 0 3,008 3,080 3,008 3,008 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 969,508
COMMITMENTS
19,770 119,050 7,920 941,818 842,538 969,508 969,508 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360)
-50,151 0 0 59,511 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 12.3 0.8 97.1 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 524,781
COMMITMENTS
150,258 0 64,171 310,352 460,610 524,781 524,781 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,080)
-2,080 0 2,080 2,080 0 2,080 2,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 0.0 12.2 59.1 87.8 100.0 100.0 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 137,456
COMMITMENTS
0 5,808 0 137,456 131,648 137,456 137,456 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,968
COMMITMENTS
2,216 0 0 25,240 27,576 27,456 27,576 512 392
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 475)
0 0 0 482 474 482 474 -7 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.0 90.2 98.6 98.2 98.6 1.8 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,136
COMMITMENTS
660 0 0 5,186 5,801 5,846 5,801 290 335
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 -5 10 -5 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.0 0.0 84.5 94.5 95.3 94.5 4.7 5.5
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,987
COMMITMENTS
258 1,575 66 8,348 6,728 8,672 8,369 315 618
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 173)
75 0 -56 124 184 143 128 30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 17.5 0.7 92.9 74.9 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 22 19 24 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,465
COMMITMENTS
820 0 0 9,330 9,900 10,150 9,900 315 565
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -145 -104 -145 -104 40 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 89.2 94.6 97.0 94.6 3.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 19 20 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,592
COMMITMENTS
132 0 0 5,075 5,464 5,207 5,464 385 128
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 61)
102 0 0 -11 148 91 148 -30 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 90.8 97.7 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,469,908
COMMITMENTS
340,551 147,169 425,976 632,977 830,593 1399504 1403738 70,404 66,170
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 20,291)
-8,164 2,953 1,296 22,114 15,518 15,246 19,767 5,045 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 10.0 29.0 43.1 56.5 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
120 92 148 89 94 281 278
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,085
COMMITMENTS
53,718 18,389 946 87,577 118,791 142,241 138,126 42,844 46,959
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 306)
210 189 -18 75 -91 267 80 39 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 9.9 0.5 47.3 64.2 76.9 74.6 23.1 25.4
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,203
COMMITMENTS
886 1,340 200 15,032 14,541 16,118 16,081 85 122
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 295)
25 0 0 220 270 245 270 50 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.3 1.2 92.8 89.7 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 22 24 27 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,788
COMMITMENTS
5,728 9,968 5,817 73,530 66,723 85,075 82,508 2,713 5,280
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,180)
496 502 150 -115 233 531 885 649 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 11.4 6.6 83.8 76.0 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 7 21 19 30 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,953
COMMITMENTS
2,752 2,198 4,257 29,677 30,265 36,686 36,720 2,267 2,233
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,821)
988 450 -163 830 1,318 1,655 1,605 166 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 5.6 10.9 76.2 77.7 94.2 94.3 5.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 2 15 15 20 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,796
COMMITMENTS
948 2,596 304 38,269 28,143 39,521 31,043 23,275 31,753
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 4.1 0.5 60.9 44.8 62.9 49.4 37.1 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 14 14 16 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,959
COMMITMENTS
450 0 0 2,464 2,896 2,914 2,896 45 63
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -400)
-400 0 0 0 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.0 0.0 83.3 97.9 98.5 97.9 1.5 2.1
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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,836
COMMITMENTS
1,632 6,588 9,099 15,129 9,325 25,860 25,012 2,976 3,824
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 153)
-252 -887 150 733 650 631 -87 -478 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 22.8 31.6 52.5 32.3 89.7 86.7 10.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 9 9 10 10 20 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,007
COMMITMENTS
14,009 9,318 806 7,871 12,325 22,686 22,449 1,321 1,558
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -197)
53 221 114 -362 -628 -195 -293 -2 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 38.8 3.4 32.8 51.3 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
54 52 9 24 31 82 91
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,074
COMMITMENTS
37,101 18,574 1,313 9,152 30,579 47,566 50,466 6,508 3,608
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 828)
581 1,009 154 -285 -671 450 492 378 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 34.3 2.4 16.9 56.6 88.0 93.3 12.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
100 48 18 25 33 133 94
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,486
COMMITMENTS
95,728 24,717 33,997 115,288 200,044 245,013 258,758 23,473 9,728
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,529)
4,078 1,026 -2,867 6,468 11,303 7,679 9,462 850 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 9.2 12.7 42.9 74.5 91.3 96.4 8.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
77 21 51 73 90 170 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,389
COMMITMENTS
6,659 0 93 4,602 10,810 11,354 10,903 4,035 4,486
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 467)
42 0 30 58 248 130 278 337 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 0.0 0.6 29.9 70.2 73.8 70.8 26.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 0 2 9 18 15 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,645
COMMITMENTS
62 3,067 300 9,149 6,098 9,511 9,465 134 180
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 439)
0 164 50 464 300 514 514 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 31.8 3.1 94.9 63.2 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 31 24 33 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,915
COMMITMENTS
1,518 25 0 41,139 42,807 42,657 42,832 258 83
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 191)
218 0 0 70 191 288 191 -97 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.1 0.0 95.9 99.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 0 40 32 44 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,614
COMMITMENTS
590 0 0 27,874 28,614 28,464 28,614 150 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 750)
200 0 0 550 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.0 97.4 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 19 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,330
COMMITMENTS
450 6,310 150 13,550 7,820 14,150 14,280 180 50
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 500)
0 200 0 500 250 500 450 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 44.0 1.0 94.6 54.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 20 29 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,272
COMMITMENTS
2,538 5,952 5,409 35,220 31,781 43,167 43,142 105 130
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,824)
627 442 146 2,019 2,236 2,792 2,824 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 13.8 12.5 81.4 73.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 6 45 44 56 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,729
COMMITMENTS
196 4,686 21 8,213 4,001 8,430 8,708 299 21
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 63)
0 64 0 63 -1 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 53.7 0.2 94.1 45.8 96.6 99.8 3.4 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,953
COMMITMENTS
1,829 2,017 585 9,416 9,042 11,830 11,644 123 309
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 589)
254 59 34 313 496 601 589 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 16.9 4.9 78.8 75.6 99.0 97.4 1.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 3 26 25 33 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,356
COMMITMENTS
10,188 1,852 320 14,931 23,677 25,439 25,849 917 507
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,217)
90 -50 100 1,027 1,167 1,217 1,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 7.0 1.2 56.7 89.8 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 5 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,719
COMMITMENTS
2,110 286 3,775 15,618 17,633 21,503 21,694 216 25
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 720)
720 0 0 0 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 1.3 17.4 71.9 81.2 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 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,114
COMMITMENTS
1,328 1,550 317 19,190 18,840 20,835 20,707 2,279 2,407
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 958)
-24 1,238 110 855 1,034 941 2,382 17 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.7 1.4 83.0 81.5 90.1 89.6 9.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 18 23 21 27
Updated August 17, 2012