IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 91,842
COMMITMENTS
6,432 766 3,971 81,388 87,051 91,791 91,788 51 54
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.8 4.3 88.6 94.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 3 9 13 14 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,477
COMMITMENTS
1,297 546 596 44,105 45,163 45,998 46,305 479 172
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,756)
108 -24 14 1,705 1,622 1,827 1,612 -71 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.2 1.3 94.9 97.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 4 2 41 44 43 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,771
COMMITMENTS
0 330 0 12,531 12,353 12,531 12,683 240 88
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 337)
0 330 0 357 32 357 362 -20 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.0 98.1 96.7 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 25 29 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,291
COMMITMENTS
259 363 833 13,895 13,904 14,987 15,100 1,304 1,191
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 465)
88 67 51 205 182 344 300 121 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.2 5.1 85.3 85.3 92.0 92.7 8.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 38 41 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,775
COMMITMENTS
671 65 275 6,047 6,652 6,993 6,992 782 783
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 482)
8 -5 72 289 283 369 350 113 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.8 3.5 77.8 85.6 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 6 45 47 52 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,168
COMMITMENTS
0 150 0 6,668 6,307 6,668 6,457 500 711
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 217)
0 5 0 202 234 202 239 15 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 93.0 88.0 93.0 90.1 7.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 21 22 21 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,851
COMMITMENTS
0 738 395 5,573 5,401 5,968 6,534 883 317
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 757)
0 70 25 665 600 690 695 67 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.8 5.8 81.3 78.8 87.1 95.4 12.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 1 21 25 22 29
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,613
COMMITMENTS
40 79 79 2,196 1,930 2,315 2,088 298 525
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 308)
20 -15 5 293 293 318 283 -10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 3.0 3.0 84.0 73.9 88.6 79.9 11.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 21 18 25 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,956
COMMITMENTS
215 0 61 2,151 2,259 2,427 2,320 529 636
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 160)
72 0 4 102 72 178 76 -18 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 2.1 72.8 76.4 82.1 78.5 17.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 25 23 27 24
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,708
COMMITMENTS
0 0 0 11,639 11,678 11,639 11,678 69 30
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 127)
0 0 0 127 127 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 99.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,728
COMMITMENTS
0 377 150 8,119 8,160 8,269 8,687 459 41
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 168)
0 0 0 136 158 136 158 32 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 1.7 93.0 93.5 94.7 99.5 5.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,820
COMMITMENTS
0 1,825 75 22,595 20,920 22,670 22,820 150 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,629)
0 -10 0 1,579 1,639 1,579 1,629 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 0.3 99.0 91.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 30 26 31 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 331,284
COMMITMENTS
51,468 37,307 46,928 186,163 220,985 284,559 305,220 46,725 26,064
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 14,029)
4,721 1,908 888 6,565 10,311 12,174 13,107 1,855 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.3 14.2 56.2 66.7 85.9 92.1 14.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
45 28 35 68 72 137 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,870
COMMITMENTS
134 6,033 279 15,346 9,465 15,759 15,777 111 93
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,589)
0 1,178 0 1,600 402 1,600 1,580 -11 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 38.0 1.8 96.7 59.6 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 7 4 42 39 46 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,180
COMMITMENTS
505 1,860 180 16,495 15,110 17,180 17,150 0 30
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -430)
-65 360 -20 -345 -770 -430 -430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 10.8 1.0 96.0 88.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 22 26 25 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,975
COMMITMENTS
50 705 1,475 10,450 9,795 11,975 11,975 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,305)
-925 100 -100 -1,280 -2,305 -2,305 -2,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.9 12.3 87.3 81.8 100.0 100.0 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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,352
COMMITMENTS
420 824 85 2,381 2,024 2,886 2,933 466 419
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -6)
0 0 0 0 -27 0 -27 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 24.6 2.5 71.0 60.4 86.1 87.5 13.9 12.5
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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,461
COMMITMENTS
525 150 0 14,785 16,133 15,310 16,283 1,151 178
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 988)
0 0 0 1,112 1,112 1,112 1,112 -124 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.9 0.0 89.8 98.0 93.0 98.9 7.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 20 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,101,920
COMMITMENTS
246,921 337,313 382,360 398,664 334,429 1027945 1054102 73,975 47,818
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 21,506)
-6,868 4,673 23,436 2,940 -13,793 19,508 14,316 1,998 7,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 30.6 34.7 36.2 30.3 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
106 106 141 73 62 263 239
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| 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 17,684 25,404 22,242 2,932 6,094
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -240 0 -240 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 12.9 3.2 85.4 62.4 89.7 78.5 10.3 21.5
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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,161
COMMITMENTS
15,245 44,178 20,274 53,347 26,026 88,866 90,478 3,295 1,683
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -9,460)
396 -6,975 681 -10,178 -2,954 -9,101 -9,248 -359 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 47.9 22.0 57.9 28.2 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 9 11 19 20 33 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,159
COMMITMENTS
0 355 2,036 46,033 42,314 48,069 44,705 4,090 7,454
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,918)
0 -2 -146 -4,226 -3,974 -4,372 -4,122 -546 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 3.9 88.3 81.1 92.2 85.7 7.8 14.3
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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,567,405
COMMITMENTS
508,884 90,366 714,259 1315936 1742324 2539079 2546949 28,326 20,456
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -114,970)
6,016 -21,085 -38,449 -81,206 -54,372 -113,639 -113,906 -1,331 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 3.5 27.8 51.3 67.9 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
37 13 41 93 82 141 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,155,943
COMMITMENTS
118,728 102,264 312,830 720,561 738,423 1152119 1153517 3,824 2,426
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -157,765)
-92,806 -197 -30,914 -33,625 -126,795 -157,345 -157,906 -420 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.8 27.1 62.3 63.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 21 31 41 39 83 71
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,460
COMMITMENTS
495 0 0 5,200 5,485 5,695 5,485 765 975
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -605)
-510 -165 -60 -35 -620 -605 -845 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.0 80.5 84.9 88.2 84.9 11.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 15 15 15
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,884
COMMITMENTS
4,998 7,558 3,401 5,830 3,121 14,229 14,080 655 804
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 509)
200 185 -71 435 300 564 414 -55 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 50.8 22.9 39.2 21.0 95.6 94.6 4.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 16 17 7 6 25 26
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,585
COMMITMENTS
2,990 2,055 1,595 1,625 2,320 6,210 5,970 375 615
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 225)
0 -180 155 70 105 225 80 0 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 31.2 24.2 24.7 35.2 94.3 90.7 5.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 10 12 6 6 19 20
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,916
COMMITMENTS
1,462 2,031 369 16,907 16,197 18,738 18,597 178 319
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,355)
0 -326 44 -4,320 -4,032 -4,276 -4,314 -79 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 10.7 2.0 89.4 85.6 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 5 6 32 42 42 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,985
COMMITMENTS
222 0 165 1,812 2,112 2,199 2,277 786 708
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 165)
41 0 39 131 110 211 149 -46 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 5.5 60.7 70.8 73.7 76.3 26.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 20 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,110
COMMITMENTS
86 415 97 1,395 1,263 1,578 1,775 532 335
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 210)
14 107 -29 292 258 277 336 -67 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 19.7 4.6 66.1 59.9 74.8 84.1 25.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 25 27 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,889
COMMITMENTS
5,407 376 4,874 48,403 53,606 58,684 58,856 1,205 1,033
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -6,687)
-4,514 147 -163 -1,825 -6,641 -6,502 -6,657 -185 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.6 8.1 80.8 89.5 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 3 34 31 40 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,755
COMMITMENTS
1,058 222 2,012 11,471 12,985 14,541 15,219 1,214 536
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,005)
490 -544 -330 -1,071 -97 -911 -971 -94 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 1.4 12.8 72.8 82.4 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 18 23 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,991
COMMITMENTS
0 1,278 18 6,240 5,416 6,258 6,712 1,733 1,279
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -603)
-264 -22 -18 -431 -473 -713 -513 110 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.0 0.2 78.1 67.8 78.3 84.0 21.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 15 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,721
COMMITMENTS
3,652 440 430 7,778 11,382 11,860 12,252 861 469
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -591)
44 40 -226 -459 -607 -641 -793 50 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 3.5 3.4 61.1 89.5 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 20 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,565
COMMITMENTS
406 1,680 658 18,220 18,317 19,284 20,655 2,281 910
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,451)
-26 -200 0 -1,410 -1,261 -1,436 -1,461 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 7.8 3.1 84.5 84.9 89.4 95.8 10.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 25 29 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,543
COMMITMENTS
1,364 0 66 5,598 6,961 7,028 7,027 1,515 1,516
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -456)
50 0 -50 -481 -323 -481 -373 25 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 0.0 0.8 65.5 81.5 82.3 82.3 17.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 16 17 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,435
COMMITMENTS
3,120 2,422 128 6,945 8,165 10,193 10,715 1,242 720
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -704)
-110 -104 -26 -410 -504 -546 -634 -158 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 21.2 1.1 60.7 71.4 89.1 93.7 10.9 6.3
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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,006
COMMITMENTS
218 2,154 840 9,664 8,646 10,722 11,640 1,284 366
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -570)
-80 -472 0 -885 -176 -965 -648 395 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 17.9 7.0 80.5 72.0 89.3 97.0 10.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,238
COMMITMENTS
0 0 0 52,900 53,238 52,900 53,238 338 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,583)
0 0 0 -3,921 -3,583 -3,921 -3,583 338 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 16 20 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 893,481
COMMITMENTS
0 0 0 893,481 893,481 893,481 893,481 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -42,065)
0 0 0 -42,065 -42,065 -42,065 -42,065 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 16 17 16 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,368
COMMITMENTS
0 0 0 85,113 85,178 85,113 85,178 255 190
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -8,349)
0 0 0 -8,349 -8,326 -8,349 -8,326 0 -23
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 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,173,458
COMMITMENTS
0 0 0 1173458 1173458 1173458 1173458 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -113,176)
-1,880 0 0 -111,296 -113,176 -113,176 -113,176 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,709
COMMITMENTS
1,975 580 7,685 51,794 53,444 61,454 61,709 255 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,334)
-1,134 445 -1,605 -1,850 -3,174 -4,589 -4,334 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.9 12.5 83.9 86.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 27 21 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,227,214
COMMITMENTS
38,805 107,530 15,387 1173022 1104297 1227214 1227214 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -62,416)
-1,504 -3,760 -2,256 -58,656 -56,400 -62,416 -62,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.8 1.3 95.6 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,232
COMMITMENTS
0 3,750 0 48,149 43,972 48,149 47,722 83 510
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,228)
0 -184 0 -3,205 -3,044 -3,205 -3,228 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 99.8 91.2 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,968
COMMITMENTS
830 5,515 0 37,609 33,453 38,439 38,968 529 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,315)
-230 -115 0 -2,062 -2,200 -2,292 -2,315 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 14.2 0.0 96.5 85.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 16 20 17 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,641
COMMITMENTS
11,193 0 530 13,918 24,856 25,641 25,386 0 255
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,657)
-2,116 0 0 -1,541 -3,912 -3,657 -3,912 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 0.0 2.1 54.3 96.9 100.0 99.0 0.0 1.0
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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,817
COMMITMENTS
249 1,577 19 13,678 13,055 13,946 14,651 871 166
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,219)
-69 -115 0 -1,127 -1,058 -1,196 -1,173 -23 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 10.6 0.1 92.3 88.1 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,220
COMMITMENTS
0 46,785 23,400 767,820 721,035 791,220 791,220 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -50,680)
0 -6,392 0 -50,680 -44,288 -50,680 -50,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 3.0 97.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 935,820
COMMITMENTS
16,010 122,810 4,160 915,650 808,850 935,820 935,820 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -43,048)
-3,760 3,760 -3,760 -35,528 -43,048 -43,048 -43,048 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 13.1 0.4 97.8 86.4 100.0 100.0 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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 500,805
COMMITMENTS
101,666 0 87,571 311,568 413,234 500,805 500,805 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -47,376)
-25,192 0 0 -22,184 -47,376 -47,376 -47,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.0 17.5 62.2 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,654
COMMITMENTS
1,856 0 0 30,295 32,232 32,151 32,232 503 422
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,185)
-176 0 0 1,361 1,185 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 92.8 98.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 35 38 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,125
COMMITMENTS
660 0 0 4,262 4,889 4,922 4,889 203 236
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -936)
0 0 0 -969 -882 -969 -882 33 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 0.0 83.2 95.4 96.0 95.4 4.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,080
COMMITMENTS
293 1,275 46 8,466 7,359 8,805 8,680 275 400
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -473)
10 0 -10 -503 -380 -503 -390 30 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 14.0 0.5 93.2 81.0 97.0 95.6 3.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 21 27 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,281
COMMITMENTS
755 0 0 9,240 9,839 9,995 9,839 286 442
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -598)
-65 0 0 -519 -556 -584 -556 -14 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 89.9 95.7 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 21 20 21
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,204
COMMITMENTS
132 25 0 4,740 5,055 4,872 5,080 332 124
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -482)
0 25 0 -435 -507 -435 -482 -47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.5 0.0 91.1 97.1 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 17 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,531,823
COMMITMENTS
374,147 135,555 426,796 652,677 901,929 1453620 1464280 78,203 67,543
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 20,509)
-5,483 5,187 11,434 5,851 1,924 11,802 18,545 8,707 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 8.8 27.9 42.6 58.9 94.9 95.6 5.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
123 92 152 87 95 279 286
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,644
COMMITMENTS
57,243 18,133 1,665 81,619 108,360 140,527 128,158 40,117 52,486
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -9,633)
-1,474 -1,555 301 -8,303 -11,086 -9,476 -12,340 -157 2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 10.0 0.9 45.2 60.0 77.8 70.9 22.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 5 17 19 25 27
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,678
COMMITMENTS
1,726 445 200 16,727 18,008 18,653 18,653 25 25
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -886)
0 -895 0 -779 99 -779 -796 -107 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 2.4 1.1 89.6 96.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 21 23 26 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,897
COMMITMENTS
6,292 10,714 7,589 76,752 70,384 90,633 88,687 3,264 5,210
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 563)
106 0 901 -354 -273 653 628 -90 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 11.4 8.1 81.7 75.0 96.5 94.5 3.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 10 21 19 33 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,577
COMMITMENTS
4,878 2,198 6,877 32,794 35,515 44,549 44,590 2,028 1,987
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 196)
-117 50 392 -136 -203 139 239 57 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 4.7 14.8 70.4 76.3 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 5 16 16 23 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,648
COMMITMENTS
734 417 150 2,653 3,015 3,537 3,582 111 66
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 290)
284 0 150 -210 140 224 290 66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 11.4 4.1 72.7 82.6 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 12 11 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,216
COMMITMENTS
2,763 4,843 8,860 12,540 10,378 24,163 24,081 4,053 4,135
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -460)
-341 -1,708 -198 -250 1,301 -789 -605 329 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 17.2 31.4 44.4 36.8 85.6 85.3 14.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 8 8 10 10 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,901
COMMITMENTS
13,330 4,939 222 4,584 13,904 18,136 19,065 1,765 836
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,829)
-11 -599 -520 -1,373 -586 -1,904 -1,705 75 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 24.8 1.1 23.0 69.9 91.1 95.8 8.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
61 30 7 20 32 86 67
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,977
COMMITMENTS
40,880 10,397 606 6,496 41,053 47,982 52,056 6,995 2,921
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 519)
810 -1,010 -239 -457 1,425 114 176 405 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 18.9 1.1 11.8 74.7 87.3 94.7 12.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
94 30 15 21 38 123 78
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,399
COMMITMENTS
107,315 40,150 31,944 119,300 201,444 258,559 273,538 25,840 10,861
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 9,202)
2,790 5,070 1,840 4,417 4,650 9,047 11,560 155 -2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 14.1 11.2 41.9 70.8 90.9 96.2 9.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
89 20 53 67 84 178 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,815
COMMITMENTS
7,163 0 47 4,944 11,486 12,154 11,533 3,661 4,282
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,380)
-1,368 0 -36 -532 -1,800 -1,936 -1,836 -444 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 0.0 0.3 31.3 72.6 76.9 72.9 23.1 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 2 10 17 15 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,623
COMMITMENTS
0 0 0 22,959 21,855 22,959 21,855 664 1,768
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 92.5 97.2 92.5 2.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,495
COMMITMENTS
7,211 1,200 2,403 11,805 17,046 21,419 20,649 1,076 1,846
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,140)
1,791 0 -1,147 -2,527 441 -1,883 -706 -257 -1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.3 10.7 52.5 75.8 95.2 91.8 4.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 12 17 14 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,988
COMMITMENTS
62 5,515 348 13,458 7,984 13,868 13,847 120 141
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,293)
0 972 35 1,258 286 1,293 1,293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 39.4 2.5 96.2 57.1 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 36 30 40 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,523
COMMITMENTS
1,818 0 0 43,447 45,440 45,265 45,440 258 83
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,208)
0 0 0 2,303 2,208 2,303 2,208 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 0.0 95.4 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 0 0 41 30 45 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,651
COMMITMENTS
590 0 0 26,911 27,651 27,501 27,651 150 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,848)
0 0 0 -3,848 -3,848 -3,848 -3,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.0 97.3 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 24 20 26 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,005
COMMITMENTS
450 6,760 150 14,225 8,095 14,825 15,005 180 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 575)
0 400 0 575 275 575 675 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 45.1 1.0 94.8 53.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 28 20 30 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,382
COMMITMENTS
2,625 6,900 5,491 34,106 29,905 42,222 42,296 160 86
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,112)
82 827 -926 -3,266 -3,899 -4,110 -3,998 -2 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 16.3 13.0 80.5 70.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 5 6 46 43 55 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,631
COMMITMENTS
135 2,884 71 7,181 4,595 7,387 7,550 244 81
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,407)
39 -1,552 -50 -1,341 135 -1,352 -1,467 -55 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 37.8 0.9 94.1 60.2 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 13 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,759
COMMITMENTS
1,656 1,999 340 9,691 9,131 11,687 11,470 72 289
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,924)
-132 -974 -227 -1,460 -703 -1,819 -1,904 -105 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 17.0 2.9 82.4 77.7 99.4 97.5 0.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 27 24 31 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,385
COMMITMENTS
8,576 1,446 314 13,644 21,065 22,534 22,825 851 560
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,044)
-1,819 -35 19 -1,181 -2,866 -2,981 -2,882 -63 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 6.2 1.3 58.3 90.1 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 4 27 32 35 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,769
COMMITMENTS
2,710 286 3,775 16,068 18,683 22,553 22,744 216 25
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 1.3 16.6 70.6 82.1 99.1 99.9 0.9 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 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,380
COMMITMENTS
3,609 812 244 20,289 21,846 24,142 22,902 1,238 2,478
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -575)
188 -687 1 -245 243 -56 -443 -519 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 3.2 1.0 79.9 86.1 95.1 90.2 4.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 17 22 23 25
Updated September 4, 2012