IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,474
COMMITMENTS
130 2,152 2,876 92,468 90,446 95,474 95,474 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 768)
0 175 -175 943 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.3 3.0 96.9 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 3 10 13 16 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,021
COMMITMENTS
0 1,435 988 38,646 37,548 39,634 39,971 387 50
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -7,116)
-699 690 -542 -5,810 -7,211 -7,051 -7,063 -65 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 2.5 96.6 93.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 2 36 37 38 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,866
COMMITMENTS
0 80 0 6,669 6,566 6,669 6,646 197 220
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,386)
0 80 0 -3,336 -3,620 -3,336 -3,540 -50 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 97.1 95.6 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 23 20 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,687
COMMITMENTS
383 205 651 11,521 11,918 12,555 12,774 1,132 913
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,887)
-165 -154 37 -1,597 -1,595 -1,725 -1,712 -162 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.5 4.8 84.2 87.1 91.7 93.3 8.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 4 36 40 40 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,338
COMMITMENTS
323 175 356 5,025 5,059 5,704 5,590 634 748
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,174)
-126 95 -120 -847 -1,085 -1,093 -1,110 -81 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 2.8 5.6 79.3 79.8 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 5 40 44 46 52
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,850
COMMITMENTS
0 0 0 5,362 5,382 5,362 5,382 488 468
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -774)
0 -50 -5 -757 -646 -762 -701 -12 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.7 92.0 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,155
COMMITMENTS
105 658 19 5,337 5,200 5,461 5,877 694 278
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,157)
0 72 -271 -871 -972 -1,142 -1,171 -15 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 10.7 0.3 86.7 84.5 88.7 95.5 11.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 26 23 28
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,826
COMMITMENTS
180 57 43 1,258 1,427 1,481 1,527 345 299
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -830)
45 5 -45 -754 -730 -754 -770 -76 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 3.1 2.4 68.9 78.1 81.1 83.6 18.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 17 17 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,725
COMMITMENTS
0 0 0 5,548 5,695 5,548 5,695 177 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,103)
0 0 0 -3,211 -3,103 -3,211 -3,103 108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.9 99.5 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,163
COMMITMENTS
0 231 150 8,652 8,745 8,802 9,126 361 37
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -266)
0 -73 0 -209 -198 -209 -271 -57 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 1.6 94.4 95.4 96.1 99.6 3.9 0.4
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,883
COMMITMENTS
0 395 213 22,610 22,275 22,823 22,883 60 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,007)
0 -1,014 -1 -2,986 -1,992 -2,987 -3,007 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 0.9 98.8 97.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 25 27 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 322,021
COMMITMENTS
53,870 29,073 55,702 171,192 215,471 280,764 300,246 41,257 21,775
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,491)
3,889 -5,343 2,760 -11,051 -2,117 -4,402 -4,700 -2,089 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 9.0 17.3 53.2 66.9 87.2 93.2 12.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
47 28 47 74 79 150 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,743
COMMITMENTS
83 7,259 404 10,210 2,983 10,697 10,646 46 97
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,874)
35 -142 25 -2,928 -2,710 -2,868 -2,827 -6 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 67.6 3.8 95.0 27.8 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 5 33 24 39 35
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680
COMMITMENTS
375 1,500 75 15,230 14,075 15,680 15,650 0 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,095)
-130 0 0 -965 -1,095 -1,095 -1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 9.6 0.5 97.1 89.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 22 23 24
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,841
COMMITMENTS
525 150 0 17,649 17,858 18,174 18,008 667 833
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 146)
0 0 0 234 -178 234 -178 -88 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.8 0.0 93.7 94.8 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 25 20 27 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,147,792
COMMITMENTS
251,022 304,927 425,702 395,929 379,208 1072653 1109837 75,139 37,955
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 80,716)
18,066 -21,572 53,761 5,780 49,179 77,607 81,368 3,109 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 26.6 37.1 34.5 33.0 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
128 106 144 78 66 300 242
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,487
COMMITMENTS
26,441 48,273 18,136 51,552 31,807 96,129 98,216 3,358 1,271
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,416)
7,483 6,562 -12,482 -5,914 -3,818 -10,913 -9,738 497 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 48.5 18.2 51.8 32.0 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 8 14 19 19 36 33
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,490,757
COMMITMENTS
489,473 62,873 689,523 1278919 1716217 2457915 2468613 32,842 22,144
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -96,350)
-14,455 -60,864 -400 -86,277 -38,361 -101,132 -99,625 4,782 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 2.5 27.7 51.3 68.9 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 17 41 89 83 137 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,791
COMMITMENTS
73,175 167,518 232,705 687,706 596,765 993,586 996,988 8,205 4,803
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -234,153)
-89,095 18,923 -80,916 -69,088 -174,636 -239,099 -236,629 4,946 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 16.7 23.2 68.6 59.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 21 32 40 38 82 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,895
COMMITMENTS
855 0 90 5,125 6,045 6,070 6,135 825 760
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 195)
270 0 90 -120 110 240 200 -45 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 0.0 1.3 74.3 87.7 88.0 89.0 12.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 13 17 16 18
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 7,924
COMMITMENTS
410 630 70 7,303 7,011 7,783 7,711 141 213
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 8.0 0.9 92.2 88.5 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 14 16 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,711
COMMITMENTS
6,081 9,358 3,308 7,867 4,046 17,256 16,712 455 999
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 418)
-41 1,345 -338 702 -554 323 453 95 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 52.8 18.7 44.4 22.8 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 15 19 10 9 30 32
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,170
COMMITMENTS
3,555 3,845 1,740 3,550 2,950 8,845 8,535 325 635
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -15)
85 -735 90 -125 655 50 10 -65 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 41.9 19.0 38.7 32.2 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 11 13 8 7 23 22
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,831
COMMITMENTS
1,946 1,788 252 12,440 12,399 14,638 14,439 193 392
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,496)
106 -222 -193 -5,480 -5,234 -5,567 -5,649 71 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 12.1 1.7 83.9 83.6 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 5 5 32 36 42 44
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,940
COMMITMENTS
259 0 123 1,810 2,276 2,192 2,399 748 541
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -346)
51 0 -27 -432 -304 -408 -331 62 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 4.2 61.6 77.4 74.6 81.6 25.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 16 16 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,666
COMMITMENTS
78 578 30 958 706 1,066 1,314 600 352
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -180)
49 -8 4 -273 -123 -220 -127 40 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 34.7 1.8 57.5 42.4 64.0 78.9 36.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 14 22 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,871
COMMITMENTS
2,531 747 5,444 49,662 51,375 57,637 57,566 1,234 1,305
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,555)
-2,368 75 90 66 -2,946 -2,212 -2,781 -343 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.3 9.2 84.4 87.3 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 32 30 38 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,686
COMMITMENTS
1,194 56 1,980 11,330 13,052 14,504 15,088 1,182 598
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -525)
160 56 -196 -549 -539 -585 -679 60 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.4 12.6 72.2 83.2 92.5 96.2 7.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,289
COMMITMENTS
0 1,506 128 6,796 5,362 6,924 6,996 1,365 1,293
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -116)
0 348 -10 42 -500 32 -162 -148 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.2 1.5 82.0 64.7 83.5 84.4 16.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 15 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,107
COMMITMENTS
3,390 440 310 7,693 10,989 11,393 11,739 714 368
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -588)
-102 0 0 -355 -583 -457 -583 -131 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 3.6 2.6 63.5 90.8 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 20 19 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,461
COMMITMENTS
330 1,480 658 17,204 17,243 18,192 19,381 2,269 1,080
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,452)
-76 -200 0 -1,164 -1,210 -1,240 -1,410 -212 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 7.2 3.2 84.1 84.3 88.9 94.7 11.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 23 23 26 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,554
COMMITMENTS
1,290 0 120 5,649 7,043 7,059 7,163 1,495 1,391
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -375)
46 0 -66 -245 -328 -265 -394 -110 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.0 1.4 66.0 82.3 82.5 83.7 17.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,428
COMMITMENTS
1,186 2,144 1,690 7,805 7,653 10,681 11,487 1,747 941
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 791)
-1,502 -8 1,430 790 -572 718 850 73 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 17.3 13.6 62.8 61.6 85.9 92.4 14.1 7.6
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,896
COMMITMENTS
248 2,270 796 9,111 8,364 10,155 11,430 1,741 466
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -434)
30 -288 -44 -397 -182 -411 -514 -23 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 19.1 6.7 76.6 70.3 85.4 96.1 14.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,250
COMMITMENTS
0 0 0 55,250 55,250 55,250 55,250 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,287)
0 0 0 -2,949 -3,287 -2,949 -3,287 -338 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: 28)
0 0 0 20 15 20 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 906,113
COMMITMENTS
0 0 0 906,113 906,113 906,113 906,113 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -41,600)
0 0 0 -41,600 -41,600 -41,600 -41,600 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 17 20 17 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250
COMMITMENTS
0 0 0 78,995 79,079 78,995 79,079 255 171
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,118)
0 0 0 -6,118 -6,099 -6,118 -6,099 0 -19
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226
COMMITMENTS
0 0 0 1058226 1058226 1058226 1058226 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -115,232)
0 0 0 -115,232 -115,232 -115,232 -115,232 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: 34)
0 0 0 18 23 18 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,297
COMMITMENTS
5,520 0 4,900 49,622 55,397 60,042 60,297 255 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,687)
1,575 0 -2,090 -2,172 -597 -2,687 -2,687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 8.1 82.3 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406
COMMITMENTS
39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -66,560)
936 -2,080 -2,496 -65,000 -61,984 -66,560 -66,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,390
COMMITMENTS
0 3,593 0 45,326 41,287 45,326 44,880 64 510
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,214)
0 -19 0 -3,195 -3,195 -3,195 -3,214 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 99.9 91.0 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,546
COMMITMENTS
640 5,420 0 37,396 33,126 38,036 38,546 510 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,442)
-190 -95 0 -1,233 -1,347 -1,423 -1,442 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 14.1 0.0 97.0 85.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,319
COMMITMENTS
7,104 0 1,805 15,410 22,514 24,319 24,319 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,812)
-1,539 0 0 -1,273 -2,812 -2,812 -2,812 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 0.0 7.4 63.4 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,464
COMMITMENTS
192 1,759 0 13,420 12,577 13,612 14,336 852 128
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -608)
-57 19 -19 -513 -570 -589 -570 -19 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 12.2 0.0 92.8 87.0 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 13 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -69,171)
0 -9,152 0 -69,171 -60,019 -69,171 -69,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,873
COMMITMENTS
11,850 126,970 0 902,023 786,903 913,873 913,873 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -37,232)
-4,160 4,160 -4,160 -28,912 -37,232 -37,232 -37,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 13.9 0.0 98.7 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 17 17 18
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,101
COMMITMENTS
72,490 461 82,950 299,661 371,690 455,101 455,101 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -48,672)
-23,251 461 -4,621 -20,800 -44,512 -48,672 -48,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.1 18.2 65.8 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 13 16 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,215
COMMITMENTS
2,175 0 0 30,549 32,865 32,724 32,865 491 350
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 564)
0 0 0 521 578 521 578 43 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 0.0 92.0 98.9 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 38 38 38
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,395
COMMITMENTS
156 675 46 8,897 8,251 9,099 8,972 296 423
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -669)
-52 0 0 -608 -587 -660 -587 -9 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 7.2 0.5 94.7 87.8 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,295
COMMITMENTS
930 0 0 10,155 11,221 11,085 11,221 210 74
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -532)
-65 0 0 -589 -539 -654 -539 122 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 0.0 89.9 99.3 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,865
COMMITMENTS
138 25 0 4,316 4,643 4,454 4,668 411 197
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -467)
0 0 0 -531 -531 -531 -531 64 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.5 0.0 88.7 95.4 91.6 96.0 8.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,556,877
COMMITMENTS
366,395 150,515 448,318 665,573 889,358 1480286 1488191 76,591 68,686
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,014)
-8,267 7,150 7,864 1,730 -19,216 1,327 -4,202 -313 5,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 9.7 28.8 42.8 57.1 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
115 96 155 96 104 293 294
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,949
COMMITMENTS
55,338 15,209 750 74,502 104,135 130,590 120,094 46,359 56,855
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,017)
-8,099 -2,249 -1,066 -5,680 -12,868 -14,845 -16,183 4,828 6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 8.6 0.4 42.1 58.9 73.8 67.9 26.2 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 4 16 16 22 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,133
COMMITMENTS
2,440 100 775 24,843 27,183 28,058 28,058 75 75
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,182)
42 -30 -170 -1,029 -957 -1,157 -1,157 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.4 2.8 88.3 96.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 23 26 27 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,542
COMMITMENTS
6,302 10,854 3,621 73,503 67,643 83,426 82,118 3,116 4,424
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,302)
236 907 -1,657 -1,459 -2,172 -2,880 -2,922 -422 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 12.5 4.2 84.9 78.2 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 7 8 22 19 32 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,018
COMMITMENTS
3,056 1,748 2,876 32,566 33,613 38,498 38,237 2,520 2,781
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,685)
-391 0 -1,474 155 -585 -1,710 -2,059 25 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 4.3 7.0 79.4 81.9 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 3 14 14 19 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,953
COMMITMENTS
0 3,491 474 37,034 30,204 37,508 34,169 23,445 26,784
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,518)
-591 -952 0 -4,327 -2,978 -4,918 -3,930 -600 -1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 0.8 60.8 49.6 61.5 56.1 38.5 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 16 16 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,480
COMMITMENTS
750 640 150 2,535 2,690 3,435 3,480 45 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -579)
-200 -59 0 -379 -520 -579 -579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 18.4 4.3 72.8 77.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 10 11 12 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,834
COMMITMENTS
3,029 6,170 8,682 13,458 11,421 25,169 26,273 4,665 3,561
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -816)
152 -156 -575 -1,229 60 -1,652 -671 836 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 20.7 29.1 45.1 38.3 84.4 88.1 15.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 9 8 12 14 22 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,458
COMMITMENTS
14,684 2,905 222 3,315 16,687 18,221 19,814 2,237 644
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 401)
-58 81 -13 421 285 350 353 51 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 14.2 1.1 16.2 81.6 89.1 96.9 10.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
74 18 6 21 35 99 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 60,889
COMMITMENTS
48,002 5,882 667 5,345 52,426 54,014 58,975 6,875 1,914
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,065)
3,229 -168 -368 -341 2,723 2,520 2,187 -455 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 9.7 1.1 8.8 86.1 88.7 96.9 11.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
99 22 13 21 37 127 67
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,184
COMMITMENTS
113,684 37,856 35,347 104,774 193,329 253,805 266,532 23,379 10,652
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -13,930)
141 -1,390 2,488 -17,081 -13,286 -14,452 -12,188 522 -1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 13.7 12.8 37.8 69.7 91.6 96.2 8.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
82 23 51 77 85 182 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,398
COMMITMENTS
7,004 156 1,199 9,846 15,763 18,049 17,118 2,349 3,280
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -722)
-3,013 156 951 2,055 -1,512 -7 -405 -715 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 0.8 5.9 48.3 77.3 88.5 83.9 11.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 13 19 17 22
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,732
COMMITMENTS
500 465 135 7,067 7,132 7,702 7,732 30 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 6.0 1.7 91.4 92.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 10 10 15 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,669
COMMITMENTS
102 6,389 289 11,278 4,826 11,669 11,504 0 165
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,230)
-54 -91 0 -2,056 -2,163 -2,110 -2,254 -120 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 54.8 2.5 96.6 41.4 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 3 31 22 34 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,536
COMMITMENTS
2,206 150 0 42,124 44,356 44,330 44,506 206 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -8,255)
-202 0 0 -7,991 -8,217 -8,193 -8,217 -62 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.3 0.0 94.6 99.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 1 0 46 28 51 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,483
COMMITMENTS
338 0 0 9,935 10,483 10,273 10,483 210 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,535)
-152 0 0 -6,373 -6,535 -6,525 -6,535 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.0 94.8 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 16 11 18 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,460
COMMITMENTS
450 4,025 150 10,680 7,285 11,280 11,460 180 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,030)
0 -955 0 -2,030 -1,075 -2,030 -2,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 35.1 1.3 93.2 63.6 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 25 19 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,430
COMMITMENTS
5,107 5,743 9,445 35,611 35,130 50,163 50,318 267 112
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,276)
698 386 -973 -3,071 -2,742 -3,346 -3,329 70 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.4 18.7 70.6 69.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 2 5 44 40 53 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,596
COMMITMENTS
1,900 3,047 728 10,879 9,581 13,507 13,356 89 240
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,630)
333 -513 163 -2,122 -1,229 -1,626 -1,579 -4 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 22.4 5.4 80.0 70.5 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 23 20 29 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,634
COMMITMENTS
7,804 1,216 584 11,247 17,922 19,635 19,722 999 912
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,358)
-1,176 -80 -232 -1,978 -3,398 -3,386 -3,710 28 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 5.9 2.8 54.5 86.9 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 4 25 27 32 33
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,550
COMMITMENTS
4,390 2,724 201 20,016 19,288 24,607 22,213 943 3,337
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,199)
60 75 -173 -3,724 -4,876 -3,837 -4,974 -362 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 10.7 0.8 78.3 75.5 96.3 86.9 3.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 17 22 19 24
Updated October 5, 2012