GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,857
COMMITMENTS
672 243 920 35,600 36,516 37,192 37,679 665 178
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -7,970)
-1,050 -2 -100 -6,906 -7,984 -8,056 -8,086 86 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 2.4 94.0 96.5 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 2 33 39 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,538
COMMITMENTS
0 0 0 15,255 15,434 15,255 15,434 283 104
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,664)
0 0 0 -3,685 -3,684 -3,685 -3,684 21 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 26 19 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,542
COMMITMENTS
231 153 935 11,260 11,391 12,426 12,479 1,116 1,063
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,073)
-94 -141 -45 -1,962 -1,892 -2,101 -2,078 28 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.1 6.9 83.1 84.1 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 5 39 43 44 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,850
COMMITMENTS
577 45 38 5,530 6,159 6,145 6,242 705 608
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,793)
170 -24 -317 -1,634 -1,604 -1,781 -1,945 -12 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.7 0.6 80.7 89.9 89.7 91.1 10.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 2 41 48 45 51
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,973
COMMITMENTS
0 70 0 5,466 5,355 5,466 5,425 507 548
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -452)
0 27 -5 -541 -420 -546 -398 94 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 91.5 89.7 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,896
COMMITMENTS
0 309 284 2,698 2,993 2,982 3,586 914 310
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -685)
-503 309 -232 -180 -740 -915 -663 230 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 7.3 69.3 76.8 76.5 92.0 23.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 21 20 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,016
COMMITMENTS
105 61 63 1,235 1,484 1,403 1,608 613 408
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -464)
10 3 5 -500 -515 -485 -507 21 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.0 3.1 61.3 73.6 69.6 79.8 30.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 14 14 17 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,616
COMMITMENTS
0 0 0 11,457 11,586 11,457 11,586 159 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,708)
0 0 0 -2,726 -2,708 -2,726 -2,708 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 15 22 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,904
COMMITMENTS
0 399 0 5,463 5,342 5,463 5,741 441 163
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,314)
0 -69 0 -1,488 -1,232 -1,488 -1,301 174 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 92.5 90.5 92.5 97.2 7.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 14 15 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,922
COMMITMENTS
0 1,731 348 17,454 15,843 17,802 17,922 120 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,544)
0 -1,693 225 -3,749 -2,076 -3,524 -3,544 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 1.9 97.4 88.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 29 23 30 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 347,184
COMMITMENTS
40,568 39,533 70,892 197,529 202,123 308,989 312,548 38,195 34,636
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -18,235)
-2,935 -373 -4,903 -11,932 -9,629 -19,770 -14,905 1,534 -3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.4 20.4 56.9 58.2 89.0 90.0 11.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
34 38 41 73 76 129 136
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,791
COMMITMENTS
230 1,931 8 10,277 8,627 10,515 10,566 276 225
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,769)
30 -499 -92 -3,797 -3,303 -3,859 -3,894 90 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 17.9 0.1 95.2 79.9 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 1 37 37 40 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,505
COMMITMENTS
555 1,500 0 15,710 14,975 16,265 16,475 240 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,144)
-588 -50 0 -1,778 -2,094 -2,366 -2,144 222 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 0.0 95.2 90.7 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 24 29 26 30
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,032
COMMITMENTS
0 0 0 9,737 10,769 9,737 10,769 1,295 263
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -164)
0 0 0 -241 -150 -241 -150 77 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 97.6 88.3 97.6 11.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 14 19 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,155,432
COMMITMENTS
243,427 336,011 400,290 438,648 371,387 1082365 1107688 73,067 47,744
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -24,093)
6,685 -12,339 -5,719 -24,061 -2,853 -23,095 -20,911 -999 -3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 29.1 34.6 38.0 32.1 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
111 124 156 72 70 282 262
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,478
COMMITMENTS
629 6,007 514 28,997 21,534 30,140 28,055 3,338 5,423
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,123)
2 -1,800 -62 -5,916 -4,001 -5,976 -5,863 -147 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 17.9 1.5 86.6 64.3 90.0 83.8 10.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,085,710
COMMITMENTS
115,902 114,492 778,923 1186603 1189953 2081428 2083368 4,282 2,342
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 4,646)
-1,435 -2,224 2,998 2,891 3,991 4,454 4,765 192 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.5 37.3 56.9 57.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
42 44 65 63 66 139 141
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 75,924
COMMITMENTS
12,272 39,011 14,394 45,971 19,969 72,637 73,375 3,287 2,549
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,186)
-3,425 12,760 -6,281 6,926 -9,537 -2,780 -3,057 -406 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 51.4 19.0 60.5 26.3 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 8 14 17 18 32 34
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 90,873
COMMITMENTS
34,093 29,906 38,126 18,264 22,483 90,483 90,514 390 359
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -261)
929 141 -496 -729 21 -296 -334 35 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 32.9 42.0 20.1 24.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 15 16 15 20 32 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,102
COMMITMENTS
0 1,436 2,476 54,977 51,388 57,453 55,300 5,649 7,802
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,323)
0 -16 -356 -4,405 -4,386 -4,761 -4,758 -562 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 3.9 87.1 81.4 91.0 87.6 9.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 17 17 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,676,744
COMMITMENTS
473,263 45,203 798,548 1371886 1807719 2643697 2651470 33,047 25,274
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -128,048)
24,047 115 -53,367 -100,030 -72,997 -129,350 -126,249 1,302 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.7 29.8 51.3 67.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 14 44 93 82 142 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,297,321
COMMITMENTS
192,798 127,178 372,911 727,799 794,902 1293508 1294991 3,813 2,330
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -142,091)
-45,267 -53,680 -17,847 -79,871 -71,083 -142,985 -142,610 894 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 9.8 28.7 56.1 61.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 21 30 44 40 79 77
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,223
COMMITMENTS
3,366 3,939 1,452 1,902 1,225 6,720 6,616 503 607
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 54.5 20.1 26.3 17.0 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 10 13 5 5 19 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,724
COMMITMENTS
250 1,846 97 21,130 19,414 21,477 21,357 247 367
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,939)
-17 101 -92 -3,769 -3,924 -3,878 -3,915 -61 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.5 0.4 97.3 89.4 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 3 33 43 37 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,473
COMMITMENTS
80 39 55 805 986 940 1,080 533 393
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -385)
-11 -41 15 -502 -360 -498 -386 113 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 3.7 54.7 66.9 63.8 73.3 36.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 17 17 19 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 181,967
COMMITMENTS
10,372 0 23,924 145,457 156,231 179,753 180,154 2,214 1,813
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -16,004)
-1,414 -140 -1,562 -12,975 -14,301 -15,950 -16,003 -53 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 13.1 79.9 85.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 4 34 34 39 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,627
COMMITMENTS
2,855 1,054 3,730 21,714 24,149 28,299 28,933 1,328 694
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,268)
62 70 -292 -1,102 -894 -1,332 -1,116 64 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.6 12.6 73.3 81.5 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 17 23 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,289
COMMITMENTS
4,012 785 734 7,528 11,495 12,274 13,013 1,015 276
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -236)
-118 -178 172 -240 -147 -187 -153 -49 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.9 5.5 56.6 86.5 92.4 97.9 7.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,434
COMMITMENTS
698 2,480 418 20,594 19,528 21,710 22,426 1,724 1,008
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,515)
-40 -200 4 -1,439 -1,406 -1,475 -1,602 -40 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.6 1.8 87.9 83.3 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 24 29 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,635
COMMITMENTS
1,128 0 176 5,900 6,623 7,204 6,799 1,431 1,836
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -469)
-22 0 -50 -344 -326 -416 -376 -53 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 2.0 68.3 76.7 83.4 78.7 16.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,620
COMMITMENTS
4,138 2,624 156 7,312 9,100 11,606 11,880 1,014 740
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -414)
58 68 20 -454 -436 -376 -348 -38 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 20.8 1.2 57.9 72.1 92.0 94.1 8.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,156
COMMITMENTS
378 2,332 884 10,862 9,106 12,124 12,322 1,032 834
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -738)
100 -108 -106 -873 -504 -879 -718 141 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 17.7 6.7 82.6 69.2 92.2 93.7 7.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,624
COMMITMENTS
0 0 0 58,624 58,624 58,624 58,624 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,211)
0 0 0 -3,211 -3,211 -3,211 -3,211 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,448
COMMITMENTS
0 0 0 966,448 966,448 966,448 966,448 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -37,217)
0 0 0 -37,217 -37,217 -37,217 -37,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,041
COMMITMENTS
0 0 0 27,041 27,041 27,041 27,041 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,113)
0 0 0 -1,113 -1,113 -1,113 -1,113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,190
COMMITMENTS
42 0 0 100,893 100,956 100,935 100,956 255 234
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,783)
42 0 0 -6,825 -6,762 -6,783 -6,762 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,396,074
COMMITMENTS
3,920 0 0 1392154 1396074 1396074 1396074 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -100,144)
3,920 0 0 -104,064 -100,144 -100,144 -100,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 17 24 18 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,136
COMMITMENTS
5,377 2,665 7,800 50,959 53,671 64,136 64,136 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,310)
-315 -210 0 -1,995 -2,100 -2,310 -2,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.2 12.2 79.5 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,181
COMMITMENTS
50,425 94,050 37,710 1050046 1006421 1138181 1138181 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -54,528)
-7,376 -3,840 -2,304 -44,848 -48,384 -54,528 -54,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.3 3.3 92.3 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,848
COMMITMENTS
0 3,767 0 49,721 45,550 49,721 49,317 127 531
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,045)
0 -21 0 -3,024 -3,003 -3,024 -3,024 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 99.7 91.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 15 18 17
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,651
COMMITMENTS
0 6,165 200 24,324 18,286 24,524 24,651 127 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.0 0.8 98.7 74.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,420
COMMITMENTS
1,905 5,735 0 40,942 37,685 42,847 43,420 573 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,171)
425 0 -105 -3,470 -3,066 -3,150 -3,171 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 13.2 0.0 94.3 86.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 14 16 16 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,268
COMMITMENTS
381 974 176 13,796 13,864 14,353 15,014 915 254
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -841)
-63 0 0 -757 -799 -820 -799 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.4 1.2 90.4 90.8 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 15 19 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,261
COMMITMENTS
212 1,067 0 11,922 10,918 12,134 11,985 127 276
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -714)
-42 -63 0 -651 -630 -693 -693 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.7 0.0 97.2 89.0 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 840,312
COMMITMENTS
0 60,185 23,400 816,912 756,727 840,312 840,312 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -53,760)
0 -6,912 0 -53,760 -46,848 -53,760 -53,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.8 97.2 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,233
COMMITMENTS
23,850 111,095 12,000 927,383 840,138 963,233 963,233 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -43,008)
-3,840 3,840 -3,840 -35,328 -43,008 -43,008 -43,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.5 1.2 96.3 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 515,402
COMMITMENTS
179,370 0 56,920 279,112 458,482 515,402 515,402 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -30,888)
-27,648 0 -1,920 -1,320 -28,968 -30,888 -30,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 0.0 11.0 54.2 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 12 16 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,744
COMMITMENTS
0 7,032 0 140,744 133,712 140,744 140,744 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -11,136)
0 -384 0 -11,136 -10,752 -11,136 -11,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,271
COMMITMENTS
174 41 326 8,751 8,904 9,251 9,271 20 -0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 214)
-10 1 12 212 201 214 214 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 3.5 94.4 96.0 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,853
COMMITMENTS
2,216 122 35 26,119 28,171 28,370 28,328 483 525
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 743)
0 0 0 740 743 740 743 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 0.1 90.5 97.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 36 33 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,050
COMMITMENTS
1,067 0 0 5,632 6,595 6,699 6,595 351 455
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -861)
-30 -26 0 -820 -930 -850 -956 -11 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.0 79.9 93.5 95.0 93.5 5.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 14 17 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,898
COMMITMENTS
233 1,527 86 8,324 6,757 8,643 8,370 255 528
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -788)
143 -57 -15 -844 -643 -716 -715 -72 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.2 1.0 93.5 75.9 97.1 94.1 2.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 19 19 22 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,623
COMMITMENTS
945 0 0 8,563 9,068 9,508 9,068 115 555
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -900)
-65 0 0 -825 -791 -890 -791 -10 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 89.0 94.2 98.8 94.2 1.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,448,998
COMMITMENTS
334,206 133,621 841,594 1193586 1395316 2369386 2370531 79,612 78,467
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 21,478)
21,833 114 2,561 7,992 17,340 32,385 20,015 -10,907 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 5.5 34.4 48.7 57.0 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
150 113 200 96 100 347 326
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 277,301
COMMITMENTS
84,048 38,356 62,020 130,153 173,348 276,221 273,724 1,080 3,577
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,175)
1,772 -2,259 -1,748 -2,109 2,163 -2,086 -1,844 -90 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 13.8 22.4 46.9 62.5 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 11 24 27 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,464
COMMITMENTS
61,879 19,586 880 89,812 121,137 152,571 141,603 39,893 50,861
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,860)
-2,200 -271 -404 -5,501 -9,172 -8,105 -9,847 -1,755 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.2 0.5 46.7 62.9 79.3 73.6 20.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 6 17 19 26 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,901
COMMITMENTS
11,389 1,393 13,543 40,579 51,400 65,511 66,337 3,390 2,565
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,567)
-2,032 -1,144 787 2,774 1,931 1,528 1,574 38 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.0 19.7 58.9 74.6 95.1 96.3 4.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 4 17 21 24 43 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 382,114
COMMITMENTS
32,213 3,341 64,811 276,817 300,148 373,841 368,300 8,273 13,813
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -27,416)
-9,844 226 -7,070 -10,131 -19,903 -27,044 -26,747 -372 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.9 17.0 72.4 78.5 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 2 15 30 30 45 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,570
COMMITMENTS
768 1,275 275 13,510 13,020 14,553 14,570 17 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,955)
-300 695 -845 -2,810 -3,805 -3,955 -3,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.8 1.9 92.7 89.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 24 21 28 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,834
COMMITMENTS
4,158 10,831 6,096 74,475 66,124 84,729 83,051 3,105 4,783
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,867)
-644 293 1,642 1,249 -65 2,247 1,870 -380 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.3 6.9 84.8 75.3 96.5 94.6 3.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 22 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,900
COMMITMENTS
2,428 1,848 7,573 31,225 31,830 41,226 41,251 2,674 2,649
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,312)
-371 0 1,326 1,062 781 2,017 2,107 295 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.2 17.3 71.1 72.5 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 14 14 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,140
COMMITMENTS
1,350 0 0 2,745 4,086 4,095 4,086 45 54
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,060)
-550 0 0 -545 -1,060 -1,095 -1,060 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 0.0 0.0 66.3 98.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 12 13 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,598
COMMITMENTS
3,180 5,734 10,785 16,609 14,396 30,574 30,916 4,025 3,683
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,703)
-730 -1,145 -317 -2,320 -2,292 -3,367 -3,754 -336 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 16.6 31.2 48.0 41.6 88.4 89.4 11.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 10 14 12 11 27 27
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,914
COMMITMENTS
3,761 1,293 647 8,721 11,345 13,129 13,285 785 629
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,025)
206 -327 16 -2,371 -1,865 -2,149 -2,175 124 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 9.3 4.6 62.7 81.5 94.4 95.5 5.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 7 7 15 15 27 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,265
COMMITMENTS
6,164 382 13,888 84,354 89,944 104,406 104,214 8,859 9,051
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -11,613)
-1,782 -1,403 -3,984 -6,173 -5,525 -11,940 -10,912 327 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 12.3 74.5 79.4 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 7 22 22 29 29
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,487
COMMITMENTS
0 0 0 17,477 17,487 17,477 17,487 10 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 526)
0 0 0 516 526 516 526 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,869
COMMITMENTS
13,508 8,828 1,095 7,857 12,324 22,459 22,246 1,410 1,622
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 487)
182 547 141 3 -253 326 435 161 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 37.0 4.6 32.9 51.6 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
53 55 17 28 34 89 102
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 50,674
COMMITMENTS
34,983 14,874 825 9,825 32,401 45,634 48,101 5,040 2,573
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -679)
193 -1,052 -106 -524 990 -437 -169 -242 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 29.4 1.6 19.4 63.9 90.1 94.9 9.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
81 41 11 27 35 111 84
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,409
COMMITMENTS
84,330 15,939 48,025 125,990 196,412 258,344 260,376 18,065 16,033
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -27,360)
1,220 -2,729 -3,499 -25,009 -17,661 -27,288 -23,889 -72 -3,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 5.8 17.4 45.6 71.1 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
56 32 46 72 91 150 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,603
COMMITMENTS
2,010 0 1,180 7,903 8,663 11,093 9,843 4,510 5,760
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,558)
-5,697 0 995 1,245 -6,198 -3,457 -5,203 -1,101 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 7.6 50.7 55.5 71.1 63.1 28.9 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 9 13 13 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,869
COMMITMENTS
66 1,941 204 7,439 5,537 7,709 7,682 160 187
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,728)
-4 -299 0 -1,651 -1,359 -1,655 -1,658 -73 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 24.7 2.6 94.5 70.4 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 27 29 28 33
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,083
COMMITMENTS
171 0 60 3,718 4,023 3,949 4,083 134 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,313)
-23 0 -35 -1,246 -1,278 -1,304 -1,313 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 1.5 91.1 98.5 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 15 18 16
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,893
COMMITMENTS
1,000 75 113 45,273 46,590 46,386 46,778 507 115
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -9,183)
-1,525 75 63 -7,676 -9,343 -9,138 -9,205 -45 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.2 96.5 99.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 38 30 42 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,156
COMMITMENTS
309 0 0 29,727 30,156 30,036 30,156 120 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,769)
-41 0 0 -2,788 -2,769 -2,829 -2,769 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 20 20 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,595
COMMITMENTS
300 4,890 150 10,965 6,555 11,415 11,595 180 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,339)
-50 -1,123 0 -2,289 -1,216 -2,339 -2,339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 42.2 1.3 94.6 56.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 25 21 26 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,418
COMMITMENTS
2,487 223 6,792 27,119 29,241 36,398 36,256 20 162
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,140)
-2,211 223 5 -2,899 -5,286 -5,105 -5,058 -35 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.6 18.7 74.5 80.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 3 6 40 48 49 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,927
COMMITMENTS
278 6,136 0 9,313 3,446 9,591 9,582 336 345
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -117)
0 27 0 -213 -124 -213 -97 96 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 61.8 0.0 93.8 34.7 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 20 14 22 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,144
COMMITMENTS
2,284 1,954 25 7,727 8,062 10,036 10,041 108 103
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,949)
-114 152 -205 -1,720 -1,896 -2,039 -1,949 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.3 0.2 76.2 79.5 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 1 24 22 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,847
COMMITMENTS
11,270 1,624 618 15,867 25,786 27,755 28,028 1,092 819
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,842)
-261 -234 -153 -1,641 -1,602 -2,055 -1,989 213 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 5.6 2.1 55.0 89.4 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 6 3 24 32 33 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,653
COMMITMENTS
540 276 3,735 15,162 15,612 19,437 19,623 216 30
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 326)
10 10 -20 336 341 326 331 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 19.0 77.1 79.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 4 14 15 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,743
COMMITMENTS
2,494 265 624 18,092 19,387 21,210 20,276 1,533 2,467
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,120)
-898 265 130 -2,054 -2,942 -2,822 -2,547 -298 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.2 2.7 79.5 85.2 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 18 23 22 26
Updated July 3, 2012