GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,271
COMMITMENTS
571 150 985 37,049 38,041 38,605 39,176 666 95
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -920)
-251 -143 65 -726 -809 -912 -887 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 2.5 94.3 96.9 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 2 37 42 39 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,155
COMMITMENTS
0 0 0 15,857 16,055 15,857 16,055 298 100
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 405)
0 0 0 390 409 390 409 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.4 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 22 28 22 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,143
COMMITMENTS
55 251 1,098 12,732 12,698 13,885 14,047 1,258 1,096
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,090)
-8 -29 127 891 974 1,010 1,072 80 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.7 7.3 84.1 83.9 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 5 42 45 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,258
COMMITMENTS
715 65 38 5,814 6,581 6,567 6,684 691 574
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 344)
108 30 0 291 346 399 376 -55 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.9 0.5 80.1 90.7 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 2 46 51 50 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,076
COMMITMENTS
0 125 0 5,564 5,393 5,564 5,518 512 558
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2)
0 35 0 43 10 43 45 -45 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 91.6 88.8 91.6 90.8 8.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 20 20 20 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,865
COMMITMENTS
0 617 289 3,768 3,621 4,057 4,527 808 338
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 255)
0 69 -35 302 229 267 263 -12 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 5.9 77.5 74.4 83.4 93.1 16.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 24 23 26
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,213
COMMITMENTS
65 24 120 1,363 1,637 1,548 1,781 665 432
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 131)
-40 -19 39 108 93 107 113 24 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 5.4 61.6 74.0 70.0 80.5 30.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 17 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,264
COMMITMENTS
0 0 0 12,105 12,234 12,105 12,234 159 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 15 25 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,771
COMMITMENTS
0 531 0 6,272 6,026 6,272 6,557 499 214
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 764)
0 0 0 715 718 715 718 49 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 92.6 89.0 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 15 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,676
COMMITMENTS
0 1,721 348 18,208 16,607 18,556 18,676 120 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 651)
0 -110 0 651 761 651 651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 1.9 97.5 88.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 23 29 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,241
COMMITMENTS
40,853 40,667 69,854 212,534 215,891 323,241 326,413 37,000 33,828
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,090)
1,047 2,005 -4,305 8,461 8,130 5,203 5,830 -113 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 11.3 19.4 59.0 59.9 89.7 90.6 10.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
36 38 44 78 76 143 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,289
COMMITMENTS
180 1,833 8 10,971 9,379 11,159 11,220 130 69
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 516)
50 -13 0 466 529 516 516 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.2 0.1 97.2 83.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 1 38 38 40 44
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,305
COMMITMENTS
695 1,500 100 16,510 15,675 17,305 17,275 0 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 975)
140 0 100 975 875 1,215 975 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.7 0.6 95.4 90.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 24 28 27 30
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,628
COMMITMENTS
0 0 0 10,309 10,948 10,309 10,948 1,319 680
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 453)
0 0 0 453 36 453 36 0 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 94.2 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 15 20 15
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,526
COMMITMENTS
0 0 0 1,510 1,516 1,510 1,516 16 10
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 310 200 310 200 -100 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 13 16 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,157,249
COMMITMENTS
238,866 316,772 424,065 422,642 374,432 1085573 1115269 71,676 41,980
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 2,699)
1,140 -5,027 7,798 -3,878 1,429 5,060 4,200 -2,361 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 27.4 36.6 36.5 32.4 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
121 120 173 73 71 299 270
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,598
COMMITMENTS
639 5,763 624 28,997 21,534 30,260 27,921 3,338 5,677
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
10 0 -10 0 0 0 -10 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 17.2 1.9 86.3 64.1 90.1 83.1 9.9 16.9
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,089,846
COMMITMENTS
110,284 110,602 784,080 1189094 1192678 2083458 2087359 6,388 2,487
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,199)
-4,089 -4,304 1,677 -2,686 -351 -5,099 -2,978 1,900 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.3 37.5 56.9 57.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 45 61 65 66 137 138
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,817
COMMITMENTS
16,758 43,700 14,928 48,030 21,576 79,716 80,204 3,101 2,613
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 289)
149 -446 201 129 385 479 140 -190 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 52.8 18.0 58.0 26.1 96.3 96.8 3.7 3.2
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 89,249
COMMITMENTS
31,319 27,420 39,871 17,639 21,622 88,829 88,913 420 335
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,043)
-2,323 -1,495 -445 -1,262 -2,087 -4,030 -4,027 -13 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 30.7 44.7 19.8 24.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 13 16 15 20 32 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,759
COMMITMENTS
0 433 2,351 54,996 51,483 57,347 54,267 5,412 8,492
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -62)
0 -755 -133 -60 12 -193 -876 131 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 3.7 87.6 82.0 91.4 86.5 8.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 18 18 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,678,613
COMMITMENTS
464,766 45,031 800,087 1384483 1810525 2649336 2655643 29,277 22,970
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 19,850)
-4,200 391 13,350 13,594 7,262 22,744 21,003 -2,894 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.7 29.9 51.7 67.6 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
38 12 41 96 84 143 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,314,034
COMMITMENTS
192,560 124,220 382,907 735,011 804,999 1310478 1312126 3,556 1,908
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,288)
-2,459 381 4,345 8,295 5,696 10,181 10,422 107 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 9.5 29.1 55.9 61.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 19 33 44 41 81 79
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,298
COMMITMENTS
3,606 4,369 1,662 2,392 1,435 7,660 7,466 638 832
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075)
240 430 210 490 210 940 850 135 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 52.7 20.0 28.8 17.3 92.3 90.0 7.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 10 13 5 4 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,818
COMMITMENTS
257 2,185 113 24,136 22,138 24,506 24,436 312 381
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 2,050)
22 38 30 1,972 1,956 2,024 2,024 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.8 0.5 97.3 89.2 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 5 3 33 45 38 51
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,658
COMMITMENTS
130 39 35 898 1,124 1,063 1,198 595 460
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 83)
6 0 0 90 69 96 69 -13 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.4 2.1 54.2 67.8 64.1 72.3 35.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 15 18 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 183,027
COMMITMENTS
9,964 0 23,937 146,896 157,153 180,797 181,090 2,230 1,937
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 567)
-329 0 45 835 639 551 684 16 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 13.1 80.3 85.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 0 4 36 35 41 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,197
COMMITMENTS
2,685 1,060 3,700 21,573 23,883 27,959 28,643 1,238 554
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -226)
-78 0 -16 -32 -210 -126 -226 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.6 12.7 73.9 81.8 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,586
COMMITMENTS
293 1,108 60 6,458 6,076 6,811 7,244 1,775 1,342
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 81)
-3 0 0 -155 -47 -158 -47 239 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.9 0.7 75.2 70.8 79.3 84.4 20.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 14 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,206
COMMITMENTS
3,676 583 715 8,026 11,514 12,417 12,811 789 395
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 391)
0 25 -12 625 259 612 271 -222 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.4 5.4 60.8 87.2 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 19 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,622
COMMITMENTS
698 2,480 418 20,539 19,716 21,655 22,614 1,967 1,008
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 188)
0 0 0 -55 188 -55 188 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.5 1.8 86.9 83.5 91.7 95.7 8.3 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,777
COMMITMENTS
1,134 0 176 5,964 6,621 7,274 6,797 1,503 1,980
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 114)
6 0 0 60 114 66 114 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 2.0 68.0 75.4 82.9 77.4 17.1 22.6
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,660
COMMITMENTS
3,898 2,510 156 7,592 9,254 11,646 11,920 1,014 740
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -200)
-240 -114 0 40 -86 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 19.8 1.2 60.0 73.1 92.0 94.2 8.0 5.8
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,038
COMMITMENTS
378 2,440 836 10,812 9,288 12,026 12,564 1,012 474
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -116)
0 90 -48 -68 -38 -116 4 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.7 6.4 82.9 71.2 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 17 20 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,910
COMMITMENTS
0 0 0 58,910 58,910 58,910 58,910 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 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: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 967,623
COMMITMENTS
0 0 0 967,623 967,623 967,623 967,623 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,175)
0 0 0 1,175 1,175 1,175 1,175 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 101,445
COMMITMENTS
42 0 0 101,148 101,211 101,190 101,211 255 234
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,400,754
COMMITMENTS
3,920 0 0 1396834 1400754 1400754 1400754 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,271
COMMITMENTS
5,377 2,235 8,015 54,879 58,021 68,271 68,271 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,095)
0 0 0 4,095 4,350 4,095 4,350 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.3 11.7 80.4 85.0 100.0 100.0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,143,962
COMMITMENTS
42,561 94,670 42,871 1058530 1006421 1143962 1143962 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,781)
-7,864 620 5,161 8,484 0 5,781 5,781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.3 3.7 92.5 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 29 23 34 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,078
COMMITMENTS
0 3,997 0 49,951 45,550 49,951 49,547 127 531
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 230)
0 230 0 230 0 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.0 99.7 91.0 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,309
COMMITMENTS
381 868 218 13,795 13,969 14,394 15,055 915 254
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.7 1.4 90.1 91.2 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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 989,689
COMMITMENTS
31,758 111,095 12,000 945,931 866,594 989,689 989,689 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 23,320)
7,908 0 0 15,412 23,320 23,320 23,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 11.2 1.2 95.6 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 14 17 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,914
COMMITMENTS
179,674 0 52,456 281,784 461,458 513,914 513,914 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
-4,160 0 0 4,160 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 0.0 10.2 54.8 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 12 17 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,366
COMMITMENTS
182 57 314 8,849 8,994 9,346 9,366 20 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 49)
9 10 -18 59 57 49 49 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 3.4 94.5 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,841
COMMITMENTS
2,251 0 0 25,119 27,424 27,370 27,424 471 417
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10)
0 0 0 108 13 108 13 -98 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 90.2 98.5 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 36 32 39 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,897
COMMITMENTS
713 0 25 5,807 6,468 6,545 6,493 352 404
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -279)
-354 0 25 25 -304 -304 -279 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.4 84.2 93.8 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 15 15 17 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,125
COMMITMENTS
239 1,575 77 8,524 6,930 8,840 8,582 285 543
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 76)
6 58 -6 46 24 46 76 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.3 0.8 93.4 75.9 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 20 19 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,030
COMMITMENTS
945 0 0 8,945 9,460 9,890 9,460 140 570
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 284)
0 0 0 269 269 269 269 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 0.0 89.2 94.3 98.6 94.3 1.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,314,121
COMMITMENTS
334,568 119,857 771,776 1134996 1342017 2241341 2233650 72,780 80,470
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -117,858)
8,013 -3,106 -55,945 -62,393 -64,310 -110,325 -123,361 -7,533 5,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.2 33.4 49.0 58.0 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
129 96 181 95 99 317 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 266,533
COMMITMENTS
87,742 31,658 58,161 119,600 173,047 265,504 262,867 1,030 3,667
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -22,059)
5,211 -8,961 -7,651 -19,466 -5,289 -21,906 -21,900 -153 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 11.9 21.8 44.9 64.9 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 12 24 27 36 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,297
COMMITMENTS
57,441 19,973 823 91,370 121,923 149,634 142,719 45,663 52,578
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,540)
248 435 -75 1,471 381 1,644 741 -104 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 10.2 0.4 46.8 62.4 76.6 73.1 23.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 5 18 19 26 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,163
COMMITMENTS
10,451 1,075 14,202 38,446 48,617 63,099 63,893 3,064 2,269
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,010)
-445 -767 16 -1,505 -1,206 -1,934 -1,957 -77 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.6 21.5 58.1 73.5 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 3 16 21 24 41 40
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 376,266
COMMITMENTS
32,413 3,483 75,762 259,961 283,446 368,136 362,691 8,130 13,575
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -10,056)
-3,024 158 11,033 -17,896 -20,835 -9,887 -9,645 -170 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.9 20.1 69.1 75.3 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 2 15 31 30 46 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,345
COMMITMENTS
768 1,275 275 15,302 14,770 16,345 16,320 0 25
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,092 1,050 1,092 1,050 -17 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.8 1.7 93.6 90.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 26 23 30 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,399
COMMITMENTS
5,130 10,676 5,931 74,787 66,999 85,848 83,606 2,551 4,793
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 362)
444 -500 -123 342 997 663 374 -301 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.1 6.7 84.6 75.8 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 8 22 19 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,338
COMMITMENTS
2,065 1,798 4,702 28,264 28,320 35,031 34,820 2,307 2,518
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,753)
-408 0 -1,974 -2,283 -2,804 -4,665 -4,778 -88 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.8 12.6 75.7 75.8 93.8 93.3 6.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 14 14 19 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| 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 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,076
COMMITMENTS
2,462 4,743 10,677 15,788 13,463 28,927 28,883 4,149 4,194
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -5,087)
-288 -1,460 -1,428 -3,028 -1,962 -4,744 -4,850 -343 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.3 32.3 47.7 40.7 87.5 87.3 12.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 7 12 12 11 26 26
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,250
COMMITMENTS
4,047 1,084 447 6,953 10,294 11,447 11,824 803 425
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,090)
445 -394 -255 -2,343 -1,346 -2,153 -1,996 63 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.8 3.6 56.8 84.0 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 6 6 15 14 26 25
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,074
COMMITMENTS
5,615 231 14,021 86,547 91,484 106,183 105,736 8,891 9,339
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,696)
-844 -585 -807 -948 -1,105 -2,599 -2,496 -97 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 12.2 75.2 79.5 92.3 91.9 7.7 8.1
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,457
COMMITMENTS
0 0 0 17,457 17,457 17,457 17,457 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -50 -60 -50 -60 -10 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 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,041
COMMITMENTS
13,560 8,976 1,404 7,784 12,047 22,747 22,427 1,294 1,614
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -132)
-105 -223 92 -143 90 -155 -41 23 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 37.3 5.8 32.4 50.1 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
56 57 18 29 36 95 107
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 50,773
COMMITMENTS
35,227 15,795 950 8,985 31,041 45,163 47,787 5,610 2,986
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,117)
776 1,115 164 -358 -18 581 1,260 536 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 31.1 1.9 17.7 61.1 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
86 37 13 27 36 118 84
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,549
COMMITMENTS
81,540 20,043 46,904 134,702 201,844 263,145 268,791 19,403 13,757
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,255)
-3,014 4,075 -732 7,651 3,051 3,905 6,394 349 -2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 7.1 16.6 47.7 71.4 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
61 33 46 82 93 165 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,139
COMMITMENTS
1,986 0 1,197 8,193 9,097 11,376 10,294 4,763 5,845
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 393)
-149 0 17 242 411 110 428 283 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 7.4 50.8 56.4 70.5 63.8 29.5 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 3 9 13 13 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,301
COMMITMENTS
66 2,002 204 7,858 5,908 8,128 8,114 173 187
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 32)
0 -56 0 32 88 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 24.1 2.5 94.7 71.2 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 1 27 30 28 34
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,832
COMMITMENTS
156 0 80 3,465 3,752 3,701 3,832 131 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -308)
5 0 2 -312 -310 -306 -308 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.1 90.4 97.9 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 16 15 18 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,587
COMMITMENTS
1,050 500 37 48,937 49,951 50,024 50,488 563 99
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,560)
75 400 37 3,320 3,111 3,432 3,548 128 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.1 96.7 98.7 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 1 40 32 44 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,634
COMMITMENTS
452 0 0 32,062 32,634 32,514 32,634 120 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,545)
0 0 0 1,545 1,545 1,545 1,545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.2 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 21 23 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,695
COMMITMENTS
300 5,740 150 12,065 6,805 12,515 12,695 180 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 800)
0 650 0 800 150 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 45.2 1.2 95.0 53.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 1 27 21 28 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,042
COMMITMENTS
2,061 2,326 7,472 32,470 32,103 42,003 41,901 39 141
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,565)
0 2,029 334 3,228 1,218 3,562 3,581 3 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.5 17.8 77.2 76.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 5 43 48 53 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,488
COMMITMENTS
278 6,305 0 9,874 4,162 10,152 10,467 336 21
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 0)
0 -81 0 0 81 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 60.1 0.0 94.1 39.7 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 21 15 23 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,430
COMMITMENTS
1,381 2,090 535 9,406 8,659 11,322 11,284 108 146
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 514)
-571 80 368 717 0 514 448 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.3 4.7 82.3 75.8 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 3 27 23 33 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,581
COMMITMENTS
12,326 2,755 180 14,935 24,909 27,441 27,844 1,140 737
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 58)
720 1,227 -477 -233 -649 10 101 48 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 9.6 0.6 52.3 87.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 2 24 33 32 40
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,079
COMMITMENTS
540 276 3,735 15,588 16,038 19,863 20,049 216 30
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 426)
0 0 0 426 426 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 18.6 77.6 79.9 98.9 99.9 1.1 0.1
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 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,569
COMMITMENTS
2,660 173 740 18,279 19,953 21,679 20,866 1,890 2,703
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,088)
358 0 0 333 821 691 821 397 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.7 3.1 77.6 84.7 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 4 17 24 22 28
Updated July 20, 2012