GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,102
COMMITMENTS
482 405 1,057 31,977 32,537 33,516 33,999 586 103
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -8,090)
-99 -75 50 -8,027 -8,133 -8,076 -8,158 -14 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 3.1 93.8 95.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 1 35 41 36 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,413
COMMITMENTS
0 0 0 12,173 12,338 12,173 12,338 240 75
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,868)
0 0 0 -3,810 -3,847 -3,810 -3,847 -58 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 99.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,954
COMMITMENTS
198 239 735 12,705 12,664 13,638 13,638 1,316 1,316
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,052)
153 -260 -114 -2,169 -1,815 -2,130 -2,189 78 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 4.9 85.0 84.7 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 35 36 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,543
COMMITMENTS
632 65 34 5,217 5,871 5,883 5,970 660 573
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,524)
-88 -5 -10 -1,252 -1,499 -1,350 -1,514 -174 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.0 0.5 79.7 89.7 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 2 44 49 48 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,275
COMMITMENTS
0 130 0 5,775 5,496 5,775 5,626 500 649
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -916)
0 -20 0 -916 -985 -916 -1,005 0 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 92.0 87.6 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 19 19 19 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,580
COMMITMENTS
0 716 265 4,443 4,347 4,708 5,328 872 252
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -97)
0 109 -39 -172 -178 -211 -108 114 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.8 4.7 79.6 77.9 84.4 95.5 15.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 21 19 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,978
COMMITMENTS
0 103 0 1,619 1,202 1,619 1,305 359 673
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -375)
0 23 0 -407 -564 -407 -541 32 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 81.9 60.8 81.9 66.0 18.1 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 15 16 15 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,334
COMMITMENTS
150 0 32 1,614 1,810 1,796 1,842 538 492
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -445)
85 -12 -118 -307 -252 -340 -382 -105 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.4 69.2 77.5 76.9 78.9 23.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 21 20 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,761
COMMITMENTS
0 0 0 9,614 9,731 9,614 9,731 147 30
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,341)
0 0 0 -3,329 -3,341 -3,329 -3,341 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,954
COMMITMENTS
0 458 150 6,338 6,263 6,488 6,871 466 83
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -673)
0 -73 0 -645 -602 -645 -675 -28 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 2.2 91.1 90.1 93.3 98.8 6.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 17 16 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,037
COMMITMENTS
0 1,055 463 17,474 16,519 17,937 18,037 100 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,875)
0 -551 40 -1,895 -1,364 -1,855 -1,875 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 2.6 96.9 91.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 24 27 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 343,006
COMMITMENTS
38,657 34,264 71,444 193,597 210,076 303,698 315,784 39,308 27,222
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 13,025)
2,655 -838 7,267 1,034 8,778 10,956 15,207 2,070 -2,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.0 20.8 56.4 61.2 88.5 92.1 11.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 35 45 78 78 144 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,171
COMMITMENTS
209 2,452 204 10,638 8,428 11,051 11,084 120 87
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,626)
4 275 196 -1,816 -2,096 -1,616 -1,625 -10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 21.9 1.8 95.2 75.4 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 2 39 36 43 42
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,340
COMMITMENTS
670 1,500 100 15,570 14,710 16,340 16,310 0 30
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,430)
-25 0 0 -1,405 -1,430 -1,430 -1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 9.2 0.6 95.3 90.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 23 28 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,905
COMMITMENTS
1,575 605 1,200 11,130 12,100 13,905 13,905 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,120)
-900 50 -50 -1,170 -2,120 -2,120 -2,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.4 8.6 80.0 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 11 14 14 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,346
COMMITMENTS
420 817 85 2,371 2,054 2,876 2,956 470 390
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 24.4 2.5 70.9 61.4 86.0 88.3 14.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 11 14 15
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,194
COMMITMENTS
0 0 0 11,822 12,958 11,822 12,958 1,372 236
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -39)
0 0 0 -115 25 -115 25 76 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 98.2 89.6 98.2 10.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 16 23 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,149,549
COMMITMENTS
241,330 316,593 448,232 379,753 342,808 1069315 1107633 80,233 41,915
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -14,974)
-3,614 -4,575 -7,531 -5,288 -2,501 -16,432 -14,606 1,459 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 27.5 39.0 33.0 29.8 93.0 96.4 7.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
112 117 162 76 71 289 262
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 28,266
COMMITMENTS
639 3,963 785 23,735 17,533 25,159 22,281 3,107 5,985
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -5,758)
0 -1,800 -79 -5,448 -4,001 -5,527 -5,880 -231 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 14.0 2.8 84.0 62.0 89.0 78.8 11.0 21.2
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,953,708
COMMITMENTS
114,755 102,193 717,462 1117396 1131818 1949612 1951473 4,096 2,234
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -6,387)
4,696 4,903 -9,464 -1,420 -1,907 -6,188 -6,468 -199 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.2 36.7 57.2 57.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 37 63 63 65 138 138
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 87,920
COMMITMENTS
16,280 42,127 14,597 53,521 27,945 84,398 84,670 3,523 3,251
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,762)
571 945 691 3,174 2,663 4,436 4,299 325 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 47.9 16.6 60.9 31.8 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 14 18 19 34 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 83,721
COMMITMENTS
27,875 27,123 37,522 17,970 18,435 83,367 83,080 353 641
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,262)
-1,505 -2,824 1,719 -1,527 -119 -1,312 -1,223 51 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 32.4 44.8 21.5 22.0 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 14 16 15 20 32 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,682
COMMITMENTS
0 329 2,062 49,506 46,005 51,568 48,396 5,114 8,286
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -6,883)
0 167 -159 -6,094 -6,189 -6,253 -6,181 -630 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 3.6 87.3 81.2 91.0 85.4 9.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,643,496
COMMITMENTS
465,543 56,462 781,151 1367317 1784263 2614011 2621876 29,485 21,620
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 21,959)
7,106 6,623 -5,408 18,832 21,543 20,530 22,758 1,429 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 2.1 29.5 51.7 67.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 14 40 95 83 143 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,244,002
COMMITMENTS
142,003 140,579 368,169 731,365 733,388 1241537 1242136 2,465 1,866
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 9,153)
-9,634 9,610 6,142 13,690 -6,452 10,198 9,300 -1,045 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.3 29.6 58.8 59.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 20 32 43 40 80 78
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,039
COMMITMENTS
900 75 75 5,673 6,129 6,648 6,279 390 760
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.1 1.1 80.6 87.1 94.5 89.2 5.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 14 16 15
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,879
COMMITMENTS
3,940 4,399 3,086 2,700 1,566 9,726 9,051 153 828
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 223)
111 -105 374 168 -34 653 235 -430 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 44.5 31.2 27.3 15.9 98.5 91.6 1.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 11 18 6 5 25 24
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,555
COMMITMENTS
2,765 1,505 1,420 1,030 2,100 5,215 5,025 340 530
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 27.1 25.6 18.5 37.8 93.9 90.5 6.1 9.5
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,091
COMMITMENTS
1,015 2,438 360 20,336 18,822 21,711 21,620 381 471
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,503)
557 14 90 -4,223 -3,718 -3,576 -3,614 73 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.0 1.6 92.1 85.2 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 33 43 39 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,451
COMMITMENTS
41 0 116 1,582 1,708 1,739 1,824 712 627
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -127)
11 0 -5 -16 -5 -10 -10 -117 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 4.7 64.5 69.7 71.0 74.4 29.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 2 18 19 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,619
COMMITMENTS
133 164 21 844 938 998 1,123 621 496
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -352)
-53 73 -9 -391 -537 -453 -473 101 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.1 1.3 52.1 57.9 61.6 69.4 38.4 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 162,558
COMMITMENTS
5,858 22 23,192 131,872 137,881 160,922 161,095 1,636 1,464
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,678)
-352 -8 818 1,172 622 1,638 1,432 40 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 14.3 81.1 84.8 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 36 34 42 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,662
COMMITMENTS
3,035 670 3,311 20,069 23,181 26,415 27,162 1,248 500
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -904)
474 -384 -238 -1,013 -219 -776 -840 -127 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.4 12.0 72.5 83.8 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 17 22 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,483
COMMITMENTS
264 1,120 36 6,524 5,946 6,824 7,102 1,659 1,381
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 208)
0 90 -20 96 -18 76 52 132 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.2 0.4 76.9 70.1 80.4 83.7 19.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,520
COMMITMENTS
3,818 244 724 8,215 12,285 12,757 13,253 763 267
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 280)
254 -68 27 -1 321 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 1.8 5.4 60.8 90.9 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,964
COMMITMENTS
552 1,880 538 19,602 19,646 20,692 22,064 2,272 900
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -995)
-26 -200 0 -1,345 -733 -1,371 -933 376 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.2 2.3 85.4 85.6 90.1 96.1 9.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,691
COMMITMENTS
1,194 0 116 5,891 6,568 7,201 6,684 1,490 2,007
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -226)
60 0 -60 -213 -73 -213 -133 -13 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.3 67.8 75.6 82.9 76.9 17.1 23.1
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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,899
COMMITMENTS
3,480 2,406 154 7,283 8,669 10,917 11,229 982 670
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -590)
-82 16 -26 -424 -510 -532 -520 -58 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 20.2 1.3 61.2 72.9 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,292
COMMITMENTS
298 2,350 812 10,345 8,718 11,455 11,880 837 412
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -806)
-80 -54 -54 -593 -516 -727 -624 -79 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 19.1 6.6 84.2 70.9 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,635
COMMITMENTS
0 0 0 55,635 55,635 55,635 55,635 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,339)
0 0 0 -3,339 -3,339 -3,339 -3,339 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 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 924,039
COMMITMENTS
0 0 0 924,039 924,039 924,039 924,039 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -46,104)
0 0 0 -46,104 -46,104 -46,104 -46,104 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 16 17 16 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,151
COMMITMENTS
0 0 0 25,151 25,151 25,151 25,151 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,890)
0 0 0 -1,890 -1,890 -1,890 -1,890 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 93,717
COMMITMENTS
0 0 0 93,462 93,504 93,462 93,504 255 213
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -7,728)
-42 0 0 -7,686 -7,707 -7,728 -7,707 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: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,286,634
COMMITMENTS
1,880 0 0 1284754 1286634 1286634 1286634 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -117,504)
-2,040 0 0 -115,464 -117,504 -117,504 -117,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 18 24 19 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,043
COMMITMENTS
3,109 135 9,290 53,644 56,618 66,043 66,043 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,618)
-993 -2,100 0 -2,625 -1,518 -3,618 -3,618 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 14.1 81.2 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 22 32 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,149,646
COMMITMENTS
40,309 113,370 17,643 1091694 1018633 1149646 1149646 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,300)
-2,252 -4,700 -1,828 6,380 8,828 2,300 2,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.9 1.5 95.0 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 24 32 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,185
COMMITMENTS
0 3,934 0 50,079 45,741 50,079 49,675 106 510
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,587)
0 -63 0 -1,566 -1,503 -1,566 -1,566 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 99.8 91.1 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352
COMMITMENTS
0 5,745 200 22,046 16,407 22,246 22,352 106 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,079)
0 -420 0 -2,058 -1,659 -2,058 -2,079 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.7 0.9 98.6 73.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,049
COMMITMENTS
3,460 5,630 0 36,037 34,419 39,497 40,049 552 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,946)
-315 1,170 0 -2,610 -4,116 -2,925 -2,946 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.1 0.0 90.0 85.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,978
COMMITMENTS
10,759 0 1,270 14,949 25,708 26,978 26,978 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 0.0 4.7 55.4 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 14 13 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,873
COMMITMENTS
318 1,182 19 14,412 14,460 14,749 15,661 1,124 212
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -915)
-63 314 -199 -862 -988 -1,124 -873 209 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.4 0.1 90.8 91.1 92.9 98.7 7.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 17 19 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,503
COMMITMENTS
170 920 0 12,227 11,328 12,397 12,248 106 255
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -268)
-42 -147 0 -205 -100 -247 -247 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.4 0.0 97.8 90.6 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 9 17 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 838,892
COMMITMENTS
0 53,249 23,400 815,492 762,243 838,892 838,892 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -32,736)
0 -6,936 0 -32,736 -25,800 -32,736 -32,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 2.8 97.2 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 960,148
COMMITMENTS
69,921 119,050 7,920 882,307 833,178 960,148 960,148 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -33,096)
14,640 7,955 -4,080 -43,656 -36,971 -33,096 -33,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.4 0.8 91.9 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,701
COMMITMENTS
152,338 0 62,091 308,272 460,610 522,701 522,701 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,728)
-27,336 0 0 24,608 -2,728 -2,728 -2,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 0.0 11.9 59.0 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 14 17 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 128,096
COMMITMENTS
0 5,808 0 128,096 122,288 128,096 128,096 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -12,648)
0 -1,224 0 -12,648 -11,424 -12,648 -12,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,314
COMMITMENTS
267 80 251 8,776 8,979 9,294 9,310 20 3
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -114)
19 -15 -17 -116 -81 -114 -113 -0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 2.7 94.2 96.4 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 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,493
COMMITMENTS
2,216 0 0 24,758 27,102 26,974 27,102 519 391
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -967)
-35 0 0 -912 -921 -947 -921 -20 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 90.1 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 37 34 39 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,126
COMMITMENTS
660 0 0 5,176 5,806 5,836 5,806 290 320
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -780 -748 -780 -748 -22 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 84.5 94.8 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 15 16 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,814
COMMITMENTS
183 1,575 122 8,224 6,544 8,529 8,241 285 573
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -825)
-84 0 45 -796 -885 -835 -840 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 17.9 1.4 93.3 74.2 96.8 93.5 3.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 22 17 24 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,570
COMMITMENTS
820 0 0 9,475 10,004 10,295 10,004 275 566
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 221)
-125 0 0 296 220 171 220 50 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 89.6 94.6 97.4 94.6 2.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,531
COMMITMENTS
30 0 0 5,086 5,316 5,116 5,316 415 215
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 92.0 96.1 92.5 96.1 7.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 15 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,413,351
COMMITMENTS
353,474 105,621 840,589 1144434 1388960 2338496 2335170 74,855 78,181
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 91,262)
21,259 -6,902 55,763 14,990 35,551 92,012 84,413 -751 6,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.4 34.8 47.4 57.6 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
153 101 205 99 102 352 324
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,000
COMMITMENTS
81,941 31,258 49,994 104,728 154,050 236,662 235,302 1,338 2,698
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -7,139)
3,632 -3,221 -3,468 -7,767 -142 -7,603 -6,831 464 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 13.1 21.0 44.0 64.7 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 13 23 26 36 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,779
COMMITMENTS
53,508 18,200 964 87,502 118,882 141,974 138,046 42,805 46,733
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -13,328)
-5,338 -2,463 237 -5,205 -4,642 -10,306 -6,868 -3,022 -6,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.8 0.5 47.4 64.3 76.8 74.7 23.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 4 18 20 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,453
COMMITMENTS
9,682 851 16,093 39,610 49,243 65,385 66,187 3,068 2,266
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,237)
6 -516 557 1,805 2,173 2,369 2,214 -132 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.2 23.5 57.9 71.9 95.5 96.7 4.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 6 16 22 25 42 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 360,596
COMMITMENTS
28,891 3,069 73,979 251,630 272,561 354,501 349,609 6,096 10,988
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,169)
-1,839 -531 1,160 4,005 3,277 3,327 3,906 -1,158 -1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.9 20.5 69.8 75.6 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 3 15 31 30 46 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,908
COMMITMENTS
861 1,340 200 14,812 14,271 15,873 15,811 35 97
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,415)
65 65 -75 -1,440 -1,477 -1,450 -1,487 35 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.4 1.3 93.1 89.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 21 23 26 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,608
COMMITMENTS
5,232 9,466 5,667 73,645 66,490 84,544 81,623 2,064 4,985
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -453)
241 0 -722 285 250 -196 -472 -257 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.9 6.5 85.0 76.8 97.6 94.2 2.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 8 22 19 32 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,132
COMMITMENTS
1,764 1,748 4,420 28,847 28,947 35,031 35,115 2,101 2,017
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -888)
135 -50 -736 14 284 -587 -502 -301 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.7 11.9 77.7 78.0 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 4 15 15 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,359
COMMITMENTS
850 0 0 2,464 3,296 3,314 3,296 45 63
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -670)
-300 0 0 -370 -670 -670 -670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.0 0.0 73.4 98.1 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 12 14 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,573
COMMITMENTS
1,956 7,615 10,617 16,620 11,026 29,192 29,257 4,381 4,316
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,069)
-650 1,320 968 760 -1,158 1,078 1,130 -9 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 22.7 31.6 49.5 32.8 87.0 87.1 13.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 9 14 12 11 28 29
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,226
COMMITMENTS
3,539 783 587 5,698 8,765 9,824 10,135 1,401 1,091
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -850)
-420 -336 -168 -842 -916 -1,431 -1,420 580 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 7.0 5.2 50.8 78.1 87.5 90.3 12.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 10 15 14 29 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,759
COMMITMENTS
3,837 263 11,624 84,669 88,255 100,129 100,141 7,629 7,617
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,961)
-188 -96 -412 3,938 4,095 3,339 3,587 -377 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 10.8 78.6 81.9 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,347
COMMITMENTS
14,049 9,114 1,194 9,779 14,576 25,023 24,885 1,324 1,462
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 465)
102 -255 -42 474 912 534 615 -69 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 34.6 4.5 37.1 55.3 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
58 50 16 30 36 94 99
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,391
COMMITMENTS
36,744 17,548 1,523 9,852 31,906 48,119 50,977 6,272 3,414
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,278)
693 -36 369 -408 1,018 654 1,351 624 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 32.3 2.8 18.1 58.7 88.5 93.7 11.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
96 47 20 31 38 134 101
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,809
COMMITMENTS
93,511 24,566 49,107 115,010 195,757 257,629 269,430 23,181 11,379
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 18,408)
9,157 4,793 7,490 258 7,051 16,905 19,334 1,503 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 8.7 17.5 41.0 69.7 91.7 95.9 8.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
72 25 51 77 89 171 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,922
COMMITMENTS
6,617 0 63 4,544 10,562 11,224 10,625 3,698 4,297
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,702)
2,895 0 -1,034 -3,596 -923 -1,735 -1,957 -967 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 0.0 0.4 30.5 70.8 75.2 71.2 24.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 1 10 18 16 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,206
COMMITMENTS
62 2,903 250 8,685 5,798 8,997 8,951 209 255
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -439)
-4 590 0 -471 -1,088 -475 -498 36 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 31.5 2.7 94.3 63.0 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 30 23 31 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,724
COMMITMENTS
1,300 25 0 41,069 42,616 42,369 42,641 355 83
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -9,549)
-225 25 0 -9,275 -9,585 -9,500 -9,560 -49 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 0.0 96.1 99.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 0 40 31 43 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,864
COMMITMENTS
390 0 0 27,324 27,864 27,714 27,864 150 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -6,685)
-62 0 0 -6,593 -6,685 -6,655 -6,685 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.1 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 19 22 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,830
COMMITMENTS
450 6,110 150 13,050 7,570 13,650 13,830 180 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,430)
0 -1,130 0 -1,430 -300 -1,430 -1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 44.2 1.1 94.4 54.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 25 20 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,448
COMMITMENTS
1,911 5,510 5,263 33,201 29,545 40,375 40,318 73 130
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,814)
-246 1,857 -1,905 -1,695 -3,737 -3,846 -3,785 32 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 13.6 13.0 82.1 73.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 5 44 42 54 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,666
COMMITMENTS
196 4,622 21 8,150 4,002 8,367 8,645 299 21
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,236)
-82 -1,902 0 -2,138 -334 -2,220 -2,236 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 53.3 0.2 94.0 46.2 96.5 99.8 3.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 14 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,364
COMMITMENTS
1,575 1,958 551 9,103 8,546 11,229 11,055 135 309
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,616)
-635 -177 143 -1,118 -1,562 -1,610 -1,596 -6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.2 4.8 80.1 75.2 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 2 27 25 34 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,139
COMMITMENTS
10,098 1,902 220 13,904 22,510 24,222 24,632 917 507
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -3,663)
-2,031 -268 -7 -1,600 -3,347 -3,638 -3,622 -25 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 7.6 0.9 55.3 89.5 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 3 26 31 33 37
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,999
COMMITMENTS
1,390 286 3,775 15,618 16,913 20,783 20,974 216 25
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 20)
310 10 -20 -270 35 20 25 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.4 18.0 74.4 80.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,156
COMMITMENTS
1,352 312 207 18,335 17,806 19,894 18,325 2,262 3,831
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -4,854)
-1,235 -119 -67 -3,848 -4,982 -5,150 -5,168 296 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.4 0.9 82.8 80.4 89.8 82.7 10.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 17 22 20 25
Updated August 10, 2012