IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 99,549
COMMITMENTS
1,457 1,012 4,021 94,071 94,508 99,549 99,541 0 8
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 3,551)
-4,425 100 50 7,926 3,397 3,551 3,547 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 4.0 94.5 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 3 9 14 14 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,591
COMMITMENTS
900 792 1,566 40,696 41,182 43,162 43,540 429 51
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,157)
70 501 855 1,217 801 2,142 2,157 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 3.6 93.4 94.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 2 38 46 40 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,866
COMMITMENTS
0 0 0 9,635 9,787 9,635 9,787 231 79
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 210)
0 -330 0 190 540 190 210 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.2 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 25 26 25 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,892
COMMITMENTS
556 269 614 12,462 12,898 13,632 13,781 1,260 1,111
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 46)
41 5 30 -95 -85 -24 -50 70 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 4.1 83.7 86.6 91.5 92.5 8.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 36 41 39 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,976
COMMITMENTS
540 30 397 5,362 5,773 6,299 6,200 677 776
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 401)
-65 -5 57 395 365 387 417 14 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 5.7 76.9 82.8 90.3 88.9 9.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 1 6 41 47 48 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,310
COMMITMENTS
0 50 5 5,900 5,738 5,905 5,793 405 517
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 59)
0 -5 5 24 54 29 54 30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 93.5 90.9 93.6 91.8 6.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 23 21 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,167
COMMITMENTS
105 701 290 6,088 5,927 6,483 6,918 684 249
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 687)
0 -20 0 706 708 706 688 -19 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.8 4.0 84.9 82.7 90.5 96.5 9.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 23 27 25 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,426
COMMITMENTS
85 53 30 1,993 1,757 2,108 1,840 318 586
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 64)
0 5 -5 29 6 24 6 40 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.2 1.2 82.2 72.4 86.9 75.8 13.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 15 22 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,530
COMMITMENTS
139 42 88 1,915 2,054 2,142 2,184 388 346
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 143)
1 7 -8 123 152 116 151 27 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.7 3.5 75.7 81.2 84.7 86.3 15.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 21 24 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,538
COMMITMENTS
0 0 0 8,469 8,508 8,469 8,508 69 30
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 412)
0 0 0 400 412 400 412 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 18 19 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,404
COMMITMENTS
0 304 150 7,836 7,918 7,986 8,372 418 32
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 195)
0 0 0 197 193 197 193 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.8 93.2 94.2 95.0 99.6 5.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 20 18 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,008
COMMITMENTS
0 1,394 229 23,699 22,385 23,928 24,008 80 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 3,428)
0 143 -42 3,470 3,327 3,428 3,428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 1.0 98.7 93.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 26 29 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,306
COMMITMENTS
53,512 36,012 63,335 195,469 236,507 312,316 335,854 46,989 23,451
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -15,512)
375 -2,616 -291 -13,753 -11,337 -13,669 -14,244 -1,843 -1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 10.0 17.6 54.4 65.8 86.9 93.5 13.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
50 24 46 71 76 148 126
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,615
COMMITMENTS
48 6,556 379 12,142 5,566 12,569 12,501 46 114
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 318)
0 356 75 243 -134 318 297 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 52.0 3.0 96.3 44.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 7 4 34 31 38 42
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,080
COMMITMENTS
505 1,610 255 16,320 15,185 17,080 17,050 0 30
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 75)
0 -75 75 0 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.4 1.5 95.6 88.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 22 26 26 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,280
COMMITMENTS
1,325 630 350 8,605 9,300 10,280 10,280 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -1,020)
1,125 0 -1,125 -1,020 105 -1,020 -1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.1 3.4 83.7 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 14 15 16
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,644
COMMITMENTS
525 150 0 15,983 17,336 16,508 17,486 1,136 158
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 939)
0 0 0 919 939 919 939 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.0 90.6 98.3 93.6 99.1 6.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 23 20 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,161,409
COMMITMENTS
245,828 339,105 430,735 404,041 347,418 1080604 1117258 80,805 44,152
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -12,816)
-7,487 -17,578 13,141 -19,958 -4,738 -14,304 -9,175 1,488 -3,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 29.2 37.1 34.8 29.9 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
130 116 173 74 70 304 272
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 22,328
COMMITMENTS
241 1,860 818 18,805 14,482 19,864 17,160 2,464 5,168
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.3 3.7 84.2 64.9 89.0 76.9 11.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 11 14 12 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,809,328
COMMITMENTS
86,430 63,258 657,777 1061008 1086087 1805216 1807122 4,113 2,207
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -564)
8,226 3,590 -1,585 -7,209 -2,607 -568 -602 4 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.5 36.4 58.6 60.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
46 38 65 64 65 139 139
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,942
COMMITMENTS
19,707 41,037 28,517 55,797 35,590 104,020 105,143 2,922 1,799
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 10,822)
2,766 132 3,554 4,299 6,640 10,619 10,326 203 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 38.4 26.7 52.2 33.3 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 9 13 23 22 40 37
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 63,159
COMMITMENTS
16,835 16,523 32,695 13,223 13,384 62,753 62,602 405 556
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -8,513)
-364 -6,698 133 -8,429 -1,788 -8,660 -8,354 147 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 26.2 51.8 20.9 21.2 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 14 16 15 21 32 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,348
COMMITMENTS
0 159 2,372 47,026 43,327 49,398 45,858 3,950 7,490
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 802)
0 -244 336 602 702 938 794 -136 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 4.4 88.1 81.2 92.6 86.0 7.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 18 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,569,212
COMMITMENTS
523,958 123,362 680,322 1338244 1747052 2542524 2550736 26,688 18,476
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -3,926)
17,110 21,632 -30,620 8,917 6,092 -4,593 -2,896 667 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.8 26.5 52.1 68.0 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
36 15 42 96 85 146 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,185,951
COMMITMENTS
107,929 106,484 336,285 738,638 740,330 1182852 1183099 3,099 2,852
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 15,123)
-7,345 4,860 9,942 12,635 274 15,232 15,076 -109 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 9.0 28.4 62.3 62.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 22 35 44 41 90 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,713
COMMITMENTS
585 0 0 5,257 5,946 5,842 5,946 871 767
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 77)
15 0 0 77 91 92 91 -15 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 78.3 88.6 87.0 88.6 13.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 17 15 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,767
COMMITMENTS
5,467 7,518 3,554 6,361 4,176 15,382 15,248 385 519
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 622)
435 -420 580 217 972 1,232 1,132 -610 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 47.7 22.5 40.3 26.5 97.6 96.7 2.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 16 20 9 9 30 31
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,430
COMMITMENTS
3,335 4,210 1,605 3,170 2,175 8,110 7,990 320 440
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,720)
75 1,280 590 1,070 -140 1,735 1,730 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 49.9 19.0 37.6 25.8 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 16 8 8 25 25
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,873
COMMITMENTS
1,780 2,145 476 18,337 17,822 20,593 20,443 280 430
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 598)
268 151 -7 414 494 675 638 -77 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 10.3 2.3 87.9 85.4 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 5 7 34 44 46 52
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,161
COMMITMENTS
193 0 86 2,198 2,580 2,477 2,666 684 495
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 391)
27 0 -76 590 606 541 530 -150 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 2.7 69.5 81.6 78.4 84.3 21.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 20 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,750
COMMITMENTS
0 528 25 1,253 799 1,278 1,352 472 398
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 46)
0 32 5 35 30 40 67 6 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.2 1.4 71.6 45.7 73.0 77.3 27.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 22 18 23 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 155,223
COMMITMENTS
3,757 1,444 20,998 128,303 131,156 153,059 153,599 2,165 1,625
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,662)
627 18 79 1,008 1,650 1,714 1,746 -52 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 13.5 82.7 84.5 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 33 31 39 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,126
COMMITMENTS
3,344 0 2,786 18,868 22,896 24,997 25,682 1,129 444
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 860)
324 -222 148 484 1,026 956 952 -96 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 10.7 72.2 87.6 95.7 98.3 4.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 21 19 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,114
COMMITMENTS
0 1,278 18 6,255 5,419 6,273 6,715 1,841 1,399
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -2 -14 -2 -14 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 0.2 77.1 66.8 77.3 82.8 22.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 15 17 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,731
COMMITMENTS
3,492 322 429 7,989 11,631 11,910 12,382 821 349
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 10)
-50 -1 0 100 130 50 130 -40 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 2.5 3.4 62.8 91.4 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 21 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,733
COMMITMENTS
406 1,680 658 18,188 18,293 19,252 20,631 2,481 1,102
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -314 -144 -314 -144 194 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.7 3.0 83.7 84.2 88.6 94.9 11.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 25 24 28 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,849
COMMITMENTS
1,244 0 186 5,814 7,291 7,244 7,477 1,605 1,372
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 284)
-120 0 120 164 302 164 422 120 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 2.1 65.7 82.4 81.9 84.5 18.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 18 19 19
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,537
COMMITMENTS
2,698 2,182 250 7,227 8,105 10,175 10,537 1,362 1,000
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 100)
-192 -120 50 122 -70 -20 -140 120 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 18.9 2.2 62.6 70.3 88.2 91.3 11.8 8.7
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 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,272
COMMITMENTS
218 2,520 840 9,454 8,546 10,512 11,906 1,760 366
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 209)
0 318 0 -267 -109 -267 209 476 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 20.5 6.8 77.0 69.6 85.7 97.0 14.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,364
COMMITMENTS
0 0 0 53,026 53,364 53,026 53,364 338 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 16 20 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 896,897
COMMITMENTS
0 0 0 896,897 896,897 896,897 896,897 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 384)
0 0 0 384 384 384 384 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 17 18 17 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,368
COMMITMENTS
0 0 0 85,113 85,178 85,113 85,178 255 190
CHANGES FROM 09/11/12 (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: 36)
0 0 0 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,173,458
COMMITMENTS
0 0 0 1173458 1173458 1173458 1173458 0 0
CHANGES FROM 09/11/12 (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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,984
COMMITMENTS
3,945 0 6,990 51,794 55,994 62,729 62,984 255 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 11.1 82.2 88.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 27 21 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,227,966
COMMITMENTS
38,805 107,530 15,387 1173774 1105049 1227966 1227966 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 752)
0 0 0 752 752 752 752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.8 1.3 95.6 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,604
COMMITMENTS
0 3,612 0 48,521 44,482 48,521 48,094 83 510
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 602)
0 92 0 602 510 602 602 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 99.8 91.5 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,478
COMMITMENTS
830 5,515 0 38,119 33,963 38,949 39,478 529 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 14.0 0.0 96.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 16 20 17 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,916
COMMITMENTS
8,643 0 1,805 16,468 24,856 26,916 26,661 0 255
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 0.0 6.7 61.2 92.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 14 12 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,076
COMMITMENTS
249 1,740 19 13,937 13,151 14,205 14,910 871 166
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 255)
0 163 0 255 92 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.5 0.1 92.4 87.2 94.2 98.9 5.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 14 20 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,220
COMMITMENTS
0 46,785 23,400 767,820 721,035 791,220 791,220 0 0
CHANGES FROM 09/11/12 (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 5.9 3.0 97.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 945,180
COMMITMENTS
16,010 122,810 4,160 925,010 818,210 945,180 945,180 0 0
CHANGES FROM 09/11/12 (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 13.0 0.4 97.9 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 16 17 17
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,773
COMMITMENTS
95,741 0 87,571 320,461 416,202 503,773 503,773 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 0)
-5,925 0 0 5,925 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 17.4 63.6 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,661
COMMITMENTS
314 126 230 9,096 9,303 9,641 9,659 20 2
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 181)
-0 15 -2 184 169 181 182 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 2.4 94.2 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 19 20 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,796
COMMITMENTS
2,175 0 0 29,180 31,509 31,355 31,509 441 287
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 887)
375 0 0 510 885 885 885 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 91.8 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 34 38 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,065
COMMITMENTS
660 0 0 4,142 4,829 4,802 4,829 263 236
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -105 -90 -105 -90 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 81.8 95.3 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,869
COMMITMENTS
208 1,155 46 9,310 8,163 9,564 9,364 305 505
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 359)
-85 0 0 369 254 284 254 75 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.7 0.5 94.3 82.7 96.9 94.9 3.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 22 27 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,646
COMMITMENTS
995 0 0 10,323 11,519 11,318 11,519 328 127
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,374)
240 0 0 1,108 1,704 1,348 1,704 26 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 88.6 98.9 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 21 23 22 23
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,214
COMMITMENTS
132 25 0 4,750 5,062 4,882 5,087 332 127
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 57 60 57 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.0 91.1 97.1 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 17 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,567,331
COMMITMENTS
409,520 85,515 854,354 1218071 1553916 2481946 2493785 85,386 73,546
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -17,554)
16,521 -1,861 -27,903 -10,882 11,381 -22,264 -18,384 4,710 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.3 33.3 47.4 60.5 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
180 87 193 98 101 351 318
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,410
COMMITMENTS
71,201 15,698 26,228 75,987 130,125 173,415 172,052 995 2,358
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -19,559)
-383 -3,519 -9,127 -10,011 -6,571 -19,521 -19,217 -37 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 9.0 15.0 43.6 74.6 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 13 23 24 36 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,758
COMMITMENTS
63,037 17,518 1,849 80,040 117,777 144,926 137,144 41,832 49,614
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 5,346)
4,416 -606 378 87 8,164 4,881 7,936 465 -2,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 9.4 1.0 42.9 63.1 77.6 73.4 22.4 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 6 17 20 25 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,126
COMMITMENTS
10,490 1,619 16,161 40,051 49,481 66,703 67,261 2,423 1,865
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -1,530)
897 182 -1,726 -530 26 -1,359 -1,518 -171 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.3 23.4 57.9 71.6 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 8 18 22 24 44 43
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 376,649
COMMITMENTS
30,479 1,204 73,567 266,687 290,581 370,733 365,352 5,915 11,296
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 304)
-1,403 -129 986 697 -610 279 246 25 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 19.5 70.8 77.1 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 3 15 32 31 47 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,338
COMMITMENTS
1,826 445 945 20,517 21,898 23,288 23,288 50 50
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,677)
100 0 745 1,807 1,907 2,652 2,652 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.9 4.0 87.9 93.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 23 25 30 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,923
COMMITMENTS
6,488 9,714 4,482 76,757 72,195 87,727 86,391 3,196 4,532
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,879)
-13 -200 -2,428 -82 83 -2,523 -2,545 -356 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.7 4.9 84.4 79.4 96.5 95.0 3.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 8 23 21 33 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,223
COMMITMENTS
4,057 1,748 3,834 31,837 34,174 39,728 39,756 2,495 2,467
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -7,227)
390 -2,600 -4,178 -3,669 -444 -7,457 -7,222 230 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.1 9.1 75.4 80.9 94.1 94.2 5.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 4 14 15 21 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,622
COMMITMENTS
591 3,968 474 40,185 30,755 41,250 35,197 24,372 30,425
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.0 0.7 61.2 46.9 62.9 53.6 37.1 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 14 14 17 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,843
COMMITMENTS
1,034 417 150 2,548 3,210 3,732 3,777 111 66
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 10.9 3.9 66.3 83.5 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 13 12 16 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,892
COMMITMENTS
3,360 5,374 10,016 15,252 12,792 28,627 28,181 4,265 4,711
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -734)
336 -644 -361 -185 12 -211 -993 -524 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.3 30.5 46.4 38.9 87.0 85.7 13.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 12 14 15 29 32
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,971
COMMITMENTS
4,567 1,235 547 5,036 8,650 10,150 10,432 821 539
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 649)
-27 213 60 465 308 498 581 151 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 11.3 5.0 45.9 78.8 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 9 15 13 30 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,249
COMMITMENTS
5,131 533 9,833 94,321 96,387 109,285 106,753 5,964 8,496
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -1,128)
948 166 -510 104 -1,007 541 -1,351 -1,669 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 8.5 81.8 83.6 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 7 24 24 31 31
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,536
COMMITMENTS
0 0 0 19,536 19,527 19,536 19,527 0 9
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 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 15 11 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,772
COMMITMENTS
14,369 3,161 1,046 7,007 19,875 22,423 24,082 2,349 690
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,272)
732 -615 259 4 1,688 995 1,333 277 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 12.8 4.2 28.3 80.2 90.5 97.2 9.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
78 25 9 28 41 110 73
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,341
COMMITMENTS
42,316 5,338 3,953 10,854 52,609 57,123 61,900 7,217 2,441
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,632)
-485 -2,139 1,707 1,251 3,483 2,473 3,051 160 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 8.3 6.1 16.9 81.8 88.8 96.2 11.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
104 26 25 32 41 151 80
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,205
COMMITMENTS
112,449 41,072 46,286 128,799 212,339 287,534 299,698 23,671 11,507
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -1,630)
-481 -1,902 836 1,613 685 1,968 -382 -3,598 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 13.2 14.9 41.4 68.2 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
84 25 54 79 91 189 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,384
COMMITMENTS
9,510 0 120 6,442 14,858 16,072 14,978 3,312 4,406
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,031)
2,101 0 -103 -159 1,877 1,839 1,774 192 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 0.0 0.6 33.2 76.7 82.9 77.3 17.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 3 13 20 18 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,178
COMMITMENTS
0 0 0 22,521 21,379 22,521 21,379 657 1,799
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -445)
0 0 0 -438 -476 -438 -476 -7 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 92.2 97.2 92.2 2.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,755
COMMITMENTS
7,794 1,200 2,583 11,251 17,060 21,628 20,843 1,127 1,912
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -331)
657 0 -120 -994 -277 -457 -397 126 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.3 11.4 49.4 75.0 95.0 91.6 5.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 18 16 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,955
COMMITMENTS
156 6,130 289 12,390 6,395 12,835 12,814 120 141
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 325)
0 220 0 325 105 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 47.3 2.2 95.6 49.4 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 3 32 26 35 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,626
COMMITMENTS
2,128 50 0 44,230 46,508 46,358 46,558 268 68
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 5,887)
620 50 -50 5,263 5,887 5,833 5,887 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 0.0 94.9 99.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 0 44 29 49 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,533
COMMITMENTS
490 0 0 16,883 17,533 17,373 17,533 160 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,269)
0 0 0 -2,269 -2,269 -2,269 -2,269 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 96.3 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 17 24 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,425
COMMITMENTS
450 5,280 150 11,645 6,995 12,245 12,425 180 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 42.5 1.2 93.7 56.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 1 28 19 30 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,071
COMMITMENTS
2,957 5,799 9,271 36,646 33,942 48,874 49,012 197 59
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 3,085)
-256 -644 2,327 1,029 1,449 3,100 3,132 -15 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.8 18.9 74.7 69.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 3 5 48 43 56 50
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,887
COMMITMENTS
135 2,734 71 7,437 5,001 7,643 7,806 244 81
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 256)
0 -150 0 256 406 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 34.7 0.9 94.3 63.4 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 13 24 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,345
COMMITMENTS
2,011 2,355 534 10,708 10,167 13,253 13,056 92 289
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 230)
26 69 109 96 55 231 233 -1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 17.6 4.0 80.2 76.2 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 3 28 28 33 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,632
COMMITMENTS
8,336 1,746 381 13,944 20,945 22,661 23,072 971 560
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -120)
-240 0 0 0 -120 -240 -120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 7.4 1.6 59.0 88.6 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 4 27 32 34 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,799
COMMITMENTS
3,923 1,901 394 21,996 23,238 26,313 25,533 1,486 2,266
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,814)
8 917 277 1,516 995 1,801 2,189 13 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.8 1.4 79.1 83.6 94.7 91.8 5.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 17 24 22 27
Updated September 21, 2012