IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 99,364
COMMITMENTS
130 1,977 3,051 96,183 94,336 99,364 99,364 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -185)
-1,327 965 -970 2,112 -172 -185 -177 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 3.1 96.8 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 3 10 13 16 17
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,137
COMMITMENTS
699 745 1,530 44,456 44,759 46,685 47,034 452 103
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,546)
-201 -47 -36 3,760 3,577 3,523 3,494 23 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 3.2 94.3 95.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 39 45 41 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,252
COMMITMENTS
0 0 0 10,005 10,186 10,005 10,186 247 66
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 386)
0 0 0 370 399 370 399 16 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 99.4 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 29 24 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,574
COMMITMENTS
548 359 614 13,118 13,513 14,280 14,486 1,294 1,088
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 682)
-8 90 0 656 615 648 705 34 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.3 3.9 84.2 86.8 91.7 93.0 8.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 3 37 43 40 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,512
COMMITMENTS
449 80 476 5,872 6,144 6,797 6,700 715 812
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 536)
-91 50 79 510 371 498 500 38 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.1 6.3 78.2 81.8 90.5 89.2 9.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 6 44 48 51 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,624
COMMITMENTS
0 50 5 6,119 6,028 6,124 6,083 500 541
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 314)
0 0 0 219 290 219 290 95 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 92.4 91.0 92.5 91.8 7.5 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,312
COMMITMENTS
105 586 290 6,208 6,172 6,603 7,048 709 264
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 145)
0 -115 0 120 245 120 130 25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.0 4.0 84.9 84.4 90.3 96.4 9.7 3.6
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,602
COMMITMENTS
90 43 40 2,179 1,846 2,309 1,929 293 673
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 176)
5 -10 10 186 89 201 89 -25 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.7 1.5 83.7 70.9 88.7 74.1 11.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 19 14 23 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,656
COMMITMENTS
135 52 88 2,012 2,157 2,235 2,297 421 359
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 126)
-4 10 0 97 103 93 113 33 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.0 3.3 75.8 81.2 84.1 86.5 15.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 22 21 25 23
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,020
COMMITMENTS
0 0 0 1,976 1,965 1,976 1,965 44 55
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 97.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,828
COMMITMENTS
0 0 0 8,759 8,798 8,759 8,798 69 30
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 20 20 20
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,429
COMMITMENTS
0 304 150 8,861 8,943 9,011 9,397 418 32
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,025)
0 0 0 1,025 1,025 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.6 94.0 94.8 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,890
COMMITMENTS
0 1,409 214 25,596 24,267 25,810 25,890 80 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,882)
0 15 -15 1,897 1,882 1,882 1,882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.8 98.9 93.7 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,812
COMMITMENTS
49,523 31,514 70,390 191,857 230,447 311,769 332,351 45,043 24,461
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,494)
-3,990 -4,498 7,055 -3,612 -6,060 -547 -3,503 -1,947 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.8 19.7 53.8 64.6 87.4 93.1 12.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
48 25 46 69 77 144 128
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,617
COMMITMENTS
48 7,401 379 13,138 5,693 13,565 13,473 52 144
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,002)
0 845 0 996 127 996 972 6 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 54.4 2.8 96.5 41.8 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 7 4 34 32 38 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,775
COMMITMENTS
505 1,500 75 16,195 15,170 16,775 16,745 0 30
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -305)
0 -110 -180 -125 -15 -305 -305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.9 0.4 96.5 90.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 22 27 25 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,330
COMMITMENTS
275 630 1,400 9,655 9,300 11,330 11,330 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,050)
-1,050 0 1,050 1,050 0 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 12.4 85.2 82.1 100.0 100.0 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,695
COMMITMENTS
525 150 0 17,415 18,036 17,940 18,186 755 509
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,051)
0 0 0 1,432 700 1,432 700 -381 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.8 0.0 93.2 96.5 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 24 20 26 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,095,991
COMMITMENTS
239,380 335,947 384,999 394,997 334,159 1019376 1055105 76,615 40,886
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -65,418)
-6,448 -3,158 -45,737 -9,044 -13,259 -61,228 -62,153 -4,190 -3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 30.7 35.1 36.0 30.5 93.0 96.3 7.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
116 106 147 73 68 276 244
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| 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
365 1,860 694 18,805 14,606 19,864 17,160 2,464 5,168
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 0)
124 0 -124 0 124 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.3 3.1 84.2 65.4 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,555,402
COMMITMENTS
80,229 29,686 528,823 941,331 993,195 1550383 1551705 5,019 3,698
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -253,926)
-6,202 -33,572 -128,954 -119,677 -92,891 -254,833 -255,417 906 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.9 34.0 60.5 63.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
43 32 56 56 53 121 119
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 111,417
COMMITMENTS
19,467 41,473 31,128 57,655 36,203 108,250 108,804 3,167 2,614
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,475)
-240 436 2,612 1,858 612 4,230 3,660 245 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 37.2 27.9 51.7 32.5 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 14 25 23 43 39
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 25,817
COMMITMENTS
8,617 8,034 5,173 7,821 7,777 21,611 20,984 4,206 4,833
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 31.1 20.0 30.3 30.1 83.7 81.3 16.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 7 4 5 18 13
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 28,986
COMMITMENTS
10,299 8,785 12,023 6,399 8,096 28,722 28,905 264 81
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -34,173)
-6,536 -7,738 -20,672 -6,823 -5,288 -34,031 -33,698 -142 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 30.3 41.5 22.1 27.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 8 9 14 19 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,780
COMMITMENTS
0 231 2,316 47,414 43,699 49,730 46,246 4,050 7,534
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 432)
0 72 -56 388 372 332 388 100 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 4.3 88.2 81.3 92.5 86.0 7.5 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,587,107
COMMITMENTS
503,928 123,737 689,923 1365196 1754578 2559047 2568238 28,060 18,869
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 17,895)
-20,030 375 9,601 26,952 7,526 16,523 17,502 1,372 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.8 26.7 52.8 67.8 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 19 42 100 89 149 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,235,944
COMMITMENTS
162,270 148,595 313,621 756,794 771,401 1232685 1233617 3,259 2,327
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 49,993)
54,341 42,111 -22,664 18,156 31,071 49,833 50,518 160 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.0 25.4 61.2 62.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 22 36 44 40 94 79
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,293
COMMITMENTS
6,122 8,013 3,646 7,165 4,600 16,933 16,259 360 1,034
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,526)
655 495 92 804 424 1,551 1,011 -25 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 46.3 21.1 41.4 26.6 97.9 94.0 2.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 17 19 8 8 28 31
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,185
COMMITMENTS
3,470 4,580 1,650 3,675 2,295 8,795 8,525 390 660
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 755)
135 370 45 505 120 685 535 70 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 49.9 18.0 40.0 25.0 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 11 15 8 6 24 22
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,939
COMMITMENTS
1,840 2,014 445 18,394 18,091 20,679 20,550 260 389
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 66)
60 -131 -31 57 268 86 107 -20 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.6 2.1 87.8 86.4 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 8 36 44 49 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,306
COMMITMENTS
208 0 150 2,242 2,600 2,600 2,750 706 556
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 145)
15 0 64 44 20 123 84 22 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 4.5 67.8 78.6 78.7 83.2 21.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 20 19 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,846
COMMITMENTS
29 586 26 1,231 829 1,286 1,441 560 405
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 96)
29 58 1 -22 30 8 89 88 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 31.7 1.4 66.7 44.9 69.7 78.1 30.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 18 23 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 154,265
COMMITMENTS
3,173 2,170 20,457 128,367 129,914 151,996 152,541 2,269 1,724
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -958)
-585 725 -541 64 -1,242 -1,063 -1,058 104 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 13.3 83.2 84.2 98.5 98.9 1.5 1.1
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,035
COMMITMENTS
3,247 0 2,780 18,880 22,811 24,907 25,591 1,128 444
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -91)
-97 0 -6 12 -85 -91 -91 -1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 10.7 72.5 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,422
COMMITMENTS
0 1,158 138 6,771 5,879 6,909 7,175 1,513 1,247
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 308)
0 -120 120 516 460 636 460 -328 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 1.6 80.4 69.8 82.0 85.2 18.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 16 19 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,815
COMMITMENTS
3,492 321 429 8,049 11,691 11,970 12,442 845 373
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 84)
0 -0 0 60 60 60 60 24 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.5 3.4 62.8 91.2 93.4 97.1 6.6 2.9
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,913
COMMITMENTS
406 1,680 658 18,368 18,453 19,432 20,791 2,481 1,122
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 160 180 160 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.7 3.0 83.8 84.2 88.7 94.9 11.3 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,929
COMMITMENTS
1,244 0 186 5,894 7,371 7,324 7,557 1,605 1,372
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 2.1 66.0 82.6 82.0 84.6 18.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 17 19 18
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,637
COMMITMENTS
2,688 2,152 260 7,015 8,225 9,963 10,637 1,674 1,000
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 100)
-10 -30 10 -212 120 -212 100 312 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 18.5 2.2 60.3 70.7 85.6 91.4 14.4 8.6
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,330
COMMITMENTS
218 2,558 840 9,508 8,546 10,566 11,944 1,764 386
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 58)
0 38 0 54 0 54 38 4 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 20.7 6.8 77.1 69.3 85.7 96.9 14.3 3.1
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,537
COMMITMENTS
0 0 0 58,199 58,537 58,199 58,537 338 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,173)
0 0 0 5,173 5,173 5,173 5,173 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 947,713
COMMITMENTS
0 0 0 947,713 947,713 947,713 947,713 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 50,816)
0 0 0 50,816 50,816 50,816 50,816 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: 27)
0 0 0 17 20 17 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (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 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (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 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (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 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,988
COMMITMENTS
830 5,515 0 38,629 34,473 39,459 39,988 529 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.8 0.0 96.6 86.2 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,131
COMMITMENTS
8,643 0 1,805 16,683 25,326 27,131 27,131 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 470 215 470 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 0.0 6.7 61.5 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,075
COMMITMENTS
249 1,740 19 13,936 13,150 14,204 14,909 871 166
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 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 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 951,105
COMMITMENTS
16,010 122,810 4,160 930,935 824,135 951,105 951,105 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,925)
0 0 0 5,925 5,925 5,925 5,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.9 0.4 97.9 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 16 17 18 18
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,640
COMMITMENTS
330 135 198 9,093 9,304 9,620 9,638 20 2
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -20)
15 10 -32 -3 2 -20 -21 -0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 2.1 94.3 96.5 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,651
COMMITMENTS
2,175 0 0 30,028 32,287 32,203 32,287 448 364
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 855)
0 0 0 848 778 848 778 7 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 92.0 98.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 38 38 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,185
COMMITMENTS
660 0 0 4,217 4,949 4,877 4,949 308 236
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 75 120 75 120 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 0.0 81.3 95.4 94.1 95.4 5.9 4.6
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,064
COMMITMENTS
208 675 46 9,505 8,838 9,759 9,559 305 505
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 195)
0 -480 0 195 675 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.7 0.5 94.4 87.8 97.0 95.0 3.0 5.0
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,827
COMMITMENTS
995 0 0 10,744 11,760 11,739 11,760 88 67
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 181)
0 0 0 421 241 421 241 -240 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 90.8 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 23 23 23
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,332
COMMITMENTS
138 25 0 4,847 5,174 4,985 5,199 347 133
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 118)
6 0 0 97 112 103 112 15 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 0.0 90.9 97.0 93.5 97.5 6.5 2.5
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,527,807
COMMITMENTS
386,165 94,278 848,169 1206248 1514090 2440581 2456536 87,226 71,271
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -39,524)
-23,355 8,762 -6,185 -11,824 -39,826 -41,364 -37,249 1,840 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 3.7 33.6 47.7 59.9 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
171 103 207 98 107 358 342
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,999
COMMITMENTS
53,607 16,863 24,000 70,000 105,483 147,607 146,346 1,392 2,653
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -25,411)
-17,594 1,165 -2,228 -5,986 -24,643 -25,808 -25,706 397 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 11.3 16.1 47.0 70.8 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 12 23 24 36 37
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,966
COMMITMENTS
63,437 17,458 1,816 80,182 117,003 145,435 136,277 41,531 50,689
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 208)
400 -60 -33 142 -774 509 -867 -301 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.3 1.0 42.9 62.6 77.8 72.9 22.2 27.1
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,595
COMMITMENTS
10,312 1,942 18,827 37,822 46,582 66,961 67,351 2,634 2,244
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 469)
-179 323 2,666 -2,230 -2,900 258 90 211 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.8 27.1 54.3 66.9 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 9 19 22 24 45 44
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 368,554
COMMITMENTS
31,469 1,315 70,325 260,899 285,783 362,693 357,423 5,860 11,130
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -8,095)
990 111 -3,243 -5,788 -4,798 -8,040 -7,929 -55 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.4 19.1 70.8 77.5 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 1 15 32 31 47 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,315
COMMITMENTS
2,398 130 945 25,872 28,140 29,215 29,215 100 100
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,977)
572 -315 0 5,355 6,242 5,927 5,927 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.4 3.2 88.3 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 24 26 30 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,844
COMMITMENTS
6,066 9,947 5,278 74,962 69,815 86,306 85,040 3,538 4,804
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,079)
-422 233 796 -1,795 -2,380 -1,421 -1,351 342 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 11.1 5.9 83.4 77.7 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 6 8 22 19 32 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,703
COMMITMENTS
3,447 1,748 4,350 32,411 34,198 40,208 40,296 2,495 2,407
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 480)
-610 0 516 574 24 480 540 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.1 10.2 75.9 80.1 94.2 94.4 5.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 5 14 15 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,471
COMMITMENTS
591 4,443 474 41,361 33,182 42,426 38,099 24,045 28,372
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 849)
0 475 0 1,176 2,427 1,176 2,902 -327 -2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.7 0.7 62.2 49.9 63.8 57.3 36.2 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 16 16 19 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,059
COMMITMENTS
950 699 150 2,914 3,210 4,014 4,059 45 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 216)
-84 282 0 366 0 282 282 -66 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.2 3.7 71.8 79.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 13 13 16 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,444
COMMITMENTS
3,045 5,964 11,245 17,690 14,945 31,980 32,155 4,464 4,290
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,552)
-315 591 1,230 2,438 2,153 3,353 3,974 200 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.4 30.9 48.5 41.0 87.8 88.2 12.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 9 15 14 15 31 35
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,613
COMMITMENTS
4,755 1,269 364 4,713 8,332 9,833 9,965 780 648
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -358)
188 34 -183 -322 -318 -317 -467 -41 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 12.0 3.4 44.4 78.5 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 8 9 15 13 31 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,133
COMMITMENTS
5,120 510 9,701 96,351 98,438 111,172 108,649 5,961 8,483
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,884)
-11 -23 -132 2,031 2,051 1,887 1,896 -3 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 8.3 82.3 84.0 94.9 92.8 5.1 7.2
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,335
COMMITMENTS
0 0 0 18,335 18,329 18,335 18,329 0 6
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,201)
0 0 0 -1,201 -1,198 -1,201 -1,198 0 -3
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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,619
COMMITMENTS
15,129 2,839 694 4,608 18,490 20,431 22,023 2,187 596
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,153)
760 -322 -352 -2,400 -1,385 -1,991 -2,059 -162 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 12.6 3.1 20.4 81.7 90.3 97.4 9.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
81 19 10 29 42 116 67
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,681
COMMITMENTS
44,165 5,509 3,365 8,804 52,771 56,333 61,644 7,347 2,037
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -660)
1,849 170 -588 -2,051 162 -790 -256 130 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 8.7 5.3 13.8 82.9 88.5 96.8 11.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
97 25 21 34 40 142 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,197
COMMITMENTS
113,767 38,879 40,218 124,915 210,308 278,899 289,404 23,297 12,793
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -9,008)
1,318 -2,194 -6,069 -3,884 -2,031 -8,634 -10,294 -374 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 12.9 13.3 41.3 69.6 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
88 22 52 71 84 183 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,120
COMMITMENTS
10,017 0 248 7,791 17,275 18,056 17,523 3,064 3,597
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,736)
507 0 128 1,349 2,417 1,984 2,545 -248 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 0.0 1.2 36.9 81.8 85.5 83.0 14.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 3 16 23 21 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,083
COMMITMENTS
0 0 0 22,441 21,739 22,441 21,739 642 1,344
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -80 360 -80 360 -15 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 94.2 97.2 94.2 2.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,978
COMMITMENTS
7,329 1,200 2,808 11,664 17,303 21,801 21,311 1,177 1,667
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 223)
-465 0 225 413 243 173 468 50 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 5.2 12.2 50.8 75.3 94.9 92.7 5.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 18 17 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,899
COMMITMENTS
156 6,480 289 13,334 6,989 13,779 13,758 120 141
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 944)
0 350 0 944 594 944 944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 46.6 2.1 95.9 50.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 3 33 27 36 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,791
COMMITMENTS
2,408 150 0 50,115 52,573 52,523 52,723 268 68
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 6,165)
280 100 0 5,885 6,065 6,165 6,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 0.0 94.9 99.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 0 43 30 48 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,018
COMMITMENTS
490 0 0 16,308 17,018 16,798 17,018 220 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -515)
0 0 0 -575 -515 -575 -515 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.8 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 23 15 25 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,490
COMMITMENTS
450 4,980 150 12,710 8,360 13,310 13,490 180 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,065)
0 -300 0 1,065 1,365 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 36.9 1.1 94.2 62.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 29 22 31 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,706
COMMITMENTS
4,409 5,357 10,418 38,682 37,872 53,509 53,647 197 59
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,635)
1,452 -442 1,147 2,036 3,930 4,635 4,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.0 19.4 72.0 70.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 5 6 49 46 58 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| 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 09/18/12 (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 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 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,226
COMMITMENTS
1,567 3,560 565 13,001 10,810 15,133 14,935 93 291
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,881)
-444 1,205 31 2,293 643 1,880 1,879 1 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 23.4 3.7 85.4 71.0 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 3 28 28 32 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,992
COMMITMENTS
8,980 1,296 816 13,225 21,320 23,021 23,432 971 560
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 360)
644 -450 435 -719 375 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 5.4 3.4 55.1 88.9 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 5 27 32 35 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,749
COMMITMENTS
4,330 2,649 374 23,740 24,164 28,444 27,187 1,305 2,562
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,950)
407 748 -20 1,744 926 2,131 1,654 -181 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 8.9 1.3 79.8 81.2 95.6 91.4 4.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 18 23 24 27
Updated September 28, 2012