IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 100,321
COMMITMENTS
130 2,152 2,876 97,315 95,293 100,321 100,321 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 957)
0 175 -175 1,132 957 957 957 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.9 97.0 95.0 100.0 100.0 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,021
COMMITMENTS
0 1,435 988 38,646 37,548 39,634 39,971 387 50
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -7,116)
-699 690 -542 -5,810 -7,211 -7,051 -7,063 -65 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 2.5 96.6 93.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 2 36 37 38 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,866
COMMITMENTS
0 80 0 6,669 6,566 6,669 6,646 197 220
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,386)
0 80 0 -3,336 -3,620 -3,336 -3,540 -50 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 97.1 95.6 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 23 20 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,687
COMMITMENTS
383 205 651 11,521 11,918 12,555 12,774 1,132 913
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,887)
-165 -154 37 -1,597 -1,595 -1,725 -1,712 -162 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 4.8 84.2 87.1 91.7 93.3 8.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 4 36 40 40 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,338
COMMITMENTS
323 175 356 5,025 5,059 5,704 5,590 634 748
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,174)
-126 95 -120 -847 -1,085 -1,093 -1,110 -81 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.8 5.6 79.3 79.8 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 5 40 44 46 52
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,850
COMMITMENTS
0 0 0 5,362 5,382 5,362 5,382 488 468
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -774)
0 -50 -5 -757 -646 -762 -701 -12 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 92.0 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,155
COMMITMENTS
105 658 19 5,337 5,200 5,461 5,877 694 278
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,157)
0 72 -271 -871 -972 -1,142 -1,171 -15 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.7 0.3 86.7 84.5 88.7 95.5 11.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 26 23 28
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,826
COMMITMENTS
180 57 43 1,258 1,427 1,481 1,527 345 299
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -830)
45 5 -45 -754 -730 -754 -770 -76 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.1 2.4 68.9 78.1 81.1 83.6 18.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 17 17 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,725
COMMITMENTS
0 0 0 5,548 5,695 5,548 5,695 177 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,103)
0 0 0 -3,211 -3,103 -3,211 -3,103 108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 99.5 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,163
COMMITMENTS
0 231 150 8,652 8,745 8,802 9,126 361 37
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -266)
0 -73 0 -209 -198 -209 -271 -57 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.6 94.4 95.4 96.1 99.6 3.9 0.4
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,883
COMMITMENTS
0 395 213 22,610 22,275 22,823 22,883 60 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,007)
0 -1,014 -1 -2,986 -1,992 -2,987 -3,007 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.9 98.8 97.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 25 27 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,948
COMMITMENTS
53,207 25,743 74,626 181,119 228,880 308,952 329,250 42,996 22,699
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,863)
3,684 -5,771 4,236 -10,737 -1,567 -2,817 -3,101 -2,046 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.3 21.2 51.5 65.0 87.8 93.6 12.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
50 27 51 74 83 155 139
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,743
COMMITMENTS
83 7,259 404 10,210 2,983 10,697 10,646 46 97
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,874)
35 -142 25 -2,928 -2,710 -2,868 -2,827 -6 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 67.6 3.8 95.0 27.8 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 5 33 24 39 35
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680
COMMITMENTS
375 1,500 75 15,230 14,075 15,680 15,650 0 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,095)
-130 0 0 -965 -1,095 -1,095 -1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.6 0.5 97.1 89.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 22 23 24
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,841
COMMITMENTS
525 150 0 17,649 17,858 18,174 18,008 667 833
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 146)
0 0 0 234 -178 234 -178 -88 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.8 0.0 93.7 94.8 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 25 20 27 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,191,771
COMMITMENTS
260,763 315,219 447,596 402,362 386,665 1110721 1149480 81,050 42,291
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 95,780)
21,383 -20,728 62,597 7,365 52,506 91,345 94,375 4,435 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 26.4 37.6 33.8 32.4 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
137 111 162 79 72 316 263
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,615,055
COMMITMENTS
98,830 41,035 562,551 947,930 1008844 1609311 1612430 5,744 2,625
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 59,653)
18,601 11,349 33,728 6,599 15,648 58,928 60,725 725 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.5 34.8 58.7 62.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
51 29 62 60 58 132 128
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,644
COMMITMENTS
26,757 48,031 18,569 51,674 32,066 97,000 98,666 3,644 1,978
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,773)
7,290 6,558 -12,559 -5,981 -4,137 -11,250 -10,138 476 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 47.7 18.5 51.3 31.9 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 15 19 20 37 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,522
COMMITMENTS
12,580 11,361 11,839 7,851 9,227 32,270 32,428 252 95
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,536)
2,281 2,576 -184 1,452 1,131 3,548 3,523 -12 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 34.9 36.4 24.1 28.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 8 9 16 19 30
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,490,757
COMMITMENTS
489,473 62,873 689,523 1278919 1716217 2457915 2468613 32,842 22,144
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -96,350)
-14,455 -60,864 -400 -86,277 -38,361 -101,132 -99,625 4,782 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.5 27.7 51.3 68.9 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 17 41 89 83 137 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,791
COMMITMENTS
73,175 167,518 232,705 687,706 596,765 993,586 996,988 8,205 4,803
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -234,153)
-89,095 18,923 -80,916 -69,088 -174,636 -239,099 -236,629 4,946 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 16.7 23.2 68.6 59.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 21 32 40 38 82 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,901
COMMITMENTS
855 0 90 5,131 6,050 6,076 6,140 825 761
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 188)
270 0 90 -126 105 234 195 -45 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 1.3 74.3 87.7 88.0 89.0 12.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 13 17 16 18
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 7,924
COMMITMENTS
410 630 70 7,303 7,011 7,783 7,711 141 213
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.0 0.9 92.2 88.5 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 14 16 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,711
COMMITMENTS
6,081 9,358 3,308 7,867 4,046 17,256 16,712 455 999
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 418)
-41 1,345 -338 702 -554 323 453 95 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 52.8 18.7 44.4 22.8 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 15 19 10 9 30 32
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,170
COMMITMENTS
3,555 3,845 1,740 3,550 2,950 8,845 8,535 325 635
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -15)
85 -735 90 -125 655 50 10 -65 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 41.9 19.0 38.7 32.2 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 11 13 8 7 23 22
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,496
COMMITMENTS
1,946 1,790 259 12,952 12,897 15,157 14,946 339 550
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,443)
106 -224 -186 -5,442 -5,194 -5,522 -5,604 79 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.6 1.7 83.6 83.2 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 5 5 34 37 44 45
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,962
COMMITMENTS
259 0 123 1,832 2,298 2,214 2,421 748 541
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -344)
51 0 -27 -410 -302 -386 -329 42 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 4.2 61.8 77.6 74.7 81.7 25.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 17 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,666
COMMITMENTS
78 578 30 958 706 1,066 1,314 600 352
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -180)
49 -8 4 -273 -123 -220 -127 40 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 34.7 1.8 57.5 42.4 64.0 78.9 36.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 14 22 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 135,648
COMMITMENTS
2,222 2,713 15,503 116,216 115,790 133,941 134,006 1,707 1,641
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -18,617)
-951 543 -4,954 -12,151 -14,124 -18,055 -18,534 -562 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 11.4 85.7 85.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 32 32 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,021
COMMITMENTS
2,561 56 2,295 16,983 20,072 21,839 22,423 1,182 598
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,014)
-686 56 -484 -1,897 -2,739 -3,068 -3,168 54 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.2 10.0 73.8 87.2 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,306
COMMITMENTS
0 1,506 128 6,813 5,379 6,941 7,013 1,365 1,293
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -116)
0 348 -10 42 -500 32 -162 -148 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 1.5 82.0 64.8 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 15 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,234
COMMITMENTS
3,390 362 389 7,694 11,070 11,473 11,821 761 413
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -581)
-102 40 -40 -355 -621 -497 -621 -84 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 3.0 3.2 62.9 90.5 93.8 96.6 6.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 20 19 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,461
COMMITMENTS
330 1,480 658 17,204 17,243 18,192 19,381 2,269 1,080
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,452)
-76 -200 0 -1,164 -1,210 -1,240 -1,410 -212 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.2 3.2 84.1 84.3 88.9 94.7 11.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 23 23 26 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,554
COMMITMENTS
1,290 0 120 5,649 7,043 7,059 7,163 1,495 1,391
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -375)
46 0 -66 -245 -328 -265 -394 -110 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 1.4 66.0 82.3 82.5 83.7 17.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,428
COMMITMENTS
1,186 2,144 1,690 7,805 7,653 10,681 11,487 1,747 941
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 791)
-1,502 -8 1,430 790 -572 718 850 73 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 17.3 13.6 62.8 61.6 85.9 92.4 14.1 7.6
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,896
COMMITMENTS
248 2,270 796 9,111 8,364 10,155 11,430 1,741 466
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -434)
30 -288 -44 -397 -182 -411 -514 -23 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 19.1 6.7 76.6 70.3 85.4 96.1 14.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,250
COMMITMENTS
0 0 0 55,250 55,250 55,250 55,250 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,287)
0 0 0 -2,949 -3,287 -2,949 -3,287 -338 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: 28)
0 0 0 20 15 20 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 906,113
COMMITMENTS
0 0 0 906,113 906,113 906,113 906,113 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -41,600)
0 0 0 -41,600 -41,600 -41,600 -41,600 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250
COMMITMENTS
0 0 0 78,995 79,079 78,995 79,079 255 171
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,118)
0 0 0 -6,118 -6,099 -6,118 -6,099 0 -19
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226
COMMITMENTS
0 0 0 1058226 1058226 1058226 1058226 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -115,232)
0 0 0 -115,232 -115,232 -115,232 -115,232 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: 34)
0 0 0 18 23 18 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,297
COMMITMENTS
5,520 0 4,900 49,622 55,397 60,042 60,297 255 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,687)
1,575 0 -2,090 -2,172 -597 -2,687 -2,687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 8.1 82.3 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406
COMMITMENTS
39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -66,560)
936 -2,080 -2,496 -65,000 -61,984 -66,560 -66,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,390
COMMITMENTS
0 3,593 0 45,326 41,287 45,326 44,880 64 510
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,214)
0 -19 0 -3,195 -3,195 -3,195 -3,214 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 99.9 91.0 99.9 98.9 0.1 1.1
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,546
COMMITMENTS
640 5,420 0 37,396 33,126 38,036 38,546 510 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,442)
-190 -95 0 -1,233 -1,347 -1,423 -1,442 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.1 0.0 97.0 85.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,319
COMMITMENTS
7,104 0 1,805 15,410 22,514 24,319 24,319 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,812)
-1,539 0 0 -1,273 -2,812 -2,812 -2,812 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.0 7.4 63.4 92.6 100.0 100.0 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,467
COMMITMENTS
192 1,759 0 13,423 12,580 13,615 14,339 852 128
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -608)
-57 19 -19 -513 -570 -589 -570 -19 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.2 0.0 92.8 87.0 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 13 19 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -69,171)
0 -9,152 0 -69,171 -60,019 -69,171 -69,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,873
COMMITMENTS
11,850 126,970 0 902,023 786,903 913,873 913,873 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -37,232)
-4,160 4,160 -4,160 -28,912 -37,232 -37,232 -37,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.9 0.0 98.7 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 17 17 18
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,101
COMMITMENTS
72,490 461 82,950 299,661 371,690 455,101 455,101 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -48,672)
-23,251 461 -4,621 -20,800 -44,512 -48,672 -48,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.1 18.2 65.8 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 13 16 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,699
COMMITMENTS
337 166 181 9,161 9,348 9,679 9,694 20 4
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 58)
7 30 -17 68 43 58 56 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.7 1.9 94.5 96.4 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,215
COMMITMENTS
2,175 0 0 30,549 32,865 32,724 32,865 491 350
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 564)
0 0 0 521 578 521 578 43 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 92.0 98.9 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 36 38 38 38
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,395
COMMITMENTS
156 675 46 8,897 8,251 9,099 8,972 296 423
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -669)
-52 0 0 -608 -587 -660 -587 -9 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.2 0.5 94.7 87.8 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,295
COMMITMENTS
930 0 0 10,155 11,221 11,085 11,221 210 74
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -532)
-65 0 0 -589 -539 -654 -539 122 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 89.9 99.3 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,865
COMMITMENTS
138 25 0 4,316 4,643 4,454 4,668 411 197
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -467)
0 0 0 -531 -531 -531 -531 64 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 0.0 88.7 95.4 91.6 96.0 8.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,526,426
COMMITMENTS
377,847 99,788 853,935 1208146 1495371 2439928 2449094 86,498 77,332
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,381)
-8,318 5,510 5,766 1,898 -18,719 -654 -7,442 -727 6,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.9 33.8 47.8 59.2 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
166 106 211 102 109 365 346
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,663
COMMITMENTS
51,257 22,107 27,718 80,946 108,231 159,921 158,056 742 2,607
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 11,664)
-2,350 5,244 3,718 10,945 2,749 12,314 11,710 -650 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 13.8 17.3 50.4 67.4 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 12 23 25 36 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,949
COMMITMENTS
55,338 15,209 750 74,502 104,135 130,590 120,094 46,359 56,855
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,017)
-8,099 -2,249 -1,066 -5,680 -12,868 -14,845 -16,183 4,828 6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 8.6 0.4 42.1 58.9 73.8 67.9 26.2 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 4 16 16 22 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,468
COMMITMENTS
10,118 2,230 19,138 37,522 45,988 66,778 67,356 2,690 2,112
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -127)
-194 288 311 -300 -594 -183 5 56 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.2 27.5 54.0 66.2 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 10 19 22 24 45 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 347,925
COMMITMENTS
28,045 1,861 65,184 249,485 270,930 342,714 337,975 5,211 9,950
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -20,629)
-3,424 546 -5,140 -11,414 -14,853 -19,979 -19,448 -650 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.5 18.7 71.7 77.9 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 3 15 31 31 46 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,133
COMMITMENTS
2,440 100 775 24,843 27,183 28,058 28,058 75 75
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,182)
42 -30 -170 -1,029 -957 -1,157 -1,157 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.4 2.8 88.3 96.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 23 26 27 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,542
COMMITMENTS
6,302 10,854 3,621 73,503 67,643 83,426 82,118 3,116 4,424
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,302)
236 907 -1,657 -1,459 -2,172 -2,880 -2,922 -422 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.5 4.2 84.9 78.2 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 7 8 22 19 32 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,018
COMMITMENTS
3,056 1,748 2,876 32,566 33,613 38,498 38,237 2,520 2,781
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,685)
-391 0 -1,474 155 -585 -1,710 -2,059 25 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.3 7.0 79.4 81.9 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 3 14 14 19 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,953
COMMITMENTS
0 3,491 474 37,034 30,204 37,508 34,169 23,445 26,784
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,518)
-591 -952 0 -4,327 -2,978 -4,918 -3,930 -600 -1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.8 60.8 49.6 61.5 56.1 38.5 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 16 16 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,480
COMMITMENTS
750 640 150 2,535 2,690 3,435 3,480 45 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -579)
-200 -59 0 -379 -520 -579 -579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.4 4.3 72.8 77.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 10 11 12 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,096
COMMITMENTS
3,163 6,098 10,205 16,491 14,664 29,859 30,967 5,237 4,128
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,348)
118 134 -1,040 -1,199 -281 -2,121 -1,187 773 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.4 29.1 47.0 41.8 85.1 88.2 14.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 10 14 14 15 30 34
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,682
COMMITMENTS
4,497 1,164 291 4,186 7,735 8,973 9,190 709 491
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -931)
-258 -104 -73 -528 -597 -859 -775 -71 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 12.0 3.0 43.2 79.9 92.7 94.9 7.3 5.1
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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,433
COMMITMENTS
4,417 330 7,664 87,070 89,223 99,151 97,218 7,281 9,215
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,700)
-703 -180 -2,037 -9,281 -9,214 -12,021 -11,431 1,321 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.3 7.2 81.8 83.8 93.2 91.3 6.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,308
COMMITMENTS
15,254 2,919 676 5,141 19,069 21,071 22,664 2,237 644
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 689)
125 80 -18 533 580 640 641 50 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 12.5 2.9 22.1 81.8 90.4 97.2 9.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
77 19 11 28 40 111 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,418
COMMITMENTS
47,868 5,337 2,902 8,752 56,254 59,523 64,493 6,895 1,925
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,737)
3,703 -172 -462 -51 3,483 3,190 2,849 -452 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 8.0 4.4 13.2 84.7 89.6 97.1 10.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
103 24 21 33 40 144 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,724
COMMITMENTS
114,782 37,854 43,632 108,290 197,900 266,704 279,386 24,020 11,338
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -11,473)
1,015 -1,025 3,415 -16,625 -12,408 -12,195 -10,018 722 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 13.0 15.0 37.2 68.1 91.7 96.1 8.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
84 22 54 77 86 184 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,398
COMMITMENTS
7,004 156 1,199 9,846 15,763 18,049 17,118 2,349 3,280
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -722)
-3,013 156 951 2,055 -1,512 -7 -405 -715 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 0.8 5.9 48.3 77.3 88.5 83.9 11.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 13 19 17 22
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,732
COMMITMENTS
500 465 135 7,067 7,132 7,702 7,732 30 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.0 1.7 91.4 92.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 10 10 15 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,669
COMMITMENTS
102 6,389 289 11,278 4,826 11,669 11,504 0 165
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,230)
-54 -91 0 -2,056 -2,163 -2,110 -2,254 -120 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 54.8 2.5 96.6 41.4 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 3 31 22 34 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,536
COMMITMENTS
2,206 150 0 42,124 44,356 44,330 44,506 206 30
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -8,255)
-202 0 0 -7,991 -8,217 -8,193 -8,217 -62 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.3 0.0 94.6 99.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 1 0 46 28 51 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,483
COMMITMENTS
338 0 0 9,935 10,483 10,273 10,483 210 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -6,535)
-152 0 0 -6,373 -6,535 -6,525 -6,535 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 94.8 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 16 11 18 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,460
COMMITMENTS
450 4,025 150 10,680 7,285 11,280 11,460 180 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,030)
0 -955 0 -2,030 -1,075 -2,030 -2,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 35.1 1.3 93.2 63.6 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 25 19 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,430
COMMITMENTS
5,107 5,743 9,445 35,611 35,130 50,163 50,318 267 112
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,276)
698 386 -973 -3,071 -2,742 -3,346 -3,329 70 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.4 18.7 70.6 69.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 2 5 44 40 53 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,596
COMMITMENTS
1,900 3,047 728 10,879 9,581 13,507 13,356 89 240
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,630)
333 -513 163 -2,122 -1,229 -1,626 -1,579 -4 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 22.4 5.4 80.0 70.5 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 23 20 29 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,634
COMMITMENTS
7,804 1,216 584 11,247 17,922 19,635 19,722 999 912
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -3,358)
-1,176 -80 -232 -1,978 -3,398 -3,386 -3,710 28 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 5.9 2.8 54.5 86.9 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 4 25 27 32 33
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,550
COMMITMENTS
4,390 2,724 201 20,016 19,288 24,607 22,213 943 3,337
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,199)
60 75 -173 -3,724 -4,876 -3,837 -4,974 -362 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.7 0.8 78.3 75.5 96.3 86.9 3.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 17 22 19 24
Updated October 5, 2012