GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,455
COMMITMENTS
486 0 347 51,149 51,857 51,982 52,204 473 251
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,587)
121 0 -205 3,675 3,849 3,591 3,644 -4 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.7 97.5 98.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 0 1 39 44 41 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,701
COMMITMENTS
0 0 0 18,534 18,661 18,534 18,661 167 40
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,921)
0 0 0 1,921 1,921 1,921 1,921 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,826
COMMITMENTS
0 532 249 9,533 9,068 9,782 9,849 1,044 977
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 435)
0 73 -3 351 328 348 398 87 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 2.3 88.1 83.8 90.4 91.0 9.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 39 36 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,898
COMMITMENTS
771 38 192 5,217 5,904 6,180 6,134 718 764
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 137)
8 -31 -25 100 228 83 172 54 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.6 2.8 75.6 85.6 89.6 88.9 10.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 5 43 46 48 52
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,051
COMMITMENTS
85 0 62 3,574 3,089 3,721 3,151 330 900
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 64)
0 0 0 45 93 45 93 19 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.5 88.2 76.3 91.9 77.8 8.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 23 21 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,984
COMMITMENTS
124 512 6 2,172 2,181 2,302 2,699 682 285
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 62)
34 20 -4 36 86 66 102 -4 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 17.2 0.2 72.8 73.1 77.1 90.4 22.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 21 21 23 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,036
COMMITMENTS
13 0 13 1,571 1,728 1,597 1,741 439 295
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2)
-10 -5 -35 31 39 -14 -1 16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.6 77.2 84.9 78.4 85.5 21.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 15 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,447
COMMITMENTS
0 0 0 9,261 9,321 9,261 9,321 186 126
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 673)
0 0 0 673 673 673 673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 16 16 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,665
COMMITMENTS
0 938 35 29,390 28,692 29,425 29,665 240 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 463)
0 195 -12 475 280 463 463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.1 99.1 96.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 26 30 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,896
COMMITMENTS
49,197 28,664 47,330 162,260 205,228 258,787 281,222 45,108 22,674
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -9,502)
-1,152 -1,537 -2,981 -1,770 -1,584 -5,902 -6,102 -3,600 -3,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 9.4 15.6 53.4 67.5 85.2 92.5 14.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
44 24 38 71 85 134 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,277
COMMITMENTS
0 8,975 13,386 29,331 20,666 42,717 43,027 1,560 1,250
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -2,562)
0 -1,363 -249 -2,309 -831 -2,559 -2,443 -4 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.3 30.2 66.2 46.7 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,158
COMMITMENTS
259 3,341 200 15,681 12,617 16,140 16,158 18 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,858)
0 900 -50 1,908 1,549 1,858 2,399 0 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 20.7 1.2 97.0 78.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 4 2 43 42 46 48
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,203
COMMITMENTS
758 50 50 9,341 10,103 10,149 10,203 54 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 258)
-12 50 50 250 158 288 258 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 0.5 91.6 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 22 23 27 24
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,620
COMMITMENTS
0 0 0 3,580 3,620 3,580 3,620 40 0
CHANGES FROM 01/24/12 (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 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,245,201
COMMITMENTS
270,285 398,264 447,825 453,307 350,319 1171417 1196408 73,785 48,793
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 39,073)
22,788 7,771 4,776 18,248 31,746 45,812 44,292 -6,739 -5,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 32.0 36.0 36.4 28.1 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
115 140 150 78 75 286 280
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,321,706
COMMITMENTS
99,584 163,333 936,755 1279609 1212762 2315948 2312849 5,759 8,857
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -37,788)
5,035 11,651 -31,979 -11,699 -17,921 -38,643 -38,248 855 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.0 40.3 55.1 52.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 37 56 63 57 129 126
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,611
COMMITMENTS
15,951 11,580 22,091 51,984 57,149 90,026 90,820 2,585 1,791
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29,257)
-1,210 -421 3,846 26,702 26,254 29,338 29,679 -81 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.5 23.9 56.1 61.7 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 12 10 10 22 23
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 119,552
COMMITMENTS
60,508 49,919 44,000 13,983 25,052 118,491 118,971 1,060 580
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,303)
3,011 3,125 -1,569 -65 -338 1,377 1,218 -74 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 41.8 36.8 11.7 21.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 17 18 11 16 31 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789
COMMITMENTS
0 7,806 2,438 46,580 34,534 49,018 44,778 3,771 8,011
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 62 0 0 0 0 62 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 4.6 88.2 65.4 92.9 84.8 7.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 12 14 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,964
COMMITMENTS
173 705 3,270 73,364 71,952 76,807 75,927 9,157 10,037
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -522)
-60 -73 -3 -459 -446 -522 -522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 3.8 85.3 83.7 89.3 88.3 10.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 17 17 20 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,809,751
COMMITMENTS
543,537 328,124 764,162 1466385 1695481 2774084 2787767 35,667 21,984
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 23,154)
40,050 51,436 -17,598 -3,752 -10,052 18,700 23,786 4,454 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 11.7 27.2 52.2 60.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
34 23 48 92 86 149 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,268,111
COMMITMENTS
284,454 117,525 261,652 717,386 886,903 1263492 1266080 4,619 2,031
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -33,654)
5,157 -15,171 -25,254 -13,714 7,024 -33,811 -33,401 157 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 9.3 20.6 56.6 69.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 20 31 40 41 74 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,071
COMMITMENTS
357 601 325 12,065 11,920 12,747 12,846 324 225
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 635)
56 94 -1 645 488 700 581 -65 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.6 2.5 92.3 91.2 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 5 36 38 43 44
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,132
COMMITMENTS
131 0 29 1,176 1,407 1,336 1,436 796 696
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2)
0 0 0 16 -64 16 -64 -14 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 1.4 55.2 66.0 62.7 67.4 37.3 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,894
COMMITMENTS
25 432 46 1,547 1,134 1,618 1,612 276 282
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 215)
-24 3 22 189 224 187 249 28 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 22.8 2.4 81.7 59.9 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 23 20 25 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 233,211
COMMITMENTS
16,059 2,110 37,058 177,420 192,522 230,536 231,689 2,674 1,521
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -13,519)
-956 -58 -2,679 -9,528 -10,490 -13,162 -13,227 -357 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.9 15.9 76.1 82.6 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 32 32 39 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,695
COMMITMENTS
4,510 448 4,313 27,730 32,348 36,553 37,109 1,142 586
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -708)
139 -30 -219 -626 -477 -706 -726 -2 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.2 11.4 73.6 85.8 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 24 23 27 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,349
COMMITMENTS
3,638 1,054 553 8,310 11,404 12,501 13,011 848 338
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -361)
76 0 -17 -577 -435 -518 -452 157 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.9 4.1 62.3 85.4 93.6 97.5 6.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 17 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,632
COMMITMENTS
1,540 2,690 274 24,427 23,992 26,241 26,956 2,391 1,676
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -110)
-120 0 -180 292 60 -8 -120 -102 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.4 1.0 85.3 83.8 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 22 28 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,220
COMMITMENTS
2,382 0 380 6,121 7,896 8,883 8,276 1,337 1,944
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9)
-320 0 0 329 9 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.0 3.7 59.9 77.3 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 18 18 20
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,821
COMMITMENTS
3,540 3,044 158 9,725 10,545 13,423 13,747 1,398 1,074
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 20.5 1.1 65.6 71.1 90.6 92.8 9.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 15 18 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,742
COMMITMENTS
0 2,236 416 10,994 9,234 11,410 11,886 1,332 856
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 160)
0 -60 0 76 220 76 160 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.5 3.3 86.3 72.5 89.5 93.3 10.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 16 14 18 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,379
COMMITMENTS
0 0 0 70,379 70,379 70,379 70,379 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,097,933
COMMITMENTS
0 0 0 1097933 1097933 1097933 1097933 0 0
CHANGES FROM 01/24/12 (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: 25)
0 0 0 17 16 17 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,740
COMMITMENTS
0 0 0 34,740 34,740 34,740 34,740 0 0
CHANGES FROM 01/24/12 (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: 24)
0 0 0 15 13 15 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,065
COMMITMENTS
0 0 0 634,065 634,065 634,065 634,065 0 0
CHANGES FROM 01/24/12 (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: 22)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 133,348
COMMITMENTS
0 0 0 133,348 133,348 133,348 133,348 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 15,715)
0 0 0 15,715 15,715 15,715 15,715 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: 38)
0 0 0 17 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,976,783
COMMITMENTS
0 0 0 1976783 1976783 1976783 1976783 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 101,475)
0 0 0 101,475 101,475 101,475 101,475 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: 37)
0 0 0 16 27 16 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,381
COMMITMENTS
2,550 4,283 10,737 60,094 58,106 73,381 73,126 0 255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,845)
0 0 0 4,845 4,845 4,845 4,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.8 14.6 81.9 79.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,219,024
COMMITMENTS
37,512 76,435 23,325 1158187 1119264 1219024 1219024 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 35,613)
0 0 0 35,613 35,613 35,613 35,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.3 1.9 95.0 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 28 23 31 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,514
COMMITMENTS
0 773 0 50,259 49,486 50,259 50,259 255 255
CHANGES FROM 01/24/12 (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 1.5 0.0 99.5 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 14 17 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,027
COMMITMENTS
17,455 0 3,830 25,742 43,197 47,027 47,027 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 0.0 8.1 54.7 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 13 12 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,368
COMMITMENTS
765 63 0 14,581 16,050 15,346 16,113 1,022 255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -11)
0 0 0 -11 -11 -11 -11 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 0.0 89.1 98.1 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 886,986
COMMITMENTS
23,400 46,159 0 863,586 840,827 886,986 886,986 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.2 0.0 97.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303
COMMITMENTS
99,610 0 0 863,693 963,303 963,303 963,303 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 89.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 15 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,007
COMMITMENTS
458 0 151 6,368 6,848 6,978 6,999 29 8
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 231)
10 0 -20 233 251 224 232 7 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 2.2 90.9 97.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 14 17 17 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,981
COMMITMENTS
240 0 0 18,473 18,506 18,713 18,506 268 475
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 372)
20 0 0 357 372 377 372 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.3 97.5 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 0 35 36 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,832
COMMITMENTS
150 60 0 8,050 8,167 8,200 8,227 632 605
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29)
0 -30 0 -15 239 -15 209 44 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 0.0 91.1 92.5 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 18 16 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,350
COMMITMENTS
0 95 0 6,205 5,800 6,205 5,895 145 455
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 59)
0 0 0 38 28 38 28 21 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.7 91.3 97.7 92.8 2.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 20 15 20 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,208
COMMITMENTS
30 0 15 8,553 8,611 8,598 8,626 610 582
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 89)
-15 0 15 99 14 99 29 -10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 92.9 93.5 93.4 93.7 6.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,320,615
COMMITMENTS
342,299 98,650 802,051 1080291 1356816 2224641 2257517 95,974 63,097
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 75,378)
-2,163 2,994 49,264 28,167 26,590 75,267 78,848 111 -3,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.3 34.6 46.6 58.5 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
162 81 195 94 96 333 307
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,646
COMMITMENTS
66,211 31,802 50,179 91,181 122,476 207,571 204,457 1,075 4,189
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 15,591)
-6,189 806 11,150 10,549 3,289 15,510 15,245 82 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 15.2 24.0 43.7 58.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 8 11 19 21 31 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,113
COMMITMENTS
52,399 9,402 1,173 92,402 120,969 145,974 131,544 52,139 66,569
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,775)
7,487 -90 135 -365 -215 7,257 -170 -5,482 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.7 0.6 46.6 61.1 73.7 66.4 26.3 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 5 13 17 19 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,456
COMMITMENTS
12,860 1,159 16,767 54,323 66,930 83,950 84,856 4,506 3,600
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,300)
-581 -89 -50 -620 -1,288 -1,251 -1,426 -50 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.3 19.0 61.4 75.7 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 7 20 22 24 46 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 453,618
COMMITMENTS
27,017 1,246 74,861 339,128 363,118 441,006 439,225 12,611 14,393
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -24,339)
-358 666 -6,026 -17,131 -18,191 -23,515 -23,551 -823 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.3 16.5 74.8 80.0 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 11 32 32 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,190
COMMITMENTS
0 842 575 19,606 18,773 20,181 20,190 9 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,911)
0 0 0 2,911 2,911 2,911 2,911 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 2.8 97.1 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 3 30 27 33 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,759
COMMITMENTS
4,790 13,793 9,970 55,832 43,475 70,592 67,238 3,167 6,521
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9,321)
-23 -388 5,424 4,120 4,685 9,521 9,721 -200 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 18.7 13.5 75.7 58.9 95.7 91.2 4.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 10 23 18 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,055
COMMITMENTS
5,070 1,647 8,484 28,636 30,763 42,190 40,894 1,865 3,161
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,324)
-124 -213 6,153 5,272 5,112 11,301 11,052 23 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.7 19.3 65.0 69.8 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 6 13 15 20 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,460
COMMITMENTS
3,075 0 282 5,055 8,160 8,412 8,442 48 18
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 270)
300 -181 0 -30 500 270 319 0 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 0.0 3.3 59.8 96.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 13 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,991
COMMITMENTS
5,861 3,381 6,913 9,067 10,652 21,840 20,945 3,151 4,046
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -110)
287 507 -87 -106 -145 94 275 -204 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 13.5 27.7 36.3 42.6 87.4 83.8 12.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 8 9 11 11 27 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,262
COMMITMENTS
1,490 1,315 970 9,749 10,287 12,209 12,572 1,053 690
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -885)
-180 -236 -82 -650 -581 -912 -899 28 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.9 7.3 73.5 77.6 92.1 94.8 7.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 8 14 14 24 26
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,227
COMMITMENTS
2,974 302 12,219 69,879 69,961 85,072 82,482 8,156 10,746
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,512)
-727 -304 576 -2,308 -2,312 -2,459 -2,040 947 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 13.1 75.0 75.0 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 6 21 22 27 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,511
COMMITMENTS
11,608 3,029 577 6,457 15,905 18,642 19,511 1,869 1,000
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,260)
787 -214 189 188 1,489 1,165 1,465 95 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 14.8 2.8 31.5 77.5 90.9 95.1 9.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
58 26 13 27 37 94 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,153
COMMITMENTS
31,453 6,006 519 8,335 38,314 40,307 44,838 6,847 2,315
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,033)
683 -2,298 0 -203 3,649 481 1,351 552 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 12.7 1.1 17.7 81.3 85.5 95.1 14.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
83 25 13 22 38 108 73
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 339,777
COMMITMENTS
100,392 17,749 43,339 169,852 265,013 313,583 326,101 26,195 13,676
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -12,075)
6,047 1,265 -2,682 -14,473 -9,199 -11,108 -10,616 -967 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 5.2 12.8 50.0 78.0 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
100 19 52 80 91 194 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,714
COMMITMENTS
9,747 690 588 8,775 17,177 19,110 18,455 4,604 5,259
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 669)
-9 690 -156 178 580 13 1,114 656 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 2.9 2.5 37.0 72.4 80.6 77.8 19.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 3 9 19 15 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,013
COMMITMENTS
0 0 0 8,434 8,022 8,434 8,022 579 991
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 533)
0 0 0 733 608 733 608 -200 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 89.0 93.6 89.0 6.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 15 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,827
COMMITMENTS
396 1,636 204 7,171 5,937 7,771 7,777 56 50
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 468)
100 468 0 368 0 468 468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 20.9 2.6 91.6 75.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 1 27 28 30 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,359
COMMITMENTS
650 0 0 51,585 53,066 52,235 53,066 1,124 293
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,813)
275 0 0 4,337 4,799 4,612 4,799 201 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.7 99.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 0 42 37 45 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,625
COMMITMENTS
0 0 0 18,263 18,475 18,263 18,475 362 150
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,586)
0 0 0 2,586 2,586 2,586 2,586 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 99.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 15 21 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,275
COMMITMENTS
325 3,425 350 7,600 4,480 8,275 8,255 0 20
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 475)
-100 300 0 575 175 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 41.4 4.2 91.8 54.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 27 15 30 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,648
COMMITMENTS
492 115 21 2,966 3,465 3,479 3,601 169 47
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 142)
15 115 -3 130 30 142 142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 3.2 0.6 81.3 95.0 95.4 98.7 4.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 13 12 15 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,545
COMMITMENTS
724 4,725 1,197 24,567 20,514 26,488 26,436 57 109
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 632)
-553 -42 120 1,128 486 695 564 -63 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 17.8 4.5 92.5 77.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 4 38 43 43 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,276
COMMITMENTS
1,307 1,340 459 11,376 11,475 13,142 13,274 134 2
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -382)
-1,135 384 0 753 -766 -382 -382 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.1 3.5 85.7 86.4 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 1 26 30 29 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,786
COMMITMENTS
9,969 3,084 596 19,801 26,242 30,366 29,922 420 864
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 115)
-46 261 0 161 -230 115 31 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 10.0 1.9 64.3 85.2 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 5 23 30 28 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,896
COMMITMENTS
3,232 0 1,374 19,118 19,558 23,724 20,932 3,172 5,964
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,443)
118 0 250 1,874 204 2,242 454 -799 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 5.1 71.1 72.7 88.2 77.8 11.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 18 19 20
Updated February 3, 2012