GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,740
COMMITMENTS
959 0 304 37,386 38,101 38,649 38,405 91 335
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,792)
-1,007 -75 146 -7,942 -8,811 -8,803 -8,740 11 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.8 96.5 98.4 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 0 1 46 42 48 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,087
COMMITMENTS
0 0 0 7,912 7,972 7,912 7,972 175 115
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,701)
0 0 0 -1,686 -1,649 -1,686 -1,649 -15 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.8 98.6 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 26 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,839
COMMITMENTS
110 322 166 8,448 8,060 8,724 8,548 1,115 1,291
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -781)
110 -59 -36 -737 -765 -663 -860 -118 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.3 1.7 85.9 81.9 88.7 86.9 11.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 29 35 33 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,029
COMMITMENTS
533 5 123 4,934 5,139 5,590 5,267 439 762
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,707)
-29 -40 49 -1,525 -1,658 -1,505 -1,649 -202 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.1 2.0 81.8 85.2 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 1 4 48 49 56 53
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,562
COMMITMENTS
0 0 0 2,635 2,176 2,635 2,176 927 1,386
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -346)
-15 0 -48 -361 -275 -424 -323 78 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 74.0 61.1 74.0 61.1 26.0 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 19 17 19
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,517
COMMITMENTS
285 209 0 1,600 2,027 1,885 2,236 632 281
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -317)
-4 -40 -4 -339 -325 -347 -369 30 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 8.3 0.0 63.6 80.5 74.9 88.8 25.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 14 16 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,840
COMMITMENTS
25 169 81 1,241 1,363 1,347 1,613 493 227
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -326)
0 114 36 -301 -380 -265 -230 -61 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 9.2 4.4 67.4 74.1 73.2 87.7 26.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 16 20 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,531
COMMITMENTS
0 0 0 6,486 6,249 6,486 6,249 45 282
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,075)
0 0 0 -2,040 -2,065 -2,040 -2,065 -35 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 95.7 99.3 95.7 0.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,363
COMMITMENTS
0 1,115 190 17,173 16,058 17,363 17,363 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,543)
0 -1,107 100 -4,643 -3,536 -4,543 -4,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.4 1.1 98.9 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 24 25 25 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,440
COMMITMENTS
37,064 39,326 46,603 208,646 212,850 292,313 298,779 37,127 30,661
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6)
-2,432 1,805 6,020 -3,596 -7,060 -8 765 14 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 11.9 14.1 63.3 64.6 88.7 90.7 11.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
30 37 48 73 85 135 145
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,025
COMMITMENTS
500 170 0 10,445 10,768 10,945 10,938 80 87
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,165)
145 -104 -340 -3,875 -3,651 -4,070 -4,095 -95 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.5 0.0 94.7 97.7 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 0 38 37 42 38
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,256
COMMITMENTS
411 915 0 5,785 5,281 6,196 6,196 60 60
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -796)
-75 29 -164 -530 -661 -769 -796 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 14.6 0.0 92.5 84.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 0 21 14 24 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 938,710
COMMITMENTS
140,128 308,828 301,094 426,340 281,224 867,562 891,146 71,148 47,564
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 24,805)
-178 -12,063 13,521 12,306 20,187 25,649 21,645 -844 3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 32.9 32.1 45.4 30.0 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
80 136 131 85 76 254 269
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,573
COMMITMENTS
1,402 9,424 2,718 57,321 46,491 61,441 58,633 2,132 4,940
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,407)
186 325 -542 -4,268 -5,750 -4,624 -5,967 -783 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 14.8 4.3 90.2 73.1 96.6 92.2 3.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 13 18 16 21
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,949
COMMITMENTS
3,923 4,044 585 49,215 48,273 53,723 52,902 7,226 8,047
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -3,902)
-186 -83 -57 -3,125 -3,298 -3,368 -3,438 -534 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 6.6 1.0 80.7 79.2 88.1 86.8 11.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,269
COMMITMENTS
4,860 0 2,507 80,084 90,948 87,451 93,455 10,818 4,814
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,511)
-227 0 -892 -8,019 -8,049 -9,138 -8,941 627 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 2.6 81.5 92.6 89.0 95.1 11.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 19 21 22 24
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,390,879
COMMITMENTS
469,606 146,682 633,826 1250699 1580303 2354131 2360811 36,748 30,068
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -132,530)
-56,098 -38,013 12,576 -92,700 -107,633 -136,222 -133,070 3,692 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 6.1 26.5 52.3 66.1 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
36 22 51 95 88 154 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 990,544
COMMITMENTS
175,452 61,117 198,139 611,690 726,619 985,281 985,875 5,263 4,669
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -95,320)
1,170 -97,576 8,024 -104,067 -6,852 -94,873 -96,404 -447 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 6.2 20.0 61.8 73.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 19 32 40 39 76 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,050
COMMITMENTS
357 1,029 230 15,257 14,621 15,844 15,880 206 170
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -756)
-112 129 89 -708 -856 -731 -638 -25 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 6.4 1.4 95.1 91.1 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 6 4 37 36 43 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 53,256
COMMITMENTS
20,164 340 2,394 28,918 49,762 51,476 52,496 1,780 760
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,272)
-652 -58 202 -1,950 -2,606 -2,400 -2,462 128 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 0.6 4.5 54.3 93.4 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 4 32 27 37 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,049
COMMITMENTS
32 1,346 664 13,073 12,405 13,769 14,415 1,280 634
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -379)
32 -58 264 -273 -175 23 31 -402 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.9 4.4 86.9 82.4 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 21 24 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,667
COMMITMENTS
664 720 158 6,684 7,823 7,506 8,701 2,161 966
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -583)
-13 -128 -36 -731 -459 -780 -623 197 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.4 1.6 69.1 80.9 77.6 90.0 22.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 17 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,517
COMMITMENTS
1,230 2,800 314 21,483 20,689 23,027 23,803 2,490 1,714
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -969)
88 -10 -78 -883 -987 -873 -1,075 -96 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.0 1.2 84.2 81.1 90.2 93.3 9.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 21 19 23 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,971
COMMITMENTS
0 998 320 9,778 8,577 10,098 9,895 873 1,076
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -239)
0 194 -10 -160 -435 -170 -251 -69 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 2.9 89.1 78.2 92.0 90.2 8.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 21 16 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,441
COMMITMENTS
2,235 0 315 48,828 51,126 51,378 51,441 63 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,203)
42 0 -42 -2,182 -2,161 -2,182 -2,203 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.6 94.9 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 14 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 756,808
COMMITMENTS
32,918 0 0 723,890 756,808 756,808 756,808 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -32,551)
768 0 -768 -32,551 -31,783 -32,551 -32,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 13 16 13
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 373,980
COMMITMENTS
16,652 0 9,408 347,920 364,572 373,980 373,980 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 41,016)
-9,600 0 0 50,616 41,016 41,016 41,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 2.5 93.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 10 12 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,501
COMMITMENTS
0 0 0 42,501 42,501 42,501 42,501 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -674)
0 0 0 -674 -674 -674 -674 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 13 12 13 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,682
COMMITMENTS
0 0 0 791,682 791,682 791,682 791,682 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,728)
0 0 0 -5,728 -5,728 -5,728 -5,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,575
COMMITMENTS
2,131 0 693 129,496 131,882 132,320 132,575 255 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -6,130)
231 0 -231 -6,194 -5,899 -6,194 -6,130 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.5 97.7 99.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 18 25 20 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,302,002
COMMITMENTS
3,965 19,520 17,958 2280079 2264524 2302002 2302002 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -103,752)
0 -4,992 0 -103,752 -98,760 -103,752 -103,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.8 0.8 99.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 18 27 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,515
COMMITMENTS
3,379 1,538 1,203 39,933 41,774 44,515 44,515 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 819)
147 -189 -147 819 1,155 819 819 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.5 2.7 89.7 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 22 31 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,067,599
COMMITMENTS
47,010 6,077 13,160 1007429 1048362 1067599 1067599 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -69,600)
90 -28,038 -90 -69,600 -41,472 -69,600 -69,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.6 1.2 94.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 24 18 28 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,110
COMMITMENTS
0 1,656 105 47,942 46,094 48,047 47,855 63 255
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,971)
0 465 -84 -1,866 -2,352 -1,950 -1,971 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 0.2 99.7 95.8 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 19 18 20 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,955
COMMITMENTS
650 5,352 616 17,689 12,987 18,955 18,955 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -525)
0 21 0 -525 -546 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 28.2 3.2 93.3 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 13 8 14 11
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,780
COMMITMENTS
126 0 0 22,654 22,696 22,780 22,696 0 84
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 99.4 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,911
COMMITMENTS
0 4,323 777 42,987 38,748 43,764 43,848 147 63
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,329)
0 21 -21 4,371 4,350 4,350 4,350 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.8 1.8 97.9 88.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 15 16 17 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,629
COMMITMENTS
933 0 0 17,696 18,629 18,629 18,629 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,016)
234 0 0 -1,995 -1,995 -1,761 -1,995 -255 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 14 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 904,091
COMMITMENTS
24,936 38,282 2,833 876,322 862,976 904,091 904,091 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -42,168)
0 0 -1,920 -40,248 -40,248 -42,168 -42,168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.2 0.3 96.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 21 20 24 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 867,938
COMMITMENTS
110,988 0 14,412 742,538 853,526 867,938 867,938 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -12,528)
768 0 -768 -12,528 -11,760 -12,528 -12,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 1.7 85.6 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 11 18 12
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,724
COMMITMENTS
0 6,005 0 131,724 125,719 131,724 131,724 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,832)
0 0 0 -8,832 -8,832 -8,832 -8,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 0.0 100.0 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,775
COMMITMENTS
255 66 177 24,073 23,937 24,505 24,180 270 595
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,222)
25 -10 10 1,228 1,290 1,263 1,290 -41 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.3 0.7 97.2 96.6 98.9 97.6 1.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 4 41 38 45 42
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,470
COMMITMENTS
135 35 130 10,046 10,092 10,311 10,257 159 213
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,195)
-176 -10 -15 -1,093 -1,180 -1,284 -1,205 89 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.3 1.2 96.0 96.4 98.5 98.0 1.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 19 21 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,280
COMMITMENTS
0 80 0 6,953 6,716 6,953 6,796 327 484
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,024)
0 -15 -30 -982 -940 -1,012 -985 -12 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 95.5 92.3 95.5 93.4 4.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 21 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,672
COMMITMENTS
0 0 0 9,462 9,571 9,462 9,571 1,210 1,101
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -803)
-20 0 -30 -778 -746 -828 -776 25 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.7 89.7 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,431,783
COMMITMENTS
315,593 207,429 354,903 693,235 807,620 1363731 1369952 68,052 61,831
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 51,221)
-4,610 24,912 22,672 29,994 5,328 48,056 52,912 3,165 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 14.5 24.8 48.4 56.4 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
114 108 144 93 99 283 288
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,743
COMMITMENTS
48,141 17,550 5,784 116,822 143,172 170,747 166,506 34,996 39,237
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -10,656)
-6,619 -7,325 854 -8,950 -3,181 -14,715 -9,652 4,059 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 8.5 2.8 56.8 69.6 83.0 80.9 17.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 8 18 23 29 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,253
COMMITMENTS
225 1,049 325 14,683 13,879 15,233 15,253 20 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,607)
-313 323 -448 -4,846 -5,482 -5,607 -5,607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 6.9 2.1 96.3 91.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 3 33 32 36 39
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,158
COMMITMENTS
2,850 17,244 11,696 64,788 47,931 79,334 76,871 2,824 5,287
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,343)
-497 -220 1,537 969 1,090 2,009 2,407 334 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 21.0 14.2 78.9 58.3 96.6 93.6 3.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 15 25 22 40 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,687
COMMITMENTS
2,519 7,964 5,188 30,749 25,601 38,456 38,753 3,231 2,934
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,506)
-343 4,767 934 4,589 -389 5,180 5,312 326 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 19.1 12.4 73.8 61.4 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 7 16 17 23 30
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,180
COMMITMENTS
4,350 150 0 9,700 13,855 14,050 14,005 130 175
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,660)
-100 0 0 -1,560 -1,660 -1,660 -1,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 1.1 0.0 68.4 97.7 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 16 15 18 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,516
COMMITMENTS
11,084 4,890 361 7,017 12,804 18,462 18,055 1,054 1,461
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 777)
-73 709 144 824 -164 895 689 -118 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 25.1 1.8 36.0 65.6 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
47 48 6 17 30 68 83
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,401
COMMITMENTS
25,390 4,977 432 7,299 30,358 33,121 35,767 5,280 2,634
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 693)
1,106 1,560 70 544 -1,016 1,720 614 -1,027 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 13.0 1.1 19.0 79.1 86.3 93.1 13.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
67 35 7 26 27 97 66
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 271,347
COMMITMENTS
64,145 25,443 34,665 156,094 197,505 254,904 257,613 16,443 13,734
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,815)
-975 -4,202 5,290 -552 2,442 3,763 3,530 52 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 9.4 12.8 57.5 72.8 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
60 24 51 67 81 149 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,061
COMMITMENTS
8,177 280 273 7,059 15,639 15,509 16,192 6,552 5,869
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,114)
-788 0 -1 -1,381 -4,218 -2,170 -4,219 56 2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 1.3 1.2 32.0 70.9 70.3 73.4 29.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 3 10 15 14 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,048
COMMITMENTS
100 0 0 4,915 4,902 5,015 4,902 33 146
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,273)
-114 -250 0 -1,149 -1,043 -1,263 -1,293 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.0 97.4 97.1 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 26 23 27 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,633
COMMITMENTS
300 975 25 45,440 45,492 45,765 46,492 868 141
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -9,075)
-100 50 25 -8,705 -8,885 -8,780 -8,810 -295 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.1 0.1 97.4 97.6 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 1 40 31 42 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,952
COMMITMENTS
0 300 0 14,832 14,627 14,832 14,927 120 25
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -3,037)
0 300 0 -3,037 -3,337 -3,037 -3,037 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.0 99.2 97.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 19 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,185
COMMITMENTS
0 2,125 0 4,140 2,060 4,140 4,185 45 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,248)
-25 -1,058 -25 -1,243 -165 -1,293 -1,248 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 50.8 0.0 98.9 49.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 0 22 11 22 15
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,670
COMMITMENTS
194 0 38 5,129 5,542 5,361 5,580 309 90
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,399)
-483 0 0 -1,973 -2,246 -2,456 -2,246 57 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.7 90.5 97.7 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 13 18 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,365
COMMITMENTS
776 2,593 619 17,876 16,029 19,271 19,241 94 124
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,514)
-376 -577 16 -2,154 -1,953 -2,514 -2,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 13.4 3.2 92.3 82.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 6 4 36 38 40 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,286
COMMITMENTS
1,266 0 489 10,402 11,747 12,157 12,236 129 50
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -888)
-146 -134 -51 -691 -690 -888 -875 0 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 4.0 84.7 95.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 26 30 30 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,596
COMMITMENTS
11,193 688 745 18,388 28,497 30,326 29,930 270 666
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -753)
333 -295 -225 -815 -307 -707 -827 -46 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 2.2 2.4 60.1 93.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 2 5 27 33 35 40
Updated October 7, 2011