GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,186
COMMITMENTS
817 0 429 39,830 40,403 41,076 40,832 110 354
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,446)
-142 0 125 2,444 2,302 2,427 2,427 19 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.0 96.7 98.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 0 1 44 42 46 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455
COMMITMENTS
0 0 0 10,292 10,340 10,292 10,340 163 115
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,368)
0 0 0 2,380 2,368 2,380 2,368 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.4 98.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 27 29 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,308
COMMITMENTS
105 314 216 8,827 8,464 9,148 8,994 1,160 1,314
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 469)
-5 -8 50 379 404 424 446 45 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.0 2.1 85.6 82.1 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 31 37 35 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,346
COMMITMENTS
663 0 118 5,190 5,525 5,971 5,643 375 703
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 317)
130 -5 -5 256 386 381 376 -64 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.0 1.9 81.8 87.1 94.1 88.9 5.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 0 4 46 50 53 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,821
COMMITMENTS
0 0 0 2,909 2,333 2,909 2,333 912 1,488
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 259)
0 0 0 274 157 274 157 -15 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 76.1 61.1 76.1 61.1 23.9 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,854
COMMITMENTS
360 229 90 1,770 2,275 2,220 2,594 634 260
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 337)
75 20 90 170 248 335 358 2 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 8.0 3.2 62.0 79.7 77.8 90.9 22.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 19 21 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,998
COMMITMENTS
25 175 81 1,396 1,441 1,502 1,697 496 301
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 158)
0 6 0 155 78 155 84 3 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 8.8 4.1 69.9 72.1 75.2 84.9 24.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 20 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,351
COMMITMENTS
0 0 0 6,306 6,069 6,306 6,069 45 282
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -180 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 95.6 99.3 95.6 0.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 16 19 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,162
COMMITMENTS
0 917 326 17,836 16,919 18,162 18,162 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 799)
0 -198 136 663 861 799 799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 1.8 98.2 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 24 26 25 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,301
COMMITMENTS
38,138 36,044 43,143 173,033 183,888 254,314 263,075 40,987 32,226
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -34,139)
1,074 -3,282 -3,460 -35,613 -28,962 -37,999 -35,704 3,860 1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 12.2 14.6 58.6 62.3 86.1 89.1 13.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 32 43 76 81 131 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,483
COMMITMENTS
350 190 100 11,013 11,186 11,463 11,476 20 7
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 458)
-150 20 100 568 418 518 538 -60 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.7 0.9 95.9 97.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 2 41 38 45 41
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,260
COMMITMENTS
0 0 0 1,210 1,260 1,210 1,260 50 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.0 100.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 11 13 11
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 968,457
COMMITMENTS
143,987 316,081 329,435 424,200 275,772 897,622 921,288 70,835 47,169
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 29,747)
3,859 7,253 28,341 -2,140 -5,452 30,060 30,142 -313 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 32.6 34.0 43.8 28.5 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
72 133 125 88 78 246 263
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,965
COMMITMENTS
3,879 4,044 601 49,215 48,273 53,695 52,918 7,270 8,047
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 16)
-44 0 16 0 0 -28 16 44 0
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,426
COMMITMENTS
4,558 0 2,691 80,386 90,948 87,635 93,639 10,791 4,787
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 157)
-302 0 184 302 0 184 184 -27 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.7 81.7 92.4 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,407,594
COMMITMENTS
458,361 137,405 670,693 1244466 1573708 2373520 2381806 34,074 25,788
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 16,715)
-11,245 -9,277 36,867 -6,233 -6,595 19,389 20,995 -2,674 -4,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 5.7 27.9 51.7 65.4 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
38 21 52 95 89 156 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,019,243
COMMITMENTS
185,080 82,570 193,494 635,698 738,683 1014272 1014747 4,971 4,496
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 28,699)
9,628 21,453 -4,645 24,008 12,064 28,991 28,872 -292 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 8.1 19.0 62.4 72.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 19 33 40 40 75 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,790
COMMITMENTS
313 1,099 209 19,038 18,215 19,560 19,523 230 267
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 3,740)
-44 70 -21 3,781 3,594 3,716 3,643 24 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 5.6 1.1 96.2 92.0 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 7 4 39 40 45 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,187
COMMITMENTS
21,022 340 2,514 29,205 50,837 52,741 53,691 1,446 496
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 931)
858 0 120 287 1,075 1,265 1,195 -334 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 0.6 4.6 53.9 93.8 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 4 34 28 39 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,227
COMMITMENTS
182 1,268 664 13,111 12,641 13,957 14,573 1,270 654
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 178)
150 -78 0 38 236 188 158 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 8.3 4.4 86.1 83.0 91.7 95.7 8.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 20 24 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,832
COMMITMENTS
667 720 158 6,848 8,047 7,673 8,925 2,159 907
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 165)
3 0 0 164 224 167 224 -2 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 7.3 1.6 69.7 81.8 78.0 90.8 22.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 18 15 20 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,849
COMMITMENTS
1,230 2,800 314 21,791 21,145 23,335 24,259 2,514 1,590
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 332)
0 0 0 308 456 308 456 24 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 10.8 1.2 84.3 81.8 90.3 93.8 9.7 6.2
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,907
COMMITMENTS
0 930 320 9,966 8,605 10,286 9,855 621 1,052
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -64)
0 -68 0 188 28 188 -40 -252 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.5 2.9 91.4 78.9 94.3 90.4 5.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 22 16 23 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,033
COMMITMENTS
2,235 0 315 50,420 52,718 52,970 53,033 63 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,592)
0 0 0 1,592 1,592 1,592 1,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.6 95.1 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 898,095
COMMITMENTS
32,918 0 0 865,177 898,095 898,095 898,095 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 141,287)
0 0 0 141,287 141,287 141,287 141,287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 13 18 13
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,188
COMMITMENTS
750 0 510 21,695 22,678 22,955 23,188 233 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 2.2 93.6 97.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 11 11 12 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,723
COMMITMENTS
2,131 0 693 129,644 132,030 132,468 132,723 255 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 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 26 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,310,647
COMMITMENTS
7,930 23,485 17,958 2284759 2269204 2310647 2310647 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 8,645)
3,965 3,965 0 4,680 4,680 8,645 8,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.0 0.8 98.9 98.2 100.0 100.0 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 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,075,439
COMMITMENTS
50,975 10,042 13,160 1011304 1052237 1075439 1075439 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,840)
3,965 3,965 0 3,875 3,875 7,840 7,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.9 1.2 94.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 24 18 28 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,425
COMMITMENTS
0 1,656 105 51,257 49,409 51,362 51,170 63 255
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 3,315)
0 0 0 3,315 3,315 3,315 3,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 0.2 99.7 96.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 18 21 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,081
COMMITMENTS
650 5,352 616 17,815 13,113 19,081 19,081 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 126)
0 0 0 126 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 28.0 3.2 93.4 68.7 100.0 100.0 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,948
COMMITMENTS
126 0 0 22,822 22,927 22,948 22,927 0 21
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 168)
0 0 0 168 231 168 231 0 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.5 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,441
COMMITMENTS
0 4,323 777 44,517 40,278 45,294 45,378 147 63
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 1.7 98.0 88.6 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,717
COMMITMENTS
933 88 0 17,784 18,629 18,717 18,717 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 88)
0 88 0 88 0 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.5 0.0 95.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 14 14 16 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 975,421
COMMITMENTS
24,936 38,282 2,833 947,652 934,306 975,421 975,421 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 71,330)
0 0 0 71,330 71,330 71,330 71,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.9 0.3 97.2 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 21 21 24 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 25)
2 0 1 16 12 18 13
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,297
COMMITMENTS
195 66 177 23,634 23,467 24,006 23,710 291 587
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -478)
-60 0 0 -439 -470 -499 -470 21 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.3 0.7 97.3 96.6 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 39 36 43 40
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,504
COMMITMENTS
135 35 130 10,100 10,116 10,365 10,281 139 223
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 34)
0 0 0 54 24 54 24 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.3 1.2 96.2 96.3 98.7 97.9 1.3 2.1
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,335
COMMITMENTS
0 80 0 6,918 6,776 6,918 6,856 417 479
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 55)
0 0 0 -35 60 -35 60 90 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 94.3 92.4 94.3 93.5 5.7 6.5
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,978
COMMITMENTS
0 0 0 9,690 9,862 9,690 9,862 1,288 1,116
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 306)
0 0 0 228 291 228 291 78 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.3 89.8 88.3 89.8 11.7 10.2
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,424,634
COMMITMENTS
312,293 191,232 371,294 674,231 794,796 1357818 1357322 66,816 67,312
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -7,149)
-3,300 -16,197 16,391 -19,004 -12,824 -5,913 -12,630 -1,236 5,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 13.4 26.1 47.3 55.8 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
114 91 150 91 101 284 282
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,399
COMMITMENTS
48,221 16,051 7,255 115,869 145,747 171,345 169,053 36,054 38,346
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,656)
80 -1,499 1,471 -953 2,575 598 2,547 1,058 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.7 3.5 55.9 70.3 82.6 81.5 17.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 18 23 29 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,353
COMMITMENTS
225 1,149 350 14,758 13,854 15,333 15,353 20 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 100)
0 100 25 75 -25 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 7.5 2.3 96.1 90.2 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,123
COMMITMENTS
2,883 17,281 11,875 64,522 48,037 79,280 77,193 2,843 4,930
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -35)
33 37 179 -266 106 -54 322 19 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 21.0 14.5 78.6 58.5 96.5 94.0 3.5 6.0
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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,788
COMMITMENTS
4,540 4,273 5,573 27,854 28,333 37,967 38,179 2,821 2,609
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -899)
2,021 -3,691 385 -2,895 2,732 -489 -574 -410 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 10.5 13.7 68.3 69.5 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 9 16 17 26 30
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,430
COMMITMENTS
4,350 150 0 8,980 13,105 13,330 13,255 100 175
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -750)
0 0 0 -720 -750 -720 -750 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 1.1 0.0 66.9 97.6 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 15 15 17 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,067
COMMITMENTS
11,627 4,674 443 5,866 12,605 17,936 17,722 1,131 1,345
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -449)
543 -216 82 -1,151 -199 -526 -333 77 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 24.5 2.3 30.8 66.1 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
45 49 8 18 29 68 84
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,519
COMMITMENTS
25,696 6,019 309 7,136 29,243 33,141 35,571 5,378 2,948
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 118)
306 1,042 -123 -163 -1,115 20 -196 98 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 15.6 0.8 18.5 75.9 86.0 92.3 14.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
66 35 7 25 26 95 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,303
COMMITMENTS
70,582 25,625 31,977 146,385 196,644 248,944 254,246 18,359 13,057
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,044)
6,437 182 -2,688 -9,709 -861 -5,960 -3,367 1,916 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 9.6 12.0 54.8 73.6 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
62 26 47 73 88 159 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,859
COMMITMENTS
8,134 280 837 7,167 16,271 16,138 17,388 6,721 5,471
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 798)
-43 0 564 108 632 629 1,196 169 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 1.2 3.7 31.4 71.2 70.6 76.1 29.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 3 10 16 14 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,541
COMMITMENTS
100 0 0 5,408 5,395 5,508 5,395 33 146
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 493)
0 0 0 493 493 493 493 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 0.0 97.6 97.4 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 29 27 30 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,106
COMMITMENTS
300 975 25 46,847 46,940 47,172 47,940 934 166
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,473)
0 0 0 1,407 1,448 1,407 1,448 66 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.0 0.1 97.4 97.6 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 1 43 32 45 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,592
COMMITMENTS
0 300 0 15,472 15,267 15,472 15,567 120 25
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 640)
0 0 0 640 640 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.0 99.2 97.9 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,010
COMMITMENTS
0 2,900 0 4,965 2,110 4,965 5,010 45 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 825)
0 775 0 825 50 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 57.9 0.0 99.1 42.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 0 25 12 25 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,966
COMMITMENTS
144 0 88 5,434 5,797 5,666 5,885 300 81
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 296)
-50 0 50 305 255 305 305 -9 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 1.5 91.1 97.2 95.0 98.6 5.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 15 18 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,502
COMMITMENTS
688 2,346 803 18,981 17,293 20,472 20,442 30 60
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,137)
-88 -247 184 1,105 1,264 1,201 1,201 -64 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 11.4 3.9 92.6 84.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 4 5 40 41 45 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,527
COMMITMENTS
775 0 615 11,006 11,862 12,396 12,477 131 50
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 241)
-491 0 126 604 115 239 241 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 4.9 87.9 94.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 2 28 31 32 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,585
COMMITMENTS
11,199 808 853 19,261 29,273 31,313 30,934 272 651
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 989)
6 120 108 873 776 987 1,004 2 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 2.6 2.7 61.0 92.7 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 5 26 33 33 41
Updated October 14, 2011