GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,583
COMMITMENTS
1,026 60 583 51,872 52,507 53,481 53,150 102 433
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,411)
240 60 80 4,087 4,180 4,407 4,320 4 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.1 1.1 96.8 98.0 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 1 45 45 48 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,689
COMMITMENTS
0 0 0 12,476 12,574 12,476 12,574 213 115
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 293)
0 0 0 243 293 243 293 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 99.1 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 30 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,015
COMMITMENTS
132 364 193 9,618 9,194 9,943 9,751 1,072 1,264
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 234)
30 12 -8 174 228 196 232 38 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.3 1.8 87.3 83.5 90.3 88.5 9.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 5 34 40 39 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,051
COMMITMENTS
911 63 97 6,670 7,039 7,678 7,199 373 852
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 712)
118 20 30 661 777 809 827 -97 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.8 1.2 82.8 87.4 95.4 89.4 4.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 2 2 54 56 60 59
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,086
COMMITMENTS
0 0 0 3,258 2,527 3,258 2,527 828 1,559
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 125)
0 0 0 209 103 209 103 -84 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.7 61.8 79.7 61.8 20.3 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,378
COMMITMENTS
390 599 90 2,417 2,522 2,897 3,211 481 167
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 231)
30 105 0 284 201 314 306 -83 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 17.7 2.7 71.6 74.7 85.8 95.1 14.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 22 20 26 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,214
COMMITMENTS
0 140 101 1,628 1,698 1,729 1,939 485 275
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8)
0 0 0 -9 12 -9 12 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 4.6 73.5 76.7 78.1 87.6 21.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 22 23 24
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,641
COMMITMENTS
0 0 0 10,596 10,354 10,596 10,354 45 287
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,648)
0 0 0 1,648 1,648 1,648 1,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 97.3 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 18 26 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,970
COMMITMENTS
0 1,247 436 22,534 21,287 22,970 22,970 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,083)
0 330 0 2,083 1,753 2,083 2,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 1.9 98.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 27 29 28 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,818
COMMITMENTS
58,114 38,299 33,707 163,526 203,149 255,347 275,155 41,471 21,663
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,679)
4,943 4,273 -1,038 -2,238 917 1,667 4,152 -3,346 -5,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 12.9 11.4 55.1 68.4 86.0 92.7 14.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
40 25 41 82 87 146 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,132
COMMITMENTS
435 205 765 15,932 16,155 17,132 17,125 0 7
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,801)
50 -200 650 1,101 1,451 1,801 1,901 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.2 4.5 93.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 1 5 44 47 50 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,314
COMMITMENTS
1,224 410 100 5,900 6,714 7,224 7,224 90 90
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -597)
213 -205 -100 -690 -272 -577 -577 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 5.6 1.4 80.7 91.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 1 22 21 28 25
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,610
COMMITMENTS
0 0 0 1,560 1,610 1,560 1,610 50 0
CHANGES FROM 10/25/11 (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 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 960,199
COMMITMENTS
140,665 303,224 346,404 408,797 263,622 895,866 913,250 64,333 46,949
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -17,128)
-495 -7,376 -8,085 -9,468 -4,194 -18,048 -19,655 920 2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 31.6 36.1 42.6 27.5 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
70 131 123 94 79 249 258
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,223
COMMITMENTS
618 8,256 2,538 53,693 43,676 56,849 54,470 2,374 4,753
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,808)
-480 -1,168 -180 -3,628 -2,815 -4,288 -4,163 -520 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 13.9 4.3 90.7 73.7 96.0 92.0 4.0 8.0
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 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,550
COMMITMENTS
3,723 3,564 581 45,910 45,645 50,214 49,790 7,336 7,760
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,200)
-16 0 -100 -2,958 -2,813 -3,074 -2,913 -126 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 6.2 1.0 79.8 79.3 87.3 86.5 12.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 16 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,989
COMMITMENTS
3,859 0 2,635 76,557 86,114 83,051 88,749 9,938 4,240
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -5,307)
-424 0 -176 -3,854 -4,584 -4,454 -4,760 -853 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 2.8 82.3 92.6 89.3 95.4 10.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 18 22 21 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,388,800
COMMITMENTS
460,683 161,405 652,115 1242320 1554215 2355118 2367735 33,682 21,065
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -101,281)
-3,439 15,420 -34,323 -64,038 -82,913 -101,800 -101,816 519 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 6.8 27.3 52.0 65.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 22 49 99 90 159 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,050,908
COMMITMENTS
154,042 86,137 216,037 675,841 744,055 1045920 1046229 4,988 4,679
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -56,331)
-36,182 -1,518 -17,657 -2,628 -30,498 -56,467 -49,673 136 -6,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 8.2 20.6 64.3 70.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 18 32 40 40 75 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,140
COMMITMENTS
116 1,321 160 16,570 15,436 16,846 16,917 294 223
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,568)
-305 -278 26 -2,233 -2,273 -2,512 -2,525 -56 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 7.7 0.9 96.7 90.1 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 6 4 38 45 43 52
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,491
COMMITMENTS
0 333 112 1,481 1,195 1,593 1,640 898 851
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 149)
0 48 34 101 214 135 296 14 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.4 4.5 59.5 48.0 64.0 65.8 36.0 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 3 19 19 22 24
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,513
COMMITMENTS
52 48 41 947 1,052 1,040 1,141 473 372
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 98)
-28 0 -60 219 255 131 195 -33 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 3.2 2.7 62.6 69.5 68.7 75.4 31.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 24 22 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 53,488
COMMITMENTS
21,470 180 2,296 28,111 49,943 51,877 52,419 1,611 1,069
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,315)
-232 -160 -458 -561 -1,041 -1,251 -1,659 -64 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 0.3 4.3 52.6 93.4 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 35 28 39 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,124
COMMITMENTS
184 1,512 684 13,028 12,268 13,896 14,464 1,228 660
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -501)
2 434 14 -469 -847 -453 -399 -48 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 10.0 4.5 86.1 81.1 91.9 95.6 8.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 22 21 25 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,987
COMMITMENTS
510 858 290 7,096 7,496 7,896 8,644 2,091 1,343
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -91)
-25 120 0 102 -339 77 -219 -168 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 8.6 2.9 71.1 75.1 79.1 86.6 20.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,310
COMMITMENTS
2,962 232 88 7,414 9,688 10,464 10,008 846 1,302
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 16)
1,720 -434 2 -1,605 638 117 206 -101 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 2.1 0.8 65.6 85.7 92.5 88.5 7.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 15 15 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,278
COMMITMENTS
2,550 3,190 228 22,299 22,394 25,077 25,812 2,201 1,466
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 133)
328 390 -86 204 9 446 313 -313 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 11.7 0.8 81.7 82.1 91.9 94.6 8.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 23 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,388
COMMITMENTS
3,528 0 0 4,249 8,040 7,777 8,040 1,611 1,348
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -507)
-322 0 -218 -318 18 -858 -200 351 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 0.0 0.0 45.3 85.6 82.8 85.6 17.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 15 18 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,662
COMMITMENTS
0 1,244 550 10,060 9,096 10,610 10,890 1,052 772
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -287)
0 -350 6 -568 97 -562 -247 275 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.7 4.7 86.3 78.0 91.0 93.4 9.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 20 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,219
COMMITMENTS
0 0 0 52,177 52,219 52,177 52,219 42 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,436)
-2,151 0 -399 135 -2,016 -2,415 -2,415 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,535
COMMITMENTS
0 0 0 891,535 891,535 891,535 891,535 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -36,312)
-32,918 0 0 -3,394 -36,312 -36,312 -36,312 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: 28)
0 0 0 18 15 18 15
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972
COMMITMENTS
0 0 0 342,972 342,972 342,972 342,972 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -31,008)
-16,652 0 -9,408 -4,948 -21,600 -31,008 -31,008 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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309
COMMITMENTS
0 0 0 39,309 39,309 39,309 39,309 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,192)
0 0 0 -3,192 -3,192 -3,192 -3,192 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: 23)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626
COMMITMENTS
0 0 0 727,626 727,626 727,626 727,626 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -64,056)
0 0 0 -64,056 -64,056 -64,056 -64,056 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 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,774
COMMITMENTS
210 0 0 125,309 125,774 125,519 125,774 255 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -9,541)
-1,291 0 -1,113 -7,137 -8,428 -9,541 -9,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 17 28 18 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,169,599
COMMITMENTS
7,930 0 0 2161669 2169599 2169599 2169599 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -186,939)
0 -30,405 -14,886 -172,053 -141,648 -186,939 -186,939 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 19 29 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,736
COMMITMENTS
2,004 1,223 678 43,054 43,835 45,736 45,736 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 990)
-1,885 -315 -525 3,400 1,830 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.7 1.5 94.1 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 2 28 23 31 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,101,438
COMMITMENTS
46,920 55,450 9,285 1045233 1036703 1101438 1101438 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,119)
-12,900 45,408 -3,875 23,894 -34,414 7,119 7,119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.0 0.8 94.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 22 30 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,854
COMMITMENTS
0 612 0 51,812 50,987 51,812 51,599 42 255
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -888)
0 -1,086 -105 -762 303 -867 -888 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 99.9 98.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,396
COMMITMENTS
0 5,226 0 17,396 12,170 17,396 17,396 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -630)
0 -751 -211 -419 332 -630 -630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.0 0.0 100.0 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 7 13 9
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,630
COMMITMENTS
126 0 0 22,504 22,630 22,630 22,630 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,593)
0 0 0 -1,593 -1,572 -1,593 -1,572 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,866
COMMITMENTS
0 855 420 43,320 42,549 43,740 43,824 126 42
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,575)
0 -2,703 -357 -1,197 1,506 -1,554 -1,554 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 1.0 98.8 97.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 15 16 16 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,428
COMMITMENTS
17,548 0 2,917 12,708 30,511 33,173 33,428 255 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,023)
-1,500 0 -1,230 1,707 207 -1,023 -1,023 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 0.0 8.7 38.0 91.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 9 14 11 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,018
COMMITMENTS
765 238 147 17,064 17,378 17,976 17,763 42 255
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,719)
-168 150 147 -1,677 -2,016 -1,698 -1,719 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.3 0.8 94.7 96.4 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 14 17 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 942,499
COMMITMENTS
23,400 40,931 1,224 917,875 900,344 942,499 942,499 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -33,307)
0 -1,205 -2,760 -30,547 -29,342 -33,307 -33,307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.3 0.1 97.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 22 22 24 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 919,931
COMMITMENTS
93,855 0 0 826,076 919,931 919,931 919,931 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,998)
-17,133 -225 -26,037 48,168 31,260 4,998 4,998 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 0.0 89.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 14 19 14
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 120,185
COMMITMENTS
0 3,965 0 120,185 116,220 120,185 120,185 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,539)
0 -2,040 0 -11,539 -9,499 -11,539 -11,539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 0.0 100.0 96.7 100.0 100.0 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 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,589
COMMITMENTS
185 66 207 23,989 24,120 24,381 24,393 208 196
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -105)
-10 0 30 -125 -118 -105 -88 0 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.3 0.8 97.6 98.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 4 41 39 45 43
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,365
COMMITMENTS
120 0 0 9,032 9,016 9,152 9,016 213 349
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,304)
-15 -35 -130 -1,243 -1,240 -1,388 -1,405 84 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 96.4 96.3 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 18 18 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,630
COMMITMENTS
40 70 0 6,306 6,285 6,346 6,355 284 275
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -920)
40 -10 0 -810 -716 -770 -726 -150 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.1 0.0 95.1 94.8 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 20 24 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,534
COMMITMENTS
0 0 0 9,185 9,426 9,185 9,426 1,349 1,108
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,195)
0 0 0 -1,319 -1,137 -1,319 -1,137 124 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.2 89.5 87.2 89.5 12.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,345,024
COMMITMENTS
323,638 162,026 321,463 630,398 796,677 1275499 1280166 69,525 64,858
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -43,873)
-11,574 -13,468 -23,768 -15,069 -6,181 -50,411 -43,417 6,538 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 12.0 23.9 46.9 59.2 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
121 91 148 92 100 289 276
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,190
COMMITMENTS
45,890 16,686 4,225 115,361 139,780 165,476 160,691 33,714 38,499
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -10,691)
-2,397 -4,338 -1,154 -2,822 -3,444 -6,373 -8,936 -4,318 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 8.4 2.1 57.9 70.2 83.1 80.7 16.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 19 23 30 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,131
COMMITMENTS
525 1,216 125 11,459 10,790 12,109 12,131 22 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,096)
25 167 -225 -3,896 -4,038 -4,096 -4,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 10.0 1.0 94.5 88.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 27 25 30 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,939
COMMITMENTS
4,003 15,061 4,823 64,025 50,085 72,851 69,969 2,088 4,970
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 637)
97 235 -692 1,070 270 475 -187 162 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 20.1 6.4 85.4 66.8 97.2 93.4 2.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 13 25 22 39 35
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835
COMMITMENTS
3,941 1,178 2,513 24,946 27,807 31,400 31,498 3,435 3,337
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,197)
-120 -1,151 -1,122 -425 512 -1,667 -1,761 470 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.4 7.2 71.6 79.8 90.1 90.4 9.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 16 17 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,590
COMMITMENTS
3,227 100 0 8,315 11,410 11,542 11,510 48 80
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,095)
-100 -50 0 -1,895 -1,920 -1,995 -1,970 -100 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 0.9 0.0 71.7 98.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 17 17 19 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,066
COMMITMENTS
4,650 1,102 5,842 6,664 9,323 17,156 16,267 2,910 3,799
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -259)
-234 -293 -389 -352 -149 -975 -831 716 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 5.5 29.1 33.2 46.5 85.5 81.1 14.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 8 9 9 18 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,667
COMMITMENTS
10,628 3,851 463 6,419 13,024 17,510 17,338 1,157 1,329
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -80)
-142 -277 -12 62 234 -92 -55 12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 20.6 2.5 34.4 69.8 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 37 7 24 31 68 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,948
COMMITMENTS
26,022 5,420 238 6,361 29,657 32,621 35,315 5,327 2,633
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 657)
662 -228 1 294 1,315 957 1,088 -300 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 14.3 0.6 16.8 78.2 86.0 93.1 14.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
66 33 4 19 34 87 69
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,417
COMMITMENTS
79,763 21,926 26,064 142,497 207,291 248,324 255,281 19,093 12,136
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -13,147)
-5,818 -3,005 -698 -6,118 -9,019 -12,634 -12,722 -513 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 8.2 9.7 53.3 77.5 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
71 19 48 78 90 169 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,502
COMMITMENTS
6,843 0 996 6,771 14,172 14,610 15,168 5,892 5,334
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,684)
-1,465 -280 0 -816 -3,123 -2,281 -3,403 -1,403 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 0.0 4.9 33.0 69.1 71.3 74.0 28.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 11 16 15 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,925
COMMITMENTS
0 0 0 28,345 26,525 28,345 26,525 580 2,400
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,070)
0 0 0 2,970 2,260 2,970 2,260 100 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 91.7 98.0 91.7 2.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,082
COMMITMENTS
100 0 0 6,949 7,062 7,049 7,062 33 20
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 262)
0 0 0 262 262 262 262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 98.1 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 34 30 35 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,650
COMMITMENTS
300 411 2 54,435 54,497 54,737 54,910 913 740
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 499)
0 69 -25 345 194 320 238 179 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.7 0.0 97.8 97.9 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 1 43 32 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,577
COMMITMENTS
0 250 0 15,457 15,302 15,457 15,552 120 25
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -195)
0 -50 0 -195 -145 -195 -195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.0 99.2 98.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 18 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,545
COMMITMENTS
0 3,250 0 6,545 3,295 6,545 6,545 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 100)
0 -50 0 100 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 49.7 0.0 100.0 50.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 0 29 17 29 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,950
COMMITMENTS
114 0 118 5,409 5,742 5,641 5,860 309 90
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 31)
-50 0 50 31 -19 31 31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.0 90.9 96.5 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 17 20 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,391
COMMITMENTS
677 2,323 833 17,799 16,133 19,309 19,289 82 102
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,457)
-139 -113 57 -2,452 -2,468 -2,534 -2,524 77 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 12.0 4.3 91.8 83.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 6 5 40 41 45 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,451
COMMITMENTS
1,358 0 928 9,101 10,469 11,387 11,397 64 54
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,135)
-56 0 71 -2,113 -2,156 -2,098 -2,085 -37 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 0.0 8.1 79.5 91.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 0 2 32 29 38 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,956
COMMITMENTS
10,289 690 676 20,749 29,845 31,714 31,211 242 745
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,372)
-922 -175 -57 -1,363 -2,234 -2,342 -2,466 -30 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 2.2 2.1 64.9 93.4 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 26 36 33 44
Updated November 10, 2011