GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,803
COMMITMENTS
333 25 525 46,853 46,959 47,711 47,509 92 294
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -5,780)
-693 -35 -58 -5,019 -5,548 -5,770 -5,641 -10 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.1 1.1 98.0 98.2 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 1 42 44 45 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,849
COMMITMENTS
0 0 0 11,711 11,749 11,711 11,749 138 100
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -840)
0 0 0 -765 -825 -765 -825 -75 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 25 23 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,086
COMMITMENTS
0 318 189 8,786 8,436 8,975 8,943 1,111 1,143
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -929)
-132 -46 -4 -832 -758 -968 -808 39 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 1.9 87.1 83.6 89.0 88.7 11.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 39 36 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,461
COMMITMENTS
791 151 95 5,157 5,470 6,043 5,716 418 745
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,590)
-120 88 -2 -1,513 -1,569 -1,635 -1,483 45 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 2.3 1.5 79.8 84.7 93.5 88.5 6.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 2 47 51 52 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,877
COMMITMENTS
310 513 96 1,964 2,043 2,370 2,652 507 225
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -501)
-80 -86 6 -453 -479 -527 -559 26 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 17.8 3.3 68.3 71.0 82.4 92.2 17.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 20 26 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,641
COMMITMENTS
58 155 6 1,105 1,173 1,169 1,334 472 307
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -573)
58 15 -95 -523 -525 -560 -605 -13 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 9.4 0.4 67.3 71.5 71.2 81.3 28.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 15 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,739
COMMITMENTS
0 0 0 9,709 9,422 9,709 9,422 30 317
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -902)
0 0 0 -887 -932 -887 -932 -15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 96.7 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 26 15 26 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,989
COMMITMENTS
0 338 361 20,628 20,290 20,989 20,989 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,981)
0 -909 -75 -1,906 -997 -1,981 -1,981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 1.7 98.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 26 27 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,161
COMMITMENTS
60,277 39,000 36,144 156,113 197,309 252,534 272,453 48,627 28,708
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 4,343)
2,163 701 2,437 -7,413 -5,840 -2,813 -2,702 7,156 7,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 12.9 12.0 51.8 65.5 83.9 90.5 16.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
43 21 44 82 86 149 134
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339
COMMITMENTS
1,177 410 100 5,960 6,739 7,237 7,249 102 90
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 25)
-47 0 0 60 25 13 25 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.6 1.4 81.2 91.8 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 1 22 21 28 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 971,799
COMMITMENTS
145,853 306,866 335,759 420,507 267,795 902,119 910,420 69,680 61,379
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 11,600)
5,188 3,642 -10,645 11,710 4,173 6,253 -2,830 5,347 14,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 31.6 34.6 43.3 27.6 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
74 121 116 92 76 243 248
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| 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 8,656 2,138 54,093 43,676 56,849 54,470 2,374 4,753
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 400 -400 400 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 14.6 3.6 91.3 73.7 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 14 18 17 21
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,854
COMMITMENTS
4,151 3,564 581 45,786 45,949 50,518 50,094 7,336 7,760
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 304)
428 0 0 -124 304 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 6.2 1.0 79.1 79.4 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 16 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,917
COMMITMENTS
3,296 0 2,675 77,029 86,023 83,000 88,698 9,917 4,219
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -72)
-563 0 40 472 -91 -51 -51 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 2.9 82.9 92.6 89.3 95.5 10.7 4.5
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,410,430
COMMITMENTS
418,623 150,120 637,243 1262061 1579563 2317927 2366926 92,503 43,504
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 21,630)
-42,060 -11,285 -14,872 19,741 25,348 -37,191 -809 58,821 22,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 6.2 26.4 52.4 65.5 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 21 44 100 90 155 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,088,551
COMMITMENTS
163,379 100,822 222,054 699,240 761,382 1084673 1084258 3,878 4,293
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 37,643)
9,337 14,685 6,017 23,399 17,327 38,753 38,029 -1,110 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 9.3 20.4 64.2 69.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 17 34 40 40 76 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,920
COMMITMENTS
102 1,280 145 17,043 16,095 17,290 17,520 630 400
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 780)
-14 -41 -15 473 659 444 603 336 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 7.1 0.8 95.1 89.8 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 6 5 40 48 46 55
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,115
COMMITMENTS
0 169 185 1,040 871 1,225 1,225 890 890
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -376)
0 -164 73 -441 -324 -368 -415 -8 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 8.7 49.2 41.2 57.9 57.9 42.1 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 15 14 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,253
COMMITMENTS
78 0 5 631 839 714 844 539 409
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -260)
26 -48 -36 -316 -213 -326 -297 66 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 0.4 50.4 67.0 57.0 67.4 43.0 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,197
COMMITMENTS
21,786 180 2,305 29,087 51,393 53,178 53,878 2,019 1,319
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,709)
316 0 9 976 1,450 1,301 1,459 408 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 0.3 4.2 52.7 93.1 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 3 35 27 39 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,295
COMMITMENTS
124 1,350 824 13,188 12,642 14,136 14,816 1,159 479
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 171)
-60 -162 140 160 374 240 352 -69 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.8 5.4 86.2 82.7 92.4 96.9 7.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 22 22 25 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,327
COMMITMENTS
510 858 290 7,436 8,316 8,236 9,464 2,091 863
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 820 340 820 0 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.3 2.8 72.0 80.5 79.8 91.6 20.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,734
COMMITMENTS
3,026 232 88 7,774 10,112 10,888 10,432 846 1,302
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 424)
64 0 0 360 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 2.0 0.7 66.3 86.2 92.8 88.9 7.2 11.1
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,702
COMMITMENTS
2,790 3,190 228 22,462 22,078 25,480 25,496 2,222 2,206
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 424)
240 0 0 163 -316 403 -316 21 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.5 0.8 81.1 79.7 92.0 92.0 8.0 8.0
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,408
COMMITMENTS
3,528 0 0 4,269 8,040 7,797 8,040 1,611 1,368
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 0 20 0 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 0.0 0.0 45.4 85.5 82.9 85.5 17.1 14.5
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,144
COMMITMENTS
0 894 798 10,296 9,834 11,094 11,526 1,050 618
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 482)
0 -350 248 236 738 484 636 -2 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 6.6 84.8 81.0 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 20 17 22 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,494
COMMITMENTS
0 0 0 53,452 53,494 53,452 53,494 42 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
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 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (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: 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 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (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: 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 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,984
COMMITMENTS
210 0 0 125,519 125,984 125,729 125,984 255 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 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: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,170,823
COMMITMENTS
7,930 0 0 2162893 2170823 2170823 2170823 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,224)
0 0 0 1,224 1,224 1,224 1,224 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 OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,128,718
COMMITMENTS
46,920 55,450 9,285 1072513 1063983 1128718 1128718 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 27,280)
0 0 0 27,280 27,280 27,280 27,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 4.9 0.8 95.0 94.3 100.0 100.0 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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,959
COMMITMENTS
0 612 0 51,917 51,092 51,917 51,704 42 255
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 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 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (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 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 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,332
COMMITMENTS
2,550 855 420 43,236 45,015 46,206 46,290 126 42
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,466)
2,550 0 0 -84 2,466 2,466 2,466 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.8 0.9 93.3 97.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| 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 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/08/11 |
--------------------------------------------------------------| 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
765 196 147 17,064 17,420 17,976 17,763 42 255
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 -42 0 0 42 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.1 0.8 94.7 96.7 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 14 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| 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 40,941 1,224 917,875 900,334 942,499 942,499 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 10 0 0 -10 0 0 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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,627
COMMITMENTS
93,855 0 0 886,772 980,627 980,627 980,627 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 60,696)
0 0 0 60,696 60,696 60,696 60,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 15 19 15
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,780
COMMITMENTS
0 3,965 0 131,780 127,815 131,780 131,780 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 11,595)
0 0 0 11,595 11,595 11,595 11,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 12 11 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,719
COMMITMENTS
210 56 87 21,256 21,414 21,553 21,557 166 162
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,870)
25 -10 -120 -2,733 -2,706 -2,828 -2,836 -42 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.3 0.4 97.9 98.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 3 39 39 43 42
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,865
COMMITMENTS
237 0 25 9,396 9,470 9,658 9,495 207 370
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 500)
117 0 25 364 454 506 479 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.3 95.2 96.0 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 18 19 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,714
COMMITMENTS
0 70 0 6,621 6,554 6,621 6,624 93 90
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 84)
-40 0 0 315 269 275 269 -191 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 98.6 97.6 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 20 23 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,607
COMMITMENTS
0 0 0 9,274 9,555 9,274 9,555 1,333 1,052
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 73)
0 0 0 89 129 89 129 -16 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.4 90.1 87.4 90.1 12.6 9.9
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,366,205
COMMITMENTS
329,388 162,346 323,271 627,784 800,292 1280443 1285909 85,762 80,296
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 21,181)
5,750 320 1,808 -2,614 3,615 4,944 5,743 16,237 15,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 11.9 23.7 46.0 58.6 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
116 92 148 93 103 288 277
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,581
COMMITMENTS
45,116 17,605 5,037 115,044 139,233 165,197 161,875 35,384 38,706
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,391)
-774 919 812 -317 -547 -279 1,184 1,670 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 8.8 2.5 57.4 69.4 82.4 80.7 17.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 19 23 30 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,270
COMMITMENTS
3,988 14,937 4,676 64,253 50,851 72,917 70,464 2,353 4,806
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 331)
-15 -124 -147 228 766 66 495 265 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 19.8 6.2 85.4 67.6 96.9 93.6 3.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 8 12 26 24 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,621
COMMITMENTS
3,022 6,605 313 29,166 25,686 32,501 32,604 3,120 3,017
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 786)
-919 5,427 -2,200 4,220 -2,121 1,101 1,106 -315 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 18.5 0.9 81.9 72.1 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 2 18 18 23 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,215
COMMITMENTS
2,627 100 0 8,540 11,035 11,167 11,135 48 80
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -375)
-600 0 0 225 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 0.9 0.0 76.1 98.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,348
COMMITMENTS
3,751 1,244 6,541 6,988 9,103 17,280 16,888 4,068 4,460
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,282)
-899 142 699 324 -220 124 621 1,158 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 5.8 30.6 32.7 42.6 80.9 79.1 19.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 7 10 8 18 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,327
COMMITMENTS
10,992 3,887 512 6,423 13,702 17,927 18,101 1,400 1,226
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 660)
364 36 49 4 678 417 763 243 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 20.1 2.6 33.2 70.9 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
43 39 8 22 33 70 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,852
COMMITMENTS
26,788 5,186 269 5,923 30,484 32,980 35,939 5,872 2,913
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 904)
766 -234 31 -438 827 359 624 545 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 13.3 0.7 15.2 78.5 84.9 92.5 15.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
67 33 4 19 32 87 68
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,486
COMMITMENTS
80,312 21,648 27,044 154,112 221,217 261,468 269,909 22,018 13,577
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 16,069)
549 -278 980 11,615 13,926 13,144 14,628 2,925 1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 7.6 9.5 54.4 78.0 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
72 16 47 81 90 172 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,021
COMMITMENTS
7,052 0 996 7,046 14,269 15,094 15,265 5,927 5,756
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 519)
209 0 0 275 97 484 97 35 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 0.0 4.7 33.5 67.9 71.8 72.6 28.2 27.4
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 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,370
COMMITMENTS
0 0 0 24,875 23,250 24,875 23,250 495 2,120
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,555)
0 0 0 -3,470 -3,275 -3,470 -3,275 -85 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 91.6 98.0 91.6 2.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,994
COMMITMENTS
0 0 0 5,974 5,974 5,974 5,974 20 20
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,088)
-100 0 0 -975 -1,088 -1,075 -1,088 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 26 29 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,689
COMMITMENTS
375 236 51 49,365 49,830 49,791 50,117 898 572
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,961)
75 -175 49 -5,070 -4,667 -4,946 -4,793 -15 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.5 0.1 97.4 98.3 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 2 42 32 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,093
COMMITMENTS
0 88 0 12,960 12,980 12,960 13,068 133 25
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,484)
0 -162 0 -2,497 -2,322 -2,497 -2,484 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 99.0 99.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 16 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235
COMMITMENTS
0 2,475 0 5,235 2,760 5,235 5,235 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,310)
0 -775 0 -1,310 -535 -1,310 -1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 47.3 0.0 100.0 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 25 14 25 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,642
COMMITMENTS
0 214 87 4,117 4,281 4,204 4,582 438 60
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,308)
-114 214 -31 -1,292 -1,461 -1,437 -1,278 129 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 1.9 88.7 92.2 90.6 98.7 9.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 15 19 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,373
COMMITMENTS
652 2,581 714 18,987 17,000 20,353 20,295 20 78
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 982)
-25 258 -119 1,188 867 1,044 1,006 -62 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 12.7 3.5 93.2 83.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 4 40 41 44 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,688
COMMITMENTS
1,214 0 973 9,348 10,661 11,535 11,634 153 54
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 237)
-144 0 45 247 192 148 237 89 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.0 8.3 80.0 91.2 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 2 32 29 37 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,350
COMMITMENTS
11,144 690 736 22,228 32,179 34,108 33,605 242 745
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,394)
855 0 60 1,479 2,334 2,394 2,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 2.0 2.1 64.7 93.7 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 5 27 37 34 45
Updated November 14, 2011