GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,592
COMMITMENTS
394 0 12 39,076 39,293 39,482 39,305 110 287
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,601)
-11 0 -238 -8,348 -8,304 -8,597 -8,542 -4 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 98.7 99.2 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 0 1 39 50 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,829
COMMITMENTS
0 0 0 13,680 13,745 13,680 13,745 149 84
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,268)
0 0 0 -1,279 -1,252 -1,279 -1,252 11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,160
COMMITMENTS
112 318 165 8,854 8,730 9,131 9,213 1,029 947
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,054)
60 -30 -88 -1,026 -875 -1,054 -993 0 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.1 1.6 87.1 85.9 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 32 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,937
COMMITMENTS
355 71 322 4,716 4,762 5,393 5,155 544 782
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,525)
-234 -5 -4 -1,341 -1,543 -1,579 -1,552 54 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.2 5.4 79.4 80.2 90.8 86.8 9.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 3 41 41 45 46
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,895
COMMITMENTS
95 493 96 1,833 1,985 2,024 2,574 871 321
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -379)
-95 -90 0 -494 -385 -589 -475 210 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 17.0 3.3 63.3 68.6 69.9 88.9 30.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 17 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,640
COMMITMENTS
0 0 0 8,469 8,509 8,469 8,509 171 131
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -910)
0 0 0 -1,051 -754 -1,051 -754 141 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 98.5 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,384
COMMITMENTS
0 448 126 22,258 21,810 22,384 22,384 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,510)
0 -75 -100 -4,410 -4,335 -4,510 -4,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.6 99.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 26 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,933
COMMITMENTS
50,769 35,691 25,414 156,886 188,933 233,069 250,038 40,864 23,895
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,734)
-2,222 1,870 -1,116 7,119 3,687 3,781 4,441 -1,047 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 13.0 9.3 57.3 69.0 85.1 91.3 14.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
40 18 32 79 81 135 120
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,235
COMMITMENTS
500 821 150 10,585 10,164 11,235 11,135 0 100
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,063)
-550 -195 -350 -3,139 -3,518 -4,039 -4,063 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.3 1.3 94.2 90.5 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 1 40 38 44 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,107
COMMITMENTS
1,020 205 0 6,929 7,757 7,949 7,962 158 145
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -392)
167 -205 -100 -431 -67 -364 -372 -28 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 2.5 0.0 85.5 95.7 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 0 25 22 31 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 943,649
COMMITMENTS
167,830 334,318 307,696 403,549 254,924 879,075 896,938 64,574 46,711
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,446)
-89 -4,113 -10,019 -4,739 971 -14,847 -13,161 3,401 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 35.4 32.6 42.8 27.0 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
85 125 128 81 66 251 247
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 22,026
COMMITMENTS
10,506 11,386 5,869 4,659 4,309 21,034 21,564 992 462
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,544)
-11 489 2,730 975 475 3,694 3,694 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 51.7 26.6 21.2 19.6 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 10 5 6 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,087
COMMITMENTS
0 9,982 1,852 49,643 33,725 51,495 45,559 3,592 9,528
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,697)
0 591 -1,076 -5,506 -10,235 -6,582 -10,720 885 5,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.1 3.4 90.1 61.2 93.5 82.7 6.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 11 14 14 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,434
COMMITMENTS
2,224 16 2,998 72,342 74,385 77,564 77,399 9,870 10,035
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,896)
-562 -483 100 -5,387 -10,809 -5,849 -11,192 -47 5,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 3.4 82.7 85.1 88.7 88.5 11.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 15 16 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,494,503
COMMITMENTS
466,806 184,523 707,793 1285120 1581008 2459719 2473324 34,784 21,179
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -9,271)
21,482 21,183 -30,322 -700 -1,220 -9,540 -10,359 269 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 7.4 28.4 51.5 63.4 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 28 46 95 86 151 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,770
COMMITMENTS
195,492 115,234 199,637 662,132 743,933 1057261 1058804 4,509 2,966
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,801)
9,211 34 8,279 -3,810 5,139 13,680 13,452 -879 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 10.9 18.8 62.4 70.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 15 33 42 40 78 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,049
COMMITMENTS
193 1,178 120 13,579 12,640 13,892 13,938 157 111
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,109)
-263 -371 12 -4,917 -4,546 -5,168 -4,905 59 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 8.4 0.9 96.7 90.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 8 5 36 42 42 50
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,498
COMMITMENTS
44 123 174 1,641 1,635 1,859 1,932 639 566
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -374)
14 -20 -46 -243 -136 -275 -202 -99 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 4.9 7.0 65.7 65.5 74.4 77.3 25.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 19 20 22 24
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,491
COMMITMENTS
46 182 0 1,040 1,046 1,086 1,228 405 263
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -367)
-58 50 0 -337 -397 -395 -347 28 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 12.2 0.0 69.8 70.2 72.8 82.4 27.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 15 19 16 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,718
COMMITMENTS
22,730 260 2,914 31,101 54,633 56,745 57,807 1,973 911
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -568)
-1,440 -80 252 1,717 421 529 593 -1,097 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 0.4 5.0 53.0 93.0 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 33 29 37 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,384
COMMITMENTS
200 1,082 1,226 12,814 12,670 14,240 14,978 1,144 406
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -508)
120 20 -24 -569 -345 -473 -349 -35 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.0 8.0 83.3 82.4 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 21 22 24 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,622
COMMITMENTS
707 720 428 7,100 8,689 8,235 9,837 2,387 785
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -285)
-155 0 120 -400 -481 -435 -361 150 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 6.8 4.0 66.8 81.8 77.5 92.6 22.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 16 18 19
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,946
COMMITMENTS
3,400 438 88 7,589 10,602 11,077 11,128 869 818
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -187)
-54 90 0 -83 -14 -137 76 -50 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 3.7 0.7 63.5 88.7 92.7 93.2 7.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 16 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,037
COMMITMENTS
2,954 3,180 142 22,422 22,329 25,518 25,651 2,519 2,386
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -347)
306 -10 -98 -601 -47 -393 -155 46 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 11.3 0.5 80.0 79.6 91.0 91.5 9.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 24 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,999
COMMITMENTS
4,770 0 638 4,377 8,620 9,785 9,258 1,214 1,741
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 188)
522 -98 -22 -235 89 265 -31 -77 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 0.0 5.8 39.8 78.4 89.0 84.2 11.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 18 16 20 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,684
COMMITMENTS
0 1,878 586 11,114 9,639 11,700 12,103 984 581
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -366)
0 34 -18 -216 -337 -234 -321 -132 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.8 4.6 87.6 76.0 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 16 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,247
COMMITMENTS
0 0 0 63,226 63,247 63,226 63,247 21 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,164)
0 0 0 -2,143 -2,164 -2,143 -2,164 -21 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 19 17 19 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,029,530
COMMITMENTS
0 0 0 1029530 1029530 1029530 1029530 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,950)
0 0 0 -23,950 -23,950 -23,950 -23,950 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 20 17 20 17
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637
COMMITMENTS
0 0 0 315,637 315,637 315,637 315,637 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -27,335)
0 0 0 -27,335 -27,335 -27,335 -27,335 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,697
COMMITMENTS
0 0 0 35,697 35,697 35,697 35,697 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,612)
0 0 0 -3,612 -3,612 -3,612 -3,612 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481
COMMITMENTS
0 0 0 659,481 659,481 659,481 659,481 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -68,145)
0 0 0 -68,145 -68,145 -68,145 -68,145 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 119,139
COMMITMENTS
105 0 0 118,779 119,139 118,884 119,139 255 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,475)
-105 0 0 -8,370 -8,475 -8,475 -8,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 16 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078
COMMITMENTS
4,080 0 0 2001998 2006078 2006078 2006078 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -164,745)
-3,850 0 0 -160,895 -164,745 -164,745 -164,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 17 28 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,104
COMMITMENTS
1,579 824 3,018 44,507 45,262 49,104 49,104 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,289)
304 -1,580 971 -3,564 -1,680 -2,289 -2,289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.7 6.1 90.6 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 27 22 30 26
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,182,422
COMMITMENTS
37,512 44,995 13,965 1130945 1123462 1182422 1182422 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -34,875)
-9,408 -10,455 4,680 -30,147 -29,100 -34,875 -34,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.8 1.2 95.6 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,399
COMMITMENTS
0 790 0 51,378 50,354 51,378 51,144 21 255
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,090)
0 178 0 -2,069 -2,268 -2,069 -2,090 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 100.0 98.0 100.0 99.5 0.0 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962
COMMITMENTS
0 4,806 294 24,668 19,862 24,962 24,962 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,957)
0 -126 0 6,957 7,083 6,957 6,957 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 19.3 1.2 98.8 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771
COMMITMENTS
2,550 2,340 210 45,906 46,221 48,666 48,771 105 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -216)
0 1,485 -210 15 -1,491 -195 -216 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 4.8 0.4 94.1 94.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 16 20 18 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,446
COMMITMENTS
18,515 0 2,770 19,906 38,676 41,191 41,446 255 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,218)
-68 0 -147 6,433 6,365 6,218 6,218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 0.0 6.7 48.0 93.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,713
COMMITMENTS
765 1,267 21 16,140 16,170 16,926 17,458 787 255
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,121)
0 1,071 -126 -1,764 -2,016 -1,890 -1,071 -231 -1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 7.2 0.1 91.1 91.3 95.6 98.6 4.4 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,333
COMMITMENTS
23,400 35,926 1,224 890,709 878,183 915,333 915,333 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -55,390)
0 -5,015 0 -55,390 -50,375 -55,390 -55,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.9 0.1 97.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 21 23 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452
COMMITMENTS
95,735 0 0 881,717 977,452 977,452 977,452 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,522)
0 0 0 -8,522 -8,522 -8,522 -8,522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.0 0.0 90.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 18 18 18
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845
COMMITMENTS
0 2,040 0 119,845 117,805 119,845 119,845 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,935)
0 -1,925 0 -11,935 -10,010 -11,935 -11,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 0.0 100.0 98.3 100.0 100.0 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,200
COMMITMENTS
230 36 77 18,790 18,908 19,097 19,021 103 179
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,027)
-65 -20 -35 -2,927 -3,001 -3,027 -3,056 0 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.2 0.4 97.9 98.5 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 3 40 37 45 40
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,288
COMMITMENTS
145 90 0 8,858 8,744 9,003 8,834 285 454
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,310)
-5 0 0 -1,334 -1,265 -1,339 -1,265 29 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.0 0.0 95.4 94.1 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 20 19 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,713
COMMITMENTS
0 45 25 6,508 6,400 6,533 6,470 180 243
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -733)
-5 -15 -5 -630 -736 -640 -756 -93 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.4 96.9 95.3 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 21 23 22 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,643
COMMITMENTS
0 0 0 8,355 8,511 8,355 8,511 1,288 1,132
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -985)
0 0 0 -891 -925 -891 -925 -94 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.6 88.3 86.6 88.3 13.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,332,544
COMMITMENTS
308,190 152,386 365,043 573,061 756,902 1246294 1274331 86,250 58,213
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 30,032)
185 860 28,979 -3,665 2,346 25,499 32,185 4,533 -2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 11.4 27.4 43.0 56.8 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
114 83 141 84 101 271 265
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,946
COMMITMENTS
46,438 15,476 3,987 110,782 133,298 161,207 152,761 35,739 44,185
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,301)
-1,157 -3,330 -1,272 -7,430 -9,165 -9,859 -13,767 -1,442 2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 7.9 2.0 56.2 67.7 81.9 77.6 18.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 8 21 23 31 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,528
COMMITMENTS
200 1,175 575 15,732 14,777 16,507 16,527 21 1
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,189)
-75 17 200 -1,506 -1,598 -1,381 -1,381 -808 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 7.1 3.5 95.2 89.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 3 32 29 36 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,181
COMMITMENTS
4,006 12,105 2,030 47,635 36,721 53,671 50,856 3,510 6,325
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 50)
183 0 -38 0 -212 145 -250 -95 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 21.2 3.6 83.3 64.2 93.9 88.9 6.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 7 21 16 30 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,974
COMMITMENTS
2,632 2,702 1,418 22,940 22,390 26,990 26,510 1,984 2,464
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11)
40 -1,708 818 -607 1,441 251 551 -240 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 9.3 4.9 79.2 77.3 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 4 13 15 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270
COMMITMENTS
2,227 50 0 6,965 9,195 9,192 9,245 78 25
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,065)
-400 -50 0 -1,695 -1,990 -2,095 -2,040 30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 0.5 0.0 75.1 99.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,774
COMMITMENTS
11,201 4,832 134 7,386 13,438 18,721 18,404 1,053 1,370
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -73)
198 -496 -26 -282 536 -110 14 37 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 24.4 0.7 37.4 68.0 94.7 93.1 5.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
41 39 5 31 29 74 72
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,893
COMMITMENTS
28,967 8,221 349 5,954 29,880 35,270 38,450 6,623 3,443
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,073)
2,287 1,809 62 235 756 2,584 2,627 489 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 19.6 0.8 14.2 71.3 84.2 91.8 15.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
70 36 7 22 33 93 75
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,399
COMMITMENTS
77,708 23,494 26,857 146,395 207,230 250,960 257,581 19,439 12,818
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,133)
3,356 -1,345 -2,636 -353 8,366 367 4,385 3,766 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 8.7 9.9 54.1 76.6 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
65 18 37 80 91 161 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,280
COMMITMENTS
7,241 0 993 6,407 12,221 14,641 13,214 4,639 6,066
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,842)
-1,397 0 -75 -1,069 -3,750 -2,541 -3,825 -1,301 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 0.0 5.2 33.2 63.4 75.9 68.5 24.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 3 11 14 16 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,497
COMMITMENTS
0 0 0 7,469 7,056 7,469 7,056 1,028 1,441
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,049)
0 0 0 -865 -1,477 -865 -1,477 -184 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.9 83.0 87.9 83.0 12.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,164
COMMITMENTS
400 633 200 6,544 6,311 7,144 7,144 20 20
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,340)
0 126 150 -1,490 -1,616 -1,340 -1,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 8.8 2.8 91.3 88.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 25 27 28 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,315
COMMITMENTS
575 134 0 50,079 50,823 50,654 50,957 661 358
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,431)
0 1 -2 -8,221 -8,340 -8,223 -8,341 -208 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.3 0.0 97.6 99.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 0 43 35 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,076
COMMITMENTS
0 0 0 12,956 13,076 12,956 13,076 120 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,965)
0 0 0 -1,965 -1,965 -1,965 -1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015
COMMITMENTS
50 2,425 0 5,965 3,590 6,015 6,015 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -830)
-500 -400 0 -330 -430 -830 -830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 40.3 0.0 99.2 59.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 0 29 18 30 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,845
COMMITMENTS
9 0 78 3,346 3,665 3,433 3,743 412 102
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,426)
9 -76 -9 -1,375 -1,311 -1,375 -1,396 -51 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 2.0 87.0 95.3 89.3 97.3 10.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 12 18 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,494
COMMITMENTS
752 3,734 933 21,799 18,724 23,484 23,391 10 103
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,797)
132 -335 -266 -2,653 -2,221 -2,787 -2,822 -10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 15.9 4.0 92.8 79.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 38 39 42 46
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,370
COMMITMENTS
264 2,026 0 4,074 2,190 4,338 4,216 32 154
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,745)
-1,644 156 0 -69 -1,831 -1,713 -1,675 -32 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 46.4 0.0 93.2 50.1 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,603
COMMITMENTS
1,814 749 612 9,126 10,227 11,552 11,588 51 15
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,849)
96 257 -331 -1,566 -1,721 -1,801 -1,795 -48 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 6.5 5.3 78.7 88.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 28 29 33 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,840
COMMITMENTS
10,796 2,276 816 21,018 29,345 32,630 32,437 210 403
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,871)
-433 126 -260 -2,146 -2,667 -2,839 -2,801 -32 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 6.9 2.5 64.0 89.4 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 28 37 35 45
Updated December 9, 2011