GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,532
COMMITMENTS
1,966 75 158 45,328 46,912 47,452 47,145 80 387
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,435)
144 0 2 3,241 3,436 3,387 3,438 48 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.3 95.4 98.7 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 1 47 45 49 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,788
COMMITMENTS
0 0 0 9,598 9,621 9,598 9,621 190 167
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 114)
0 0 0 114 114 114 114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 30 31 30 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,176
COMMITMENTS
84 0 0 3,188 3,261 3,272 3,261 904 915
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 76.3 78.1 78.4 78.1 21.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 19 18 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,620
COMMITMENTS
0 381 202 9,185 8,825 9,387 9,408 1,233 1,212
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 656)
0 46 -7 709 772 702 811 -46 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.9 86.5 83.1 88.4 88.6 11.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 3 36 40 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,736
COMMITMENTS
562 45 74 6,459 6,797 7,095 6,916 641 820
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 432)
-51 -98 -2 456 565 403 465 29 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 1.0 83.5 87.9 91.7 89.4 8.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 2 5 49 54 55 59
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,908
COMMITMENTS
15 0 48 2,996 2,451 3,059 2,499 849 1,409
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 56)
0 0 0 54 41 54 41 2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.2 76.7 62.7 78.3 63.9 21.7 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 20 18 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,834
COMMITMENTS
289 249 4 1,939 2,352 2,232 2,605 602 229
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 199)
0 14 0 153 187 153 201 46 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 8.8 0.1 68.4 83.0 78.8 91.9 21.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 19 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,166
COMMITMENTS
25 55 45 1,542 1,743 1,612 1,843 554 323
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 33)
25 -35 25 -138 -27 -88 -37 121 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 2.1 71.2 80.5 74.4 85.1 25.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 19 22 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,606
COMMITMENTS
0 0 0 8,526 8,314 8,526 8,314 80 292
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 368)
0 0 0 368 368 368 368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 96.6 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 18 25 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,906
COMMITMENTS
0 2,222 90 21,816 19,594 21,906 21,906 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,035)
0 45 0 1,035 990 1,035 1,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.4 99.6 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 31 27 32 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 382,981
COMMITMENTS
40,044 32,286 63,972 239,828 253,939 343,844 350,196 39,137 32,784
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,393)
-9,889 3,566 143 11,386 -7,556 1,640 -3,847 -4,033 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 8.4 16.7 62.6 66.3 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
38 28 45 75 85 137 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,878
COMMITMENTS
268 6,436 24,773 63,068 58,415 88,109 89,624 2,768 1,254
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,629)
-10 2,089 -463 3,477 1,473 3,004 3,098 -376 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.1 27.3 69.4 64.3 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 9 17 17 26 26
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,190
COMMITMENTS
355 274 340 14,320 14,419 15,015 15,033 175 157
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,225)
50 -200 200 1,950 2,345 2,200 2,345 25 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 2.2 94.3 94.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 3 41 41 45 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,052
COMMITMENTS
486 886 164 6,315 5,942 6,965 6,992 87 60
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.6 2.3 89.5 84.3 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 2 25 19 31 23
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,850
COMMITMENTS
96 336 0 2,883 2,901 2,979 3,237 871 613
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3)
0 0 0 0 12 0 12 3 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.7 0.0 74.9 75.4 77.4 84.1 22.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 14 16 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 946,628
COMMITMENTS
147,352 319,475 303,800 419,760 276,814 870,912 900,089 75,716 46,540
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -52,242)
-10,123 -17,752 -15,059 -19,524 -15,817 -44,706 -48,628 -7,536 -3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 33.7 32.1 44.3 29.2 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
78 134 139 86 79 259 269
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,748
COMMITMENTS
0 768 0 27,178 31,583 27,178 32,351 8,570 3,397
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 0 84 0 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 76.0 88.3 76.0 90.5 24.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,092
COMMITMENTS
2,059 174 1,716 25,496 25,010 29,271 26,900 3,821 6,192
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 350)
0 0 270 80 80 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.5 5.2 77.0 75.6 88.5 81.3 11.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 15 18 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,538,539
COMMITMENTS
62,338 71,254 491,382 979,010 969,766 1532730 1532402 5,809 6,137
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -151,968)
-22,802 -10,761 -67,205 -62,692 -76,659 -152,700 -154,625 732 2,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.6 31.9 63.6 63.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
35 30 51 63 60 123 116
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,003
COMMITMENTS
7,590 7,642 15,496 11,128 11,832 34,213 34,969 790 34
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -24,358)
3,228 -2,376 -18,397 -8,863 -3,136 -24,031 -23,908 -327 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 21.8 44.3 31.8 33.8 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 5 12 8 12 22 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,980
COMMITMENTS
1,216 9,099 3,260 61,589 52,241 66,065 64,600 2,915 4,380
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.2 4.7 89.3 75.7 95.8 93.7 4.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 15 23 18 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,852
COMMITMENTS
4,109 4,127 642 52,340 51,572 57,091 56,341 7,760 8,511
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 286)
-22 84 10 2,056 192 2,044 286 -1,758 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.4 1.0 80.7 79.5 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 17 17 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,396
COMMITMENTS
4,808 0 3,678 89,719 100,334 98,205 104,012 10,191 4,384
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,498)
580 0 -425 2,166 2,923 2,321 2,498 178 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 3.4 82.8 92.6 90.6 96.0 9.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 3 23 24 27 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,523,409
COMMITMENTS
525,704 184,695 621,250 1343399 1687936 2490353 2493881 33,056 29,528
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 49,437)
5,484 43,896 -18,017 64,196 23,099 51,663 48,978 -2,226 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.3 24.6 53.2 66.9 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
40 23 51 109 96 172 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,085,864
COMMITMENTS
174,282 158,693 190,115 715,757 733,471 1080154 1082279 5,710 3,585
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 40,969)
10,313 35,869 -1,828 32,525 8,747 41,010 42,788 -41 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 14.6 17.5 65.9 67.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 25 39 48 44 92 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,991
COMMITMENTS
469 900 141 16,149 15,662 16,759 16,703 233 288
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 681)
124 330 -9 596 407 711 728 -30 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.3 0.8 95.0 92.2 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 5 4 38 41 44 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,376
COMMITMENTS
59 37 128 653 798 840 963 536 413
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.7 9.3 47.5 58.0 61.0 70.0 39.0 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 13 17 16 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 200,048
COMMITMENTS
20,105 4,172 20,522 157,387 174,314 198,014 199,008 2,034 1,040
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,100)
444 927 -142 1,753 1,333 2,055 2,118 45 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.1 10.3 78.7 87.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 5 32 31 38 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,615
COMMITMENTS
0 1,021 2,205 21,728 21,345 23,933 24,571 1,682 1,044
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -369)
-127 17 -65 -217 -324 -409 -373 40 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 8.6 84.8 83.3 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 22 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,370
COMMITMENTS
677 848 194 7,535 8,402 8,406 9,444 1,964 926
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 60)
20 0 0 40 60 60 60 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.2 1.9 72.7 81.0 81.1 91.1 18.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 14 20 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,709
COMMITMENTS
268 276 498 9,865 9,076 10,631 9,850 1,078 1,859
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 212)
67 0 0 -220 160 -152 160 364 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 4.3 84.3 77.5 90.8 84.1 9.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 13 14 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,486
COMMITMENTS
1,142 2,810 392 22,366 21,676 23,900 24,878 2,586 1,608
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -456)
-770 -240 6 410 -202 -354 -436 -102 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.6 1.5 84.4 81.8 90.2 93.9 9.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 22 20 24 23
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,546
COMMITMENTS
382 0 48 10,128 10,070 10,558 10,118 988 1,428
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -26)
20 0 0 -50 -30 -30 -30 4 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.4 87.7 87.2 91.4 87.6 8.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 15 15 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,210
COMMITMENTS
0 804 330 9,938 9,012 10,268 10,146 942 1,064
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 20)
0 0 0 296 20 296 20 -276 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.9 88.7 80.4 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 21 16 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,644
COMMITMENTS
2,193 0 357 51,010 53,287 53,560 53,644 84 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 127)
-84 0 84 127 43 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.7 95.1 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 14 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 789,359
COMMITMENTS
32,150 0 768 756,441 788,591 789,359 789,359 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 4,371)
6,005 0 -2,402 768 6,773 4,371 4,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 13 16 14
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 332,964
COMMITMENTS
26,252 0 9,408 297,304 323,556 332,964 332,964 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 2.8 89.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 9 12 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,175
COMMITMENTS
0 0 0 43,175 43,175 43,175 43,175 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 797,410
COMMITMENTS
0 0 0 797,410 797,410 797,410 797,410 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 15 11 15 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,705
COMMITMENTS
1,900 0 924 135,690 137,781 138,514 138,705 191 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
315 0 0 0 0 315 0 -315 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.7 97.8 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 19 24 21 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,405,754
COMMITMENTS
3,965 24,512 17,958 2383831 2363284 2405754 2405754 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,925)
0 9,855 0 1,925 -7,930 1,925 1,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.7 99.1 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 19 28 21 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,696
COMMITMENTS
3,232 1,727 1,350 39,114 40,619 43,696 43,696 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.0 3.1 89.5 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 20 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,137,199
COMMITMENTS
46,920 34,115 13,250 1077029 1089834 1137199 1137199 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 4,872)
-210 -618 -1,830 6,912 7,320 4,872 4,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.0 1.2 94.7 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 25 18 29 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,081
COMMITMENTS
0 1,191 189 49,808 48,446 49,997 49,826 84 255
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -210)
0 0 0 -210 -210 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.4 99.5 96.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 19 20 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,480
COMMITMENTS
650 5,331 616 18,214 13,533 19,480 19,480 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,951)
0 3,951 0 3,951 0 3,951 3,951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 27.4 3.2 93.5 69.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 8 13 11
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,582
COMMITMENTS
0 4,302 798 38,616 34,398 39,414 39,498 168 84
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 84)
0 -84 84 0 84 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 2.0 97.6 86.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 14 14 16 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,594
COMMITMENTS
510 263 189 21,640 22,121 22,339 22,573 255 21
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -9)
0 -42 0 -9 33 -9 -9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.2 0.8 95.8 97.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 946,259
COMMITMENTS
24,936 38,282 4,753 916,570 903,224 946,259 946,259 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,750)
0 7,750 0 7,750 0 7,750 7,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.0 0.5 96.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 20 20 23 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 880,466
COMMITMENTS
110,220 0 15,180 755,066 865,286 880,466 880,466 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 6,005)
-6,005 0 6,005 6,005 0 6,005 6,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 1.7 85.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 10 19 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,556
COMMITMENTS
0 6,005 0 140,556 134,551 140,556 140,556 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,830
COMMITMENTS
0 1,577 854 7,945 6,330 8,798 8,761 31 69
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 9)
0 -126 36 -5 94 30 4 -22 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.9 9.7 90.0 71.7 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 4 13 16 17 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,553
COMMITMENTS
230 76 167 22,845 22,647 23,242 22,890 311 663
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 447)
80 15 -5 376 442 451 452 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.7 97.0 96.2 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 40 37 44 41
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,665
COMMITMENTS
311 45 145 11,139 11,272 11,595 11,462 70 203
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 130)
66 0 0 64 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 1.2 95.5 96.6 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 22 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,304
COMMITMENTS
0 95 30 7,935 7,656 7,965 7,781 339 523
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 20)
-5 0 0 -5 -20 -10 -20 30 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.4 95.6 92.2 95.9 93.7 4.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 23 26 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,475
COMMITMENTS
20 0 30 10,240 10,317 10,290 10,347 1,185 1,128
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 155)
0 0 0 90 155 90 155 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 89.2 89.9 89.7 90.2 10.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 19 20 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,630,468
COMMITMENTS
326,080 128,085 900,295 1326622 1528170 2552998 2556551 77,470 73,917
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 57,674)
-6,569 7,612 56,264 6,178 -12,351 55,874 51,525 1,800 6,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.9 34.2 50.4 58.1 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
138 114 193 95 102 332 320
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 276,547
COMMITMENTS
128,503 27,047 29,601 117,171 217,850 275,275 274,498 1,273 2,049
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,615)
-144 412 242 -1,569 -1,732 -1,471 -1,078 -144 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 9.8 10.7 42.4 78.8 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 17 19 24 24 43 48
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,399
COMMITMENTS
54,760 24,875 4,930 125,772 146,353 185,462 176,158 30,937 40,241
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,302)
-539 1,347 189 2,466 -65 2,116 1,471 186 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 11.5 2.3 58.1 67.6 85.7 81.4 14.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 11 20 25 33 38
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,683
COMMITMENTS
17,731 3,473 17,495 68,497 83,475 103,723 104,443 2,960 2,241
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -5,041)
121 309 -1,217 -3,755 -4,023 -4,851 -4,931 -190 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.3 16.4 64.2 78.2 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 6 22 27 25 55 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 528,266
COMMITMENTS
31,753 4,965 99,164 381,469 408,283 512,385 512,412 15,881 15,853
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,106)
1,220 735 426 1,498 2,049 3,144 3,210 -38 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.9 18.8 72.2 77.3 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 3 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,860
COMMITMENTS
538 726 773 19,529 19,361 20,840 20,860 20 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 852)
-125 -25 325 652 552 852 852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.5 3.7 93.6 92.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 5 38 37 44 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,815
COMMITMENTS
3,347 17,464 10,159 63,819 46,841 77,325 74,464 2,490 5,351
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 497)
37 -550 -3 360 947 394 394 103 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 21.9 12.7 80.0 58.7 96.9 93.3 3.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 9 15 25 22 41 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,181
COMMITMENTS
2,862 3,197 4,254 26,160 25,990 33,276 33,441 2,905 2,740
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 276)
14 -1,213 982 -582 895 414 664 -138 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.8 11.8 72.3 71.8 92.0 92.4 8.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 6 16 17 23 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,840
COMMITMENTS
4,450 150 0 11,260 15,515 15,710 15,665 130 175
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 605)
600 0 0 -125 505 475 505 130 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.9 0.0 71.1 97.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 20 19 22 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,534
COMMITMENTS
3,522 1,923 6,970 12,270 13,387 22,762 22,280 2,772 3,254
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,922)
127 -349 2,810 1,499 1,469 4,436 3,930 -2,515 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 7.5 27.3 48.1 52.4 89.1 87.3 10.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 11 12 11 23 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,453
COMMITMENTS
2,860 3,001 2,270 19,634 19,223 24,765 24,494 689 959
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 268)
76 19 53 146 131 275 202 -7 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.8 8.9 77.1 75.5 97.3 96.2 2.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 14 14 19 22 36 40
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,125
COMMITMENTS
9,391 1,417 8,235 61,112 66,460 78,738 76,111 11,387 14,014
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,833)
3,179 247 -1,042 -2,058 1,072 79 278 1,754 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 1.6 9.1 67.8 73.7 87.4 84.5 12.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 5 19 21 25 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,953
COMMITMENTS
11,117 4,139 457 7,200 13,963 18,775 18,559 1,178 1,395
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,002)
-1,479 1,548 127 982 -2,783 -370 -1,108 -632 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 20.7 2.3 36.1 70.0 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 41 6 26 31 77 76
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,771
COMMITMENTS
24,217 3,432 694 9,542 34,056 34,453 38,182 6,318 2,589
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,493)
-1,975 1,462 233 917 -5,122 -826 -3,427 -1,667 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 8.4 1.7 23.4 83.5 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
70 25 10 30 35 104 66
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,423
COMMITMENTS
64,938 28,577 37,254 167,532 206,814 269,724 272,645 16,699 13,778
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -14,435)
-6,017 -879 1,052 -5,207 -14,017 -10,172 -13,844 -4,263 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 10.0 13.0 58.5 72.2 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
66 24 54 76 86 164 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,175
COMMITMENTS
8,965 280 274 8,440 19,857 17,679 20,411 6,496 3,764
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 29)
-633 0 126 490 -208 -17 -82 46 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 1.2 1.1 34.9 82.1 73.1 84.4 26.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 17 20 21 25
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,175
COMMITMENTS
0 0 0 26,593 25,830 26,593 25,830 1,582 2,345
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 205)
0 0 0 85 -65 85 -65 120 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 91.7 94.4 91.7 5.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,321
COMMITMENTS
214 250 0 6,064 5,945 6,278 6,195 43 126
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 401)
0 0 0 401 401 401 401 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.0 0.0 95.9 94.1 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 29 28 30 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,708
COMMITMENTS
400 925 0 54,145 54,377 54,545 55,302 1,163 406
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,508)
0 775 0 2,698 1,920 2,698 2,695 -190 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.7 0.0 97.2 97.6 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 0 42 35 43 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,989
COMMITMENTS
0 0 0 17,869 17,964 17,869 17,964 120 25
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -218)
0 0 0 -218 -218 -218 -218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 16 23 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,433
COMMITMENTS
25 3,183 25 5,383 2,225 5,433 5,433 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 600)
0 550 0 600 50 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 58.6 0.5 99.1 41.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 1 27 14 28 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,069
COMMITMENTS
677 0 38 7,102 7,788 7,817 7,826 252 243
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0)
-125 -210 0 125 210 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.5 88.0 96.5 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 19 25 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,879
COMMITMENTS
1,152 3,170 603 20,030 17,982 21,785 21,755 94 124
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,005)
160 -429 26 819 1,408 1,005 1,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.5 2.8 91.5 82.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 5 5 42 44 50 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,143
COMMITMENTS
2,490 58 60 2,253 4,743 4,803 4,861 340 282
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 1.1 1.2 43.8 92.2 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 12 11 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,174
COMMITMENTS
1,412 134 540 11,093 12,437 13,045 13,111 129 63
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 358)
-445 0 0 803 358 358 358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.0 4.1 84.2 94.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 28 33 32 36
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,349
COMMITMENTS
10,860 983 970 19,203 28,804 31,033 30,757 316 592
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,291)
825 0 240 1,466 2,291 2,531 2,531 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 3.1 3.1 61.3 91.9 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 4 7 30 36 39 47
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,293
COMMITMENTS
4,150 0 87 13,791 17,930 18,028 18,017 2,265 2,276
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,139)
-441 0 87 2,349 2,154 1,995 2,241 144 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 0.4 68.0 88.4 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 20 21 23 22
Updated September 30, 2011