GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,803
COMMITMENTS
333 25 525 46,853 46,959 47,711 47,509 92 294
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -5,780)
-693 -35 -58 -5,019 -5,548 -5,770 -5,641 -10 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.1 98.0 98.2 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 1 42 44 45 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,849
COMMITMENTS
0 0 0 11,711 11,749 11,711 11,749 138 100
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -840)
0 0 0 -765 -825 -765 -825 -75 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 25 23 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,086
COMMITMENTS
0 318 189 8,786 8,436 8,975 8,943 1,111 1,143
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -929)
-132 -46 -4 -832 -758 -968 -808 39 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.9 87.1 83.6 89.0 88.7 11.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 39 36 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,461
COMMITMENTS
791 151 95 5,157 5,470 6,043 5,716 418 745
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,590)
-120 88 -2 -1,513 -1,569 -1,635 -1,483 45 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.3 1.5 79.8 84.7 93.5 88.5 6.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 2 47 51 52 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,877
COMMITMENTS
310 513 96 1,964 2,043 2,370 2,652 507 225
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -501)
-80 -86 6 -453 -479 -527 -559 26 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.8 3.3 68.3 71.0 82.4 92.2 17.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 20 26 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,641
COMMITMENTS
58 155 6 1,105 1,173 1,169 1,334 472 307
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -573)
58 15 -95 -523 -525 -560 -605 -13 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.4 0.4 67.3 71.5 71.2 81.3 28.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 15 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,739
COMMITMENTS
0 0 0 9,709 9,422 9,709 9,422 30 317
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -902)
0 0 0 -887 -932 -887 -932 -15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 96.7 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 26 15 26 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,989
COMMITMENTS
0 338 361 20,628 20,290 20,989 20,989 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,981)
0 -909 -75 -1,906 -997 -1,981 -1,981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.7 98.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 26 27 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 370,837
COMMITMENTS
58,479 35,025 67,157 186,487 230,827 312,123 333,010 58,714 37,827
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 7,103)
3,151 1,674 -4,866 -6,360 -4,479 -8,075 -7,671 15,178 14,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.4 18.1 50.3 62.2 84.2 89.8 15.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
46 22 47 82 89 153 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 73,275
COMMITMENTS
145 4,917 23,418 43,001 38,190 66,564 66,525 6,711 6,749
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 4,685)
28 -1,253 -2,695 2,739 2,996 73 -952 4,612 5,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.7 32.0 58.7 52.1 90.8 90.8 9.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 6 17 17 23 23
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339
COMMITMENTS
1,177 410 100 5,960 6,739 7,237 7,249 102 90
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 25)
-47 0 0 60 25 13 25 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.6 1.4 81.2 91.8 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 1 22 21 28 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,004,902
COMMITMENTS
148,078 308,705 353,602 429,124 278,841 930,804 941,148 74,098 63,754
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 12,928)
3,993 2,763 -9,073 12,172 4,001 7,091 -2,309 5,837 15,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 30.7 35.2 42.7 27.7 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
75 130 131 93 83 255 268
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,742,567
COMMITMENTS
65,157 88,039 615,033 1055274 1031626 1735464 1734697 7,103 7,869
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 34,432)
4,270 4,067 19,217 9,466 9,976 32,954 33,261 1,478 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.1 35.3 60.6 59.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
37 28 50 67 63 129 116
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 58,303
COMMITMENTS
25,275 23,482 20,344 11,811 14,203 57,430 58,029 873 274
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 839)
-400 -11 202 1,051 540 853 731 -14 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 40.3 34.9 20.3 24.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 10 15 11 15 27 34
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,223
COMMITMENTS
618 8,656 2,138 54,093 43,676 56,849 54,470 2,374 4,753
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 400 -400 400 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.6 3.6 91.3 73.7 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 14 18 17 21
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,854
COMMITMENTS
4,151 3,564 581 45,786 45,949 50,518 50,094 7,336 7,760
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 304)
428 0 0 -124 304 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.2 1.0 79.1 79.4 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 16 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 94,679
COMMITMENTS
3,061 0 2,910 78,791 87,550 84,762 90,460 9,917 4,219
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 103)
-584 0 61 647 63 124 124 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 3.1 83.2 92.5 89.5 95.5 10.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,410,430
COMMITMENTS
418,623 150,120 637,243 1262061 1579563 2317927 2366926 92,503 43,504
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 21,630)
-42,060 -11,285 -14,872 19,741 25,348 -37,191 -809 58,821 22,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.2 26.4 52.4 65.5 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 21 44 100 90 155 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,088,551
COMMITMENTS
163,379 100,822 222,054 699,240 761,382 1084673 1084258 3,878 4,293
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 37,643)
9,337 14,685 6,017 23,399 17,327 38,753 38,029 -1,110 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.3 20.4 64.2 69.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 17 34 40 40 76 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,125
COMMITMENTS
102 1,280 145 17,228 16,284 17,475 17,709 650 417
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 847)
-14 -41 -15 541 726 512 670 335 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.1 0.8 95.1 89.8 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 6 5 40 48 46 55
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,115
COMMITMENTS
0 169 185 1,040 871 1,225 1,225 890 890
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -376)
0 -164 73 -441 -324 -368 -415 -8 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 8.7 49.2 41.2 57.9 57.9 42.1 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 15 14 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,253
COMMITMENTS
78 0 5 631 839 714 844 539 409
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -260)
26 -48 -36 -316 -213 -326 -297 66 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.4 50.4 67.0 57.0 67.4 43.0 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,404
COMMITMENTS
19,741 2,917 21,696 150,374 167,924 191,811 192,537 2,593 1,867
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,621)
-1 191 366 1,724 1,646 2,089 2,202 532 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.5 11.2 77.4 86.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 35 32 41 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,090
COMMITMENTS
726 924 2,899 23,306 23,788 26,931 27,611 1,159 479
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 521)
51 -88 106 433 685 590 702 -69 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.3 10.3 83.0 84.7 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 23 26 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,367
COMMITMENTS
510 858 290 7,476 8,356 8,276 9,504 2,091 863
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 820 340 820 0 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.3 2.8 72.1 80.6 79.8 91.7 20.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 15 18 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,232
COMMITMENTS
3,122 232 280 7,966 10,400 11,368 10,912 864 1,320
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 425)
85 0 -11 349 435 424 424 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 1.9 2.3 65.1 85.0 92.9 89.2 7.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 15 15 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,702
COMMITMENTS
2,790 3,190 228 22,462 22,078 25,480 25,496 2,222 2,206
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 424)
240 0 0 163 -316 403 -316 21 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.5 0.8 81.1 79.7 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 23 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,408
COMMITMENTS
3,528 0 0 4,269 8,040 7,797 8,040 1,611 1,368
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 0 20 0 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 0.0 0.0 45.4 85.5 82.9 85.5 17.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 15 18 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,144
COMMITMENTS
0 894 798 10,296 9,834 11,094 11,526 1,050 618
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 482)
0 -350 248 236 738 484 636 -2 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 6.6 84.8 81.0 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 20 17 22 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,494
COMMITMENTS
0 0 0 53,452 53,494 53,452 53,494 42 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,535
COMMITMENTS
0 0 0 891,535 891,535 891,535 891,535 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 28)
0 0 0 18 15 18 15
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972
COMMITMENTS
0 0 0 342,972 342,972 342,972 342,972 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309
COMMITMENTS
0 0 0 39,309 39,309 39,309 39,309 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626
COMMITMENTS
0 0 0 727,626 727,626 727,626 727,626 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,984
COMMITMENTS
210 0 0 125,519 125,984 125,729 125,984 255 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,170,823
COMMITMENTS
7,930 0 0 2162893 2170823 2170823 2170823 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,224)
0 0 0 1,224 1,224 1,224 1,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 19 29 20 29
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,128,718
COMMITMENTS
46,920 55,450 9,285 1072513 1063983 1128718 1128718 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 27,280)
0 0 0 27,280 27,280 27,280 27,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.9 0.8 95.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 22 30 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,959
COMMITMENTS
0 612 0 51,917 51,092 51,917 51,704 42 255
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.9 98.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,396
COMMITMENTS
0 5,226 0 17,396 12,170 17,396 17,396 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.0 0.0 100.0 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 7 13 9
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,630
COMMITMENTS
126 0 0 22,504 22,630 22,630 22,630 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,332
COMMITMENTS
2,550 855 420 43,236 45,015 46,206 46,290 126 42
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,466)
2,550 0 0 -84 2,466 2,466 2,466 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.8 0.9 93.3 97.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,428
COMMITMENTS
17,548 0 2,917 12,708 30,511 33,173 33,428 255 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 0.0 8.7 38.0 91.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 9 14 11 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,480
COMMITMENTS
765 692 147 18,526 18,385 19,438 19,225 42 255
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -132)
0 -80 0 -132 -51 -132 -132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.6 0.8 95.1 94.4 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 14 17 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 942,499
COMMITMENTS
23,400 40,941 1,224 917,875 900,334 942,499 942,499 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
0 10 0 0 -10 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.3 0.1 97.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 22 22 24 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,627
COMMITMENTS
93,855 0 0 886,772 980,627 980,627 980,627 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 60,696)
0 0 0 60,696 60,696 60,696 60,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 15 19 15
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,780
COMMITMENTS
0 3,965 0 131,780 127,815 131,780 131,780 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 11,595)
0 0 0 11,595 11,595 11,595 11,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 12 11 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,429
COMMITMENTS
119 1,438 1,044 9,239 7,913 10,402 10,394 27 35
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 358)
30 -78 71 261 370 362 364 -4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 13.8 10.0 88.6 75.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 4 14 16 19 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,719
COMMITMENTS
210 56 87 21,256 21,414 21,553 21,557 166 162
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,870)
25 -10 -120 -2,733 -2,706 -2,828 -2,836 -42 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.4 97.9 98.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 3 39 39 43 42
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,865
COMMITMENTS
237 0 25 9,396 9,470 9,658 9,495 207 370
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 500)
117 0 25 364 454 506 479 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.3 95.2 96.0 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 18 19 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,714
COMMITMENTS
0 70 0 6,621 6,554 6,621 6,624 93 90
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 84)
-40 0 0 315 269 275 269 -191 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.6 97.6 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 20 23 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,607
COMMITMENTS
0 0 0 9,274 9,555 9,274 9,555 1,333 1,052
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 73)
0 0 0 89 129 89 129 -16 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 90.1 87.4 90.1 12.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,604,460
COMMITMENTS
342,347 108,466 854,277 1301548 1537926 2498173 2500669 106,287 103,790
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 48,323)
10,746 492 12 9,893 18,582 20,651 19,086 27,672 29,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.2 32.8 50.0 59.0 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
148 103 194 98 108 337 321
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,803
COMMITMENTS
100,128 16,923 23,907 94,769 176,503 218,804 217,334 999 2,470
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -6,687)
-2,591 -429 -642 -3,331 -5,728 -6,564 -6,799 -122 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 7.7 10.9 43.1 80.3 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 13 17 27 26 45 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,581
COMMITMENTS
45,116 17,605 5,037 115,044 139,233 165,197 161,875 35,384 38,706
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,391)
-774 919 812 -317 -547 -279 1,184 1,670 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 8.8 2.5 57.4 69.4 82.4 80.7 17.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 19 23 30 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,645
COMMITMENTS
19,964 1,173 16,810 71,072 91,686 107,846 109,669 4,799 2,976
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 9,172)
869 -255 315 6,434 8,309 7,618 8,368 1,554 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.0 14.9 63.1 81.4 95.7 97.4 4.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 10 23 27 25 57 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 514,649
COMMITMENTS
34,982 2,722 91,156 375,595 405,471 501,734 499,350 12,915 15,299
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 27,486)
4,557 -1,178 5,699 17,319 21,614 27,574 26,135 -88 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 17.7 73.0 78.8 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 2 14 34 35 48 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,270
COMMITMENTS
3,988 14,937 4,676 64,253 50,851 72,917 70,464 2,353 4,806
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 331)
-15 -124 -147 228 766 66 495 265 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 19.8 6.2 85.4 67.6 96.9 93.6 3.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 8 12 26 24 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,621
COMMITMENTS
3,022 6,605 313 29,166 25,686 32,501 32,604 3,120 3,017
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 786)
-919 5,427 -2,200 4,220 -2,121 1,101 1,106 -315 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 18.5 0.9 81.9 72.1 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 2 18 18 23 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,215
COMMITMENTS
2,627 100 0 8,540 11,035 11,167 11,135 48 80
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -375)
-600 0 0 225 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.9 0.0 76.1 98.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,641
COMMITMENTS
3,456 2,741 7,673 11,132 12,055 22,261 22,469 5,380 5,172
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 28)
-1,045 807 -167 -58 -1,348 -1,270 -708 1,298 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.9 27.8 40.3 43.6 80.5 81.3 19.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 9 12 12 25 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,288
COMMITMENTS
3,589 2,215 2,132 16,491 17,754 22,213 22,101 1,076 1,187
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,227)
1,350 -1,028 515 -894 1,728 971 1,215 256 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.5 9.2 70.8 76.2 95.4 94.9 4.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 16 15 19 22 38 44
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,409
COMMITMENTS
6,432 1,280 8,405 63,520 65,553 78,357 75,239 12,052 15,171
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,545)
908 436 879 5,119 4,616 6,906 5,931 -360 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.4 9.3 70.3 72.5 86.7 83.2 13.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 5 17 19 23 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,038
COMMITMENTS
11,239 3,677 976 7,418 15,134 19,633 19,787 1,404 1,250
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 501)
388 -50 186 -285 510 290 647 211 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 17.5 4.6 35.3 71.9 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
46 38 12 27 37 79 83
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,103
COMMITMENTS
27,588 5,161 1,000 9,566 34,974 38,154 41,135 5,949 2,967
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,624)
1,070 -256 149 -151 1,441 1,067 1,334 557 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.6 11.7 2.3 21.7 79.3 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
71 32 9 25 35 98 74
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,900
COMMITMENTS
80,779 21,147 33,769 164,957 233,580 279,505 288,496 24,395 15,404
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 15,626)
669 338 -1,332 11,221 13,598 10,558 12,603 5,068 3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.0 11.1 54.3 76.9 92.0 94.9 8.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
74 18 50 81 90 174 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,021
COMMITMENTS
7,052 0 996 7,046 14,269 15,094 15,265 5,927 5,756
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 519)
209 0 0 275 97 484 97 35 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 0.0 4.7 33.5 67.9 71.8 72.6 28.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 11 16 15 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,370
COMMITMENTS
0 0 0 24,875 23,250 24,875 23,250 495 2,120
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,555)
0 0 0 -3,470 -3,275 -3,470 -3,275 -85 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 91.6 98.0 91.6 2.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,994
COMMITMENTS
0 0 0 5,974 5,974 5,974 5,974 20 20
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,088)
-100 0 0 -975 -1,088 -1,075 -1,088 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 26 29 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,689
COMMITMENTS
375 236 51 49,365 49,830 49,791 50,117 898 572
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,961)
75 -175 49 -5,070 -4,667 -4,946 -4,793 -15 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.1 97.4 98.3 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 2 42 32 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,093
COMMITMENTS
0 88 0 12,960 12,980 12,960 13,068 133 25
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,484)
0 -162 0 -2,497 -2,322 -2,497 -2,484 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.0 99.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 16 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235
COMMITMENTS
0 2,475 0 5,235 2,760 5,235 5,235 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,310)
0 -775 0 -1,310 -535 -1,310 -1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 47.3 0.0 100.0 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 25 14 25 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,642
COMMITMENTS
0 214 87 4,117 4,281 4,204 4,582 438 60
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,308)
-114 214 -31 -1,292 -1,461 -1,437 -1,278 129 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.9 88.7 92.2 90.6 98.7 9.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 15 19 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,373
COMMITMENTS
652 2,581 714 18,987 17,000 20,353 20,295 20 78
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 982)
-25 258 -119 1,188 867 1,044 1,006 -62 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.7 3.5 93.2 83.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 4 40 41 44 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,688
COMMITMENTS
1,214 0 973 9,348 10,661 11,535 11,634 153 54
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 237)
-144 0 45 247 192 148 237 89 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 8.3 80.0 91.2 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 2 32 29 37 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,350
COMMITMENTS
11,144 690 736 22,228 32,179 34,108 33,605 242 745
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,394)
855 0 60 1,479 2,334 2,394 2,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 2.0 2.1 64.7 93.7 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 5 27 37 34 45
Updated November 14, 2011