GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,785
COMMITMENTS
533 0 340 47,820 48,146 48,693 48,486 92 299
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -542)
75 0 -104 -513 -438 -542 -542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 98.0 98.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 0 1 43 47 46 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,553
COMMITMENTS
0 0 0 14,415 14,453 14,415 14,453 138 100
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,153)
0 -50 0 2,153 2,203 2,153 2,153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 30 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,009
COMMITMENTS
24 293 283 9,744 9,397 10,051 9,973 958 1,036
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 409)
24 12 64 355 295 443 371 -34 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.7 2.6 88.5 85.4 91.3 90.6 8.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 35 40 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,086
COMMITMENTS
621 76 288 5,681 6,004 6,590 6,368 496 718
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 299)
-124 -65 136 267 336 279 407 20 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.1 4.1 80.2 84.7 93.0 89.9 7.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 3 49 52 54 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,735
COMMITMENTS
0 0 0 3,061 2,296 3,061 2,296 674 1,439
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.0 61.5 82.0 61.5 18.0 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,133
COMMITMENTS
310 548 96 2,112 2,239 2,518 2,883 615 250
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 86)
0 -15 0 56 81 56 66 30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 17.5 3.1 67.4 71.5 80.4 92.0 19.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 23 22 27 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,377
COMMITMENTS
0 95 15 1,159 925 1,174 1,035 203 342
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 89)
0 40 15 123 145 138 200 -49 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 1.1 84.2 67.2 85.3 75.2 14.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 18 13 19 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| 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
58 135 6 1,087 1,137 1,151 1,278 490 363
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -38)
0 -20 0 -51 -89 -51 -109 13 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.2 0.4 66.2 69.3 70.1 77.9 29.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 16 15 18
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,466
COMMITMENTS
0 0 0 3,451 3,451 3,451 3,451 15 15
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 655)
0 0 0 655 640 655 640 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,625
COMMITMENTS
0 0 0 9,595 9,308 9,595 9,308 30 317
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -235)
0 0 0 -235 -235 -235 -235 0 0
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: 31)
0 0 0 26 17 26 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,805
COMMITMENTS
0 423 276 27,529 27,106 27,805 27,805 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,906)
0 175 -175 2,081 1,906 1,906 1,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.0 99.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 30 29 31 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 355,290
COMMITMENTS
57,021 32,174 68,903 182,545 227,719 308,469 328,795 46,822 26,496
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -13,982)
-1,747 -874 -8,340 77 -4,449 -10,010 -13,663 -3,972 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.1 19.4 51.4 64.1 86.8 92.5 13.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
53 26 44 79 88 154 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 70,486
COMMITMENTS
82 7,082 26,354 41,875 35,852 68,311 69,288 2,175 1,198
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,566)
4 1,413 -3,871 -3,545 -4,996 -7,412 -7,453 -155 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.0 37.4 59.4 50.9 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 8 10 17 17 27 27
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,248
COMMITMENTS
950 851 550 12,674 12,697 14,174 14,098 74 150
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 998)
700 271 -100 998 777 1,598 948 -600 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.0 3.9 89.0 89.1 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 3 43 46 48 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,049
COMMITMENTS
853 410 100 6,910 7,374 7,863 7,884 186 165
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 200)
-150 100 0 350 200 200 300 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.1 1.2 85.8 91.6 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 1 24 21 30 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,035,432
COMMITMENTS
179,597 348,950 356,965 428,233 278,109 964,795 984,023 70,638 51,409
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,014)
8,389 -3,444 -2,011 -6,868 -1,567 -491 -7,022 -2,524 4,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 33.7 34.5 41.4 26.9 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
95 130 142 90 82 269 280
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,951,709
COMMITMENTS
73,344 108,913 741,278 1131192 1094186 1945813 1944378 5,896 7,332
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 58,690)
-5,103 2,169 45,788 17,206 10,463 57,891 58,419 799 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.6 38.0 58.0 56.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
38 31 53 67 64 132 121
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 24,852
COMMITMENTS
13,113 10,483 5,340 3,904 5,397 22,358 21,221 2,495 3,631
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,636)
2,498 1,302 673 299 383 3,470 2,358 167 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 42.2 21.5 15.7 21.7 90.0 85.4 10.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 11 6 8 18 21
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 67,348
COMMITMENTS
32,704 30,289 21,741 11,205 14,441 65,651 66,472 1,697 876
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,394)
2,943 1,583 446 -161 1,474 3,228 3,503 166 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 45.0 32.3 16.6 21.4 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 10 14 11 16 28 33
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,226
COMMITMENTS
0 10,383 2,370 54,601 42,844 56,971 55,597 3,255 4,629
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 576)
0 428 0 870 1,859 870 2,287 -294 -1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.2 3.9 90.7 71.1 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 15 19 18 22
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,794
COMMITMENTS
3,995 3,564 629 45,786 45,841 50,410 50,034 7,384 7,760
CHANGES FROM 11/15/11 (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 6.2 1.1 79.2 79.3 87.2 86.6 12.8 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 94,976
COMMITMENTS
2,838 743 2,862 79,278 86,551 84,978 90,156 9,998 4,820
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -32)
146 672 -286 27 -163 -113 223 81 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 3.0 83.5 91.1 89.5 94.9 10.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,598,339
COMMITMENTS
466,697 177,321 737,160 1359916 1661892 2563773 2576373 34,566 21,966
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 61,697)
8,027 17,052 29,095 13,023 4,584 50,145 50,731 11,552 10,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.8 28.4 52.3 64.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 26 50 104 92 165 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,146,694
COMMITMENTS
202,247 90,210 245,396 694,571 806,223 1142214 1141829 4,480 4,865
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 35,457)
30,092 -11,195 24,229 -19,630 20,840 34,691 33,874 766 1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 7.9 21.4 60.6 70.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 16 35 42 40 83 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,154
COMMITMENTS
436 1,434 160 18,439 17,168 19,035 18,762 119 392
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 505)
335 27 96 566 396 997 519 -493 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.5 0.8 96.3 89.6 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 8 6 39 45 47 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,669
COMMITMENTS
30 156 203 1,776 1,601 2,009 1,960 660 709
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 308)
30 -7 -13 515 424 532 404 -224 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.8 7.6 66.5 60.0 75.3 73.4 24.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 22 25 26
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,437
COMMITMENTS
128 0 0 1,034 1,146 1,162 1,146 275 291
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 126)
50 0 -5 230 191 275 186 -149 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 72.0 79.7 80.9 79.7 19.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 24 21 26 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 208,466
COMMITMENTS
19,098 3,241 28,285 157,488 174,987 204,871 206,513 3,595 1,952
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,224)
862 282 1,895 2,127 3,034 4,883 5,210 341 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.6 13.6 75.5 83.9 98.3 99.1 1.7 0.9
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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,187
COMMITMENTS
2,084 1,180 3,081 24,841 26,440 30,007 30,701 1,180 486
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 147)
94 -117 -46 72 307 120 144 27 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.8 9.9 79.7 84.8 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 23 26 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,811
COMMITMENTS
742 720 428 7,524 9,064 8,694 10,212 2,117 599
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 34)
10 0 0 24 10 34 10 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.7 4.0 69.6 83.8 80.4 94.5 19.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 16 18 19
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,542
COMMITMENTS
3,498 352 236 7,868 10,852 11,602 11,440 940 1,102
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 179)
119 120 1 -59 299 60 420 119 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 2.8 1.9 62.7 86.5 92.5 91.2 7.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 15 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,386
COMMITMENTS
2,678 3,190 238 22,999 22,516 25,915 25,944 2,471 2,442
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 466)
-120 0 0 454 214 334 214 132 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 11.2 0.8 81.0 79.3 91.3 91.4 8.7 8.6
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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,741
COMMITMENTS
4,248 168 570 4,632 8,601 9,450 9,339 1,291 1,402
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 811)
480 150 90 201 399 771 639 40 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 1.6 5.3 43.1 80.1 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 16 19 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,982
COMMITMENTS
0 1,788 592 11,294 9,976 11,886 12,356 1,096 626
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 322)
0 278 -30 330 66 300 314 22 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 4.6 87.0 76.8 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 20 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,841
COMMITMENTS
0 0 0 62,799 62,841 62,799 62,841 42 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 7,815)
0 0 0 7,967 7,815 7,967 7,815 -152 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: 27)
0 0 0 18 17 18 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,052,688
COMMITMENTS
0 0 0 1052688 1052688 1052688 1052688 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 134,058)
0 0 0 136,817 134,058 136,817 134,058 -2,759 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 19 17 19 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,541
COMMITMENTS
105 21,126 0 36,436 15,415 36,541 36,541 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,335)
0 1,785 0 4,335 2,550 4,335 4,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 57.8 0.0 99.7 42.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 8 14 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| 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 11/15/11 (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 11/22/11 |
--------------------------------------------------------------| 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 11/15/11 (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 11/22/11 |
--------------------------------------------------------------| 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 11/15/11 (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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,614
COMMITMENTS
210 0 0 127,149 127,614 127,359 127,614 255 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 16 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| 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 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 19 29 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,727
COMMITMENTS
1,275 1,894 2,047 49,405 48,786 52,727 52,727 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,432)
0 -1,150 640 3,792 4,942 4,432 4,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 3.9 93.7 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 2 29 24 32 28
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,192,553
COMMITMENTS
46,920 55,450 9,285 1136348 1127818 1192553 1192553 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.6 0.8 95.3 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 23 30 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,489
COMMITMENTS
0 612 0 53,447 52,622 53,447 53,234 42 255
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.9 98.4 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,005
COMMITMENTS
0 4,932 294 17,711 12,779 18,005 18,005 0 0
CHANGES FROM 11/15/11 (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 27.4 1.6 98.4 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 8 14 10
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,691
COMMITMENTS
126 0 0 24,565 24,691 24,691 24,691 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,061)
0 0 0 2,061 2,061 2,061 2,061 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,437
COMMITMENTS
2,550 855 420 43,341 45,162 46,311 46,437 126 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.8 0.9 93.3 97.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 16 19 18 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,228
COMMITMENTS
18,583 0 2,917 13,473 32,311 34,973 35,228 255 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,785)
1,785 0 0 0 1,785 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 0.0 8.3 38.2 91.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,229
COMMITMENTS
765 1,091 147 18,509 18,736 19,421 19,974 808 255
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 79)
0 -147 0 -177 226 -177 79 256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.4 0.7 91.5 92.6 96.0 98.7 4.0 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,723
COMMITMENTS
23,400 40,941 1,224 946,099 928,558 970,723 970,723 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,704)
0 0 0 4,704 4,704 4,704 4,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.2 0.1 97.5 95.7 100.0 100.0 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,219
COMMITMENTS
89,980 0 0 890,239 980,219 980,219 980,219 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
-3,875 0 0 3,875 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 90.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 16 19 16
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| 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 11/15/11 (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 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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,062
COMMITMENTS
419 1,638 963 9,654 8,429 11,037 11,030 25 32
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 28)
6 -68 10 13 87 29 30 -1 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 14.8 8.7 87.3 76.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 15 17 20 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,437
COMMITMENTS
280 56 112 21,897 22,099 22,289 22,267 148 170
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 512)
20 0 25 485 481 530 506 -18 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.5 97.6 98.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 4 40 40 45 44
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,446
COMMITMENTS
150 0 0 10,040 9,923 10,190 9,923 256 523
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 144)
0 0 0 171 55 171 55 -27 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.1 95.0 97.5 95.0 2.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 20 18 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,243
COMMITMENTS
0 0 0 6,980 6,948 6,980 6,948 263 295
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 193)
0 -70 0 138 208 138 138 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.9 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 22 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,612
COMMITMENTS
0 0 0 8,947 9,408 8,947 9,408 1,665 1,204
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 134)
0 -20 -5 -127 109 -132 84 266 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.3 88.7 84.3 88.7 15.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 21 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,225,957
COMMITMENTS
333,219 107,696 743,313 1061000 1305396 2137533 2156406 88,424 69,551
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -26,060)
-15,950 -3,249 20,800 -30,412 -27,878 -25,562 -10,327 -498 -15,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.8 33.4 47.7 58.6 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
140 86 166 94 110 309 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,968
COMMITMENTS
81,007 14,098 26,903 83,188 147,990 191,098 188,992 1,870 3,976
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -22,543)
-21,927 -1,967 5,154 -6,605 -27,481 -23,378 -24,294 835 1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 7.3 13.9 43.1 76.7 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 9 19 18 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,450
COMMITMENTS
47,194 15,455 5,038 117,475 141,682 169,707 162,175 37,743 45,275
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,427)
1,400 -2,231 -254 878 1,235 2,024 -1,250 1,403 4,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 7.4 2.4 56.6 68.3 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 8 20 23 30 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,917
COMMITMENTS
18,230 1,606 8,306 49,286 66,841 75,823 76,754 3,094 2,163
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 956)
643 57 -337 467 1,163 773 884 182 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 2.0 10.5 62.5 84.7 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 6 14 22 23 41 39
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 538,307
COMMITMENTS
38,686 2,344 92,119 395,584 431,688 526,389 526,151 11,918 12,155
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,006)
131 -332 -2,604 5,924 8,296 3,451 5,360 -1,445 -3,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.4 17.1 73.5 80.2 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 1 14 35 36 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,816
COMMITMENTS
525 766 125 14,888 14,648 15,538 15,539 278 277
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,942)
0 0 0 1,686 1,666 1,686 1,666 256 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.8 0.8 94.1 92.6 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 31 28 34 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,294
COMMITMENTS
2,898 12,078 1,622 47,590 37,102 52,110 50,802 4,184 5,492
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -14,568)
-1,161 -2,502 -1,294 -13,886 -10,656 -16,341 -14,452 1,773 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 21.5 2.9 84.5 65.9 92.6 90.2 7.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 7 21 16 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,281
COMMITMENTS
2,653 2,892 200 22,204 20,501 25,057 23,593 2,224 3,688
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 503)
-52 0 0 255 198 203 198 300 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.6 0.7 81.4 75.1 91.8 86.5 8.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 1 13 15 16 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,185
COMMITMENTS
2,627 100 0 8,510 11,035 11,137 11,135 48 50
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 0 -30 0 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.9 0.0 76.1 98.7 99.6 99.6 0.4 0.4
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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,461
COMMITMENTS
3,215 4,066 5,998 11,450 9,911 20,662 19,975 3,799 4,486
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,111)
-63 -280 -1,699 -566 -937 -2,327 -2,916 -784 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 16.6 24.5 46.8 40.5 84.5 81.7 15.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 8 10 10 21 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,047
COMMITMENTS
1,727 2,605 1,422 14,610 14,135 17,759 18,162 1,287 885
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 509)
-807 521 127 1,289 -225 609 423 -100 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.7 7.5 76.7 74.2 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 10 7 14 15 23 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,629
COMMITMENTS
6,676 676 8,885 68,474 71,951 84,035 81,512 13,594 16,117
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,782)
-455 -53 391 134 949 70 1,288 1,712 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.7 9.1 70.1 73.7 86.1 83.5 13.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 5 18 20 23 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,727
COMMITMENTS
11,094 4,925 447 7,933 13,801 19,474 19,173 1,253 1,554
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 419)
-415 1,170 -451 1,128 -881 262 -162 157 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 23.8 2.2 38.3 66.6 94.0 92.5 6.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
43 39 9 30 36 76 82
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,887
COMMITMENTS
27,417 6,231 439 8,596 32,590 36,452 39,260 5,435 2,627
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,349)
-66 1,253 -524 -469 -2,004 -1,058 -1,274 -291 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 14.9 1.0 20.5 77.8 87.0 93.7 13.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
69 36 10 22 36 94 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,090
COMMITMENTS
78,970 25,047 38,876 170,133 227,034 287,979 290,957 18,111 15,134
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -13,351)
-3,307 631 620 -8,577 -16,459 -11,264 -15,208 -2,087 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.2 12.7 55.6 74.2 94.1 95.1 5.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
72 25 53 83 85 178 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,788
COMMITMENTS
8,527 0 963 7,310 15,954 16,800 16,917 5,988 5,871
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 203)
-259 0 117 380 94 238 211 -35 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.0 4.2 32.1 70.0 73.7 74.2 26.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 3 13 17 18 20
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,705
COMMITMENTS
0 0 0 24,210 22,765 24,210 22,765 495 1,940
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 92.1 98.0 92.1 2.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 17 12 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,594
COMMITMENTS
0 170 0 6,574 6,404 6,574 6,574 20 20
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 200)
0 170 0 200 30 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 99.7 97.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 30 27 30 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,920
COMMITMENTS
525 119 51 58,444 59,257 59,020 59,427 900 493
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,736)
-400 -117 0 5,126 4,932 4,726 4,815 10 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.1 97.5 98.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 2 44 33 48 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,800
COMMITMENTS
0 50 19 14,661 14,731 14,680 14,800 120 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,616)
0 0 0 1,616 1,616 1,616 1,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 99.1 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 16 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,095
COMMITMENTS
450 2,500 0 5,645 3,595 6,095 6,095 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 325)
450 25 0 325 300 775 325 -450 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 41.0 0.0 92.6 59.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 0 25 18 26 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,196
COMMITMENTS
0 76 87 4,646 4,901 4,733 5,064 463 132
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -175)
0 -232 0 -200 -15 -200 -247 25 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.7 89.4 94.3 91.1 97.5 8.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 17 21 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,248
COMMITMENTS
620 3,633 1,099 23,509 20,438 25,228 25,170 20 78
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,381)
-990 -326 230 2,141 1,477 1,381 1,381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 14.4 4.4 93.1 80.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 6 4 41 43 45 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,883
COMMITMENTS
1,908 1,720 0 3,911 3,939 5,819 5,659 64 224
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 -150 0 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 29.2 0.0 66.5 67.0 98.9 96.2 1.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,944
COMMITMENTS
1,738 480 970 10,143 11,413 12,851 12,863 93 81
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 588)
-15 362 -94 722 437 613 705 -25 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.7 7.5 78.4 88.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 3 33 32 39 36
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,081
COMMITMENTS
10,929 1,550 1,076 22,834 31,982 34,839 34,608 242 473
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 389)
0 -125 -25 414 539 389 389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.4 3.1 65.1 91.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 28 39 35 47
Updated November 28, 2011