GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,641
COMMITMENTS
394 0 0 41,176 41,354 41,570 41,354 71 287
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,049)
0 0 -12 2,100 2,061 2,088 2,049 -39 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.9 99.3 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 0 0 41 50 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,231
COMMITMENTS
0 0 0 15,082 15,147 15,082 15,147 149 84
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,402)
0 0 0 1,402 1,402 1,402 1,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.4 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,366
COMMITMENTS
97 373 175 9,147 8,955 9,419 9,503 947 863
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 206)
-15 55 10 293 225 288 290 -82 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 1.7 88.2 86.4 90.9 91.7 9.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 4 35 39 39 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,326
COMMITMENTS
370 81 327 5,074 5,168 5,771 5,576 555 750
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 389)
15 10 5 358 406 378 421 11 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 5.2 80.2 81.7 91.2 88.1 8.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 4 44 44 48 50
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,786
COMMITMENTS
111 0 62 3,123 2,447 3,296 2,509 490 1,277
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -27)
111 0 62 -161 -23 12 39 -39 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.6 82.5 64.6 87.1 66.3 12.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 19 19 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,968
COMMITMENTS
95 493 6 2,024 2,086 2,125 2,585 843 383
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 73)
0 0 -90 191 101 101 11 -28 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 16.6 0.2 68.2 70.3 71.6 87.1 28.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 20 21 22 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,130
COMMITMENTS
0 0 0 8,959 8,999 8,959 8,999 171 131
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 18 19 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,359
COMMITMENTS
0 448 126 22,233 21,785 22,359 22,359 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.6 99.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 26 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,446
COMMITMENTS
45,985 31,906 48,169 180,993 208,456 275,147 288,532 41,298 27,914
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,660)
-2,975 -590 1,209 8,804 2,083 7,039 2,702 -1,379 2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.1 15.2 57.2 65.9 86.9 91.2 13.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
41 22 36 84 90 142 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,190
COMMITMENTS
0 8,734 16,362 31,358 23,204 47,719 48,300 1,471 890
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,125)
-0 676 -668 -375 -1,162 -1,043 -1,153 -83 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.8 33.3 63.7 47.2 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 7 17 17 25 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,040
COMMITMENTS
300 956 350 11,390 10,584 12,040 11,890 0 150
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 805)
-200 135 200 805 420 805 755 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.9 2.9 94.6 87.9 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 1 45 40 49 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,607
COMMITMENTS
1,020 205 0 7,429 8,257 8,449 8,462 158 145
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.4 0.0 86.3 95.9 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 0 26 23 32 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,954
COMMITMENTS
1,336 94 429 4,189 5,410 5,954 5,933 0 21
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 1.6 7.2 70.4 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 12 9 16 11
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,020,543
COMMITMENTS
175,414 339,337 347,361 425,098 284,843 947,873 971,541 72,670 49,002
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 47,682)
5,312 1,069 23,539 14,588 22,808 43,439 47,416 4,243 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 33.3 34.0 41.7 27.9 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
95 128 143 87 76 271 266
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,939,240
COMMITMENTS
63,655 117,522 742,758 1128480 1071917 1934893 1932197 4,347 7,043
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 105,649)
-15,934 7,082 69,790 51,626 27,631 105,481 104,502 168 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.1 38.3 58.2 55.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
34 32 54 66 60 129 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 27,793
COMMITMENTS
13,222 11,084 7,413 5,000 7,161 25,636 25,658 2,157 2,134
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,771)
696 -342 687 321 1,321 1,704 1,666 67 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 39.9 26.7 18.0 25.8 92.2 92.3 7.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 11 6 8 19 21
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 74,057
COMMITMENTS
38,339 34,491 22,677 12,046 16,881 73,062 74,049 995 8
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 214)
737 1,208 443 -220 -613 960 1,038 -746 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 46.6 30.6 16.3 22.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 12 15 11 13 29 33
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 25,903
COMMITMENTS
5,576 974 5,853 14,324 18,028 25,752 24,855 152 1,048
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.8 22.6 55.3 69.6 99.4 96.0 0.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 5 11 13 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,176
COMMITMENTS
0 9,614 1,852 49,990 35,521 51,842 46,987 3,334 8,189
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 89)
0 -368 0 347 1,796 347 1,428 -258 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 3.4 90.6 64.4 94.0 85.2 6.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 12 15 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,102
COMMITMENTS
1,894 55 3,221 74,973 75,791 80,088 79,067 9,014 10,035
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -187)
-330 -273 223 776 -137 669 -187 -856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 3.6 84.1 85.1 89.9 88.7 10.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 17 17 20 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,567,913
COMMITMENTS
455,585 201,198 721,576 1355885 1622435 2533046 2545209 34,867 22,704
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 73,410)
-11,221 16,675 13,783 70,765 41,427 73,327 71,885 83 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 7.8 28.1 52.8 63.2 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
29 27 47 98 86 153 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,150,388
COMMITMENTS
250,588 93,629 230,680 664,767 823,001 1146035 1147310 4,353 3,078
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 88,618)
55,096 -21,605 31,043 2,635 79,068 88,774 88,506 -156 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 8.1 20.1 57.8 71.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 15 34 41 41 78 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,721
COMMITMENTS
211 1,055 160 14,137 13,277 14,508 14,492 213 229
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 302)
18 -123 40 188 267 246 184 56 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.2 1.1 96.0 90.2 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 6 5 34 37 40 44
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,632
COMMITMENTS
125 93 146 1,787 1,906 2,058 2,145 574 487
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 134)
81 -30 -28 146 271 199 213 -65 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.5 5.5 67.9 72.4 78.2 81.5 21.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 23 23 27 27
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,551
COMMITMENTS
73 239 0 1,132 1,016 1,205 1,255 346 296
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 60)
27 57 0 92 -30 119 27 -59 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 15.4 0.0 73.0 65.5 77.7 80.9 22.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 20 20 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 214,840
COMMITMENTS
14,293 517 35,495 162,451 177,265 212,239 213,277 2,601 1,563
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 12,103)
-2,963 -1,039 5,705 9,224 7,199 11,966 11,865 137 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 16.5 75.6 82.5 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 6 34 32 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,483
COMMITMENTS
3,099 750 3,874 26,095 29,438 33,068 34,062 1,415 421
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,630)
801 -332 800 1,758 3,147 3,359 3,615 271 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.2 11.2 75.7 85.4 95.9 98.8 4.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 24 27 28
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,828
COMMITMENTS
587 720 548 7,306 8,775 8,441 10,043 2,387 785
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 206)
-120 0 120 206 86 206 206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.6 5.1 67.5 81.0 78.0 92.8 22.0 7.2
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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,590
COMMITMENTS
3,506 662 207 8,122 10,955 11,835 11,824 755 766
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 144)
-87 224 -25 389 17 278 216 -134 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 5.3 1.6 64.5 87.0 94.0 93.9 6.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 17 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,525
COMMITMENTS
3,282 2,820 262 22,730 23,547 26,274 26,629 2,251 1,896
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 488)
328 -360 120 308 1,218 756 978 -268 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.9 0.9 79.7 82.5 92.1 93.4 7.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 24 23 27 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,069
COMMITMENTS
4,830 0 578 4,603 8,887 10,011 9,465 1,058 1,604
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 70)
60 0 -60 226 267 226 207 -156 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 5.2 41.6 80.3 90.4 85.5 9.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 19 18 21 19
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,492
COMMITMENTS
2,900 1,636 182 8,481 9,377 11,563 11,195 929 1,297
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 13.1 1.5 67.9 75.1 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 15 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,810
COMMITMENTS
0 1,986 574 11,160 9,323 11,734 11,883 1,076 927
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 126)
0 108 -12 46 -316 34 -220 92 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 4.5 87.1 72.8 91.6 92.8 8.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 17 23 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,432
COMMITMENTS
0 0 0 67,411 67,432 67,411 67,432 21 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,185)
0 0 0 4,185 4,185 4,185 4,185 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 19 17 19 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,070,857
COMMITMENTS
0 0 0 1070857 1070857 1070857 1070857 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 41,327)
0 0 0 41,327 41,327 41,327 41,327 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 20 17 20 17
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637
COMMITMENTS
0 0 0 315,637 315,637 315,637 315,637 0 0
CHANGES FROM 12/06/11 (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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,907
COMMITMENTS
0 0 0 35,907 35,907 35,907 35,907 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481
COMMITMENTS
0 0 0 659,481 659,481 659,481 659,481 0 0
CHANGES FROM 12/06/11 (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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 124,113
COMMITMENTS
105 0 0 123,753 124,113 123,858 124,113 255 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,974)
0 0 0 4,974 4,974 4,974 4,974 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078
COMMITMENTS
4,080 0 0 2001998 2006078 2006078 2006078 0 0
CHANGES FROM 12/06/11 (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 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 17 28 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,235
COMMITMENTS
3,489 3,239 8,523 48,223 48,473 60,235 60,235 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 11,131)
1,910 2,415 5,505 3,716 3,211 11,131 11,131 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 14.1 80.1 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 3 28 21 32 26
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,176,038
COMMITMENTS
41,282 39,405 19,555 1115201 1117078 1176038 1176038 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -6,384)
3,770 -5,590 5,590 -15,744 -6,384 -6,384 -6,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.4 1.7 94.8 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 28 22 31 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,399
COMMITMENTS
0 790 0 51,378 50,354 51,378 51,144 21 255
CHANGES FROM 12/06/11 (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 1.5 0.0 100.0 98.0 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962
COMMITMENTS
0 4,806 294 24,668 19,862 24,962 24,962 0 0
CHANGES FROM 12/06/11 (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 19.3 1.2 98.8 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,401
COMMITMENTS
2,550 2,340 210 52,536 52,851 55,296 55,401 105 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,630)
0 0 0 6,630 6,630 6,630 6,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.2 0.4 94.8 95.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 16 21 18 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,208
COMMITMENTS
18,515 0 2,770 20,668 39,438 41,953 42,208 255 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 762)
0 0 0 762 762 762 762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 0.0 6.6 49.0 93.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 12 15 14 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,980
COMMITMENTS
765 1,267 21 16,407 16,437 17,193 17,725 787 255
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -167)
0 0 0 -167 -167 -167 -167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.0 0.1 91.3 91.4 95.6 98.6 4.4 1.4
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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,333
COMMITMENTS
23,400 35,926 1,224 890,709 878,183 915,333 915,333 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 0.1 97.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 21 23 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452
COMMITMENTS
95,735 0 0 881,717 977,452 977,452 977,452 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 90.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 18 18 18
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845
COMMITMENTS
0 2,040 0 119,845 117,805 119,845 119,845 0 0
CHANGES FROM 12/06/11 (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 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,458
COMMITMENTS
709 271 1,085 10,645 11,062 12,438 12,417 19 40
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,014)
308 -1,446 -7 719 2,460 1,020 1,007 -6 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.2 8.7 85.4 88.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 4 16 19 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,389
COMMITMENTS
240 36 52 18,904 19,056 19,196 19,144 193 245
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 189)
10 0 -25 114 148 99 123 90 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.3 97.5 98.3 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 2 39 37 43 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,362
COMMITMENTS
145 90 0 8,903 8,789 9,048 8,879 314 483
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 74)
0 0 0 45 45 45 45 29 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 0.0 95.1 93.9 96.6 94.8 3.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 20 19 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,832
COMMITMENTS
0 45 25 6,627 6,519 6,652 6,589 180 243
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 119)
0 0 0 119 119 119 119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.4 97.0 95.4 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 21 23 22 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,994
COMMITMENTS
0 0 0 8,706 8,862 8,706 8,862 1,288 1,132
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 351)
0 0 0 351 351 351 351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 88.7 87.1 88.7 12.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,320,348
COMMITMENTS
329,705 106,039 800,079 1088560 1337978 2218344 2244096 102,003 76,251
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 23,123)
-447 3,359 6,704 11,334 6,091 17,590 16,155 5,533 6,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.6 34.5 46.9 57.7 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
143 99 188 92 99 328 304
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 191,243
COMMITMENTS
77,306 12,971 30,671 81,357 144,341 189,334 187,983 1,910 3,260
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,685)
-4,940 -426 5,723 1,683 -2,748 2,465 2,549 220 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 6.8 16.0 42.5 75.5 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 10 19 19 29 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,908
COMMITMENTS
48,097 16,258 3,681 111,764 133,353 163,542 153,292 36,366 46,616
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,962)
1,659 782 -306 982 55 2,335 531 627 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.1 1.8 55.9 66.7 81.8 76.7 18.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 7 20 23 30 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,766
COMMITMENTS
18,285 1,400 15,302 48,221 65,973 81,808 82,674 3,958 3,092
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,835)
-452 70 108 -1,364 -1,854 -1,708 -1,675 -127 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 1.6 17.8 56.2 76.9 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 7 18 22 23 45 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 516,195
COMMITMENTS
35,768 2,128 90,773 378,918 411,568 505,458 504,469 10,737 11,726
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,596)
-411 91 6,675 -2,231 -2,886 4,033 3,880 -436 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.4 17.6 73.4 79.7 97.9 97.7 2.1 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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,631
COMMITMENTS
200 1,275 775 18,635 17,580 19,610 19,630 21 1
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,103)
0 100 200 2,903 2,803 3,103 3,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.5 3.9 94.9 89.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 3 33 29 37 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,272
COMMITMENTS
4,904 13,105 2,806 50,300 38,362 58,010 54,273 3,262 6,999
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,091)
898 1,000 776 2,665 1,641 4,339 3,417 -248 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 21.4 4.6 82.1 62.6 94.7 88.6 5.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 7 21 16 30 24
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,198
COMMITMENTS
3,686 2,002 2,045 23,533 24,937 29,264 28,984 1,934 2,214
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,224)
1,054 -700 627 593 2,547 2,274 2,474 -50 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.4 6.6 75.4 79.9 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 4 13 15 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270
COMMITMENTS
2,227 50 0 6,995 9,195 9,222 9,245 48 25
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 30 0 30 0 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.5 0.0 75.5 99.2 99.5 99.7 0.5 0.3
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 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,736
COMMITMENTS
4,771 3,679 8,040 9,369 10,638 22,180 22,357 4,555 4,378
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,472)
332 -539 1,958 -14 1,152 2,276 2,572 196 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 13.8 30.1 35.0 39.8 83.0 83.6 17.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 7 10 10 21 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,472
COMMITMENTS
1,643 2,475 1,210 13,477 12,927 16,330 16,612 1,142 859
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -539)
-77 283 -70 -365 -865 -513 -652 -27 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.2 6.9 77.1 74.0 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 6 14 15 23 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,167
COMMITMENTS
6,549 769 9,581 68,834 71,060 84,965 81,410 10,203 13,757
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 798)
-875 -16 275 2,872 2,789 2,272 3,047 -1,474 -2,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.8 10.1 72.3 74.7 89.3 85.5 10.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 6 19 20 26 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,577
COMMITMENTS
10,311 4,367 324 7,555 13,491 18,190 18,182 1,387 1,395
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,636)
-930 -490 35 -729 -890 -1,624 -1,345 -12 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 22.3 1.7 38.6 68.9 92.9 92.9 7.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
43 36 10 33 33 81 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 46,548
COMMITMENTS
29,390 9,337 660 9,674 32,597 39,724 42,593 6,825 3,956
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,843)
157 1,175 78 1,479 119 1,713 1,372 130 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 20.1 1.4 20.8 70.0 85.3 91.5 14.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
72 43 17 30 41 110 95
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,632
COMMITMENTS
78,639 20,939 36,560 150,407 213,587 265,606 271,086 19,026 13,547
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,143)
576 -1,329 3,864 498 1,274 4,937 3,809 -794 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.4 12.8 52.8 75.0 93.3 95.2 6.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
75 18 54 83 92 177 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,880
COMMITMENTS
7,652 0 993 6,583 12,694 15,228 13,687 4,652 6,193
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 600)
411 0 0 176 473 587 473 13 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 0.0 5.0 33.1 63.9 76.6 68.8 23.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 3 11 14 17 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| 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
400 633 150 6,769 6,536 7,319 7,319 20 20
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 175)
0 0 -50 225 225 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.6 2.0 92.2 89.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 27 29 30 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,916
COMMITMENTS
575 134 0 51,676 52,448 52,251 52,582 665 334
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,601)
0 0 0 1,597 1,625 1,597 1,625 4 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 97.7 99.1 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 0 45 37 47 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,295
COMMITMENTS
0 150 0 13,175 13,120 13,175 13,270 120 25
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 219)
0 150 0 219 44 219 194 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.1 98.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 17 20 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,490
COMMITMENTS
200 2,475 0 6,290 4,015 6,490 6,490 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 475)
150 50 0 325 425 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 38.1 0.0 96.9 61.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 0 29 20 31 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,695
COMMITMENTS
9 0 78 3,196 3,515 3,283 3,593 412 102
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.1 86.5 95.1 88.8 97.2 11.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 11 18 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,640
COMMITMENTS
752 4,376 933 22,945 19,228 24,630 24,537 10 103
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,146)
0 642 0 1,146 504 1,146 1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 17.8 3.8 93.1 78.0 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 5 4 40 40 44 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,370
COMMITMENTS
264 2,026 0 4,074 2,190 4,338 4,216 32 154
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 46.4 0.0 93.2 50.1 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,387
COMMITMENTS
1,979 835 612 9,657 10,765 12,248 12,212 139 175
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 784)
165 86 0 531 538 696 624 88 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.7 4.9 78.0 86.9 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 29 29 34 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,135
COMMITMENTS
10,721 2,396 816 21,388 29,520 32,925 32,732 210 403
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 295)
-75 120 0 370 175 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.2 2.5 64.5 89.1 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 4 5 28 36 35 44
Updated December 16, 2011