GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,376
COMMITMENTS
56 45 715 46,125 46,354 46,896 47,114 480 262
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6)
-70 45 90 -114 -189 -94 -54 100 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 1.5 97.4 97.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 2 40 44 42 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,707
COMMITMENTS
0 0 0 21,544 21,679 21,544 21,679 163 28
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,406)
0 0 0 4,406 4,406 4,406 4,406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,966
COMMITMENTS
0 497 212 8,758 8,429 8,970 9,138 996 828
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 174)
0 -5 6 162 279 168 280 6 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 2.1 87.9 84.6 90.0 91.7 10.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 34 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,322
COMMITMENTS
616 45 146 4,701 5,376 5,463 5,567 859 755
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 421)
114 45 -3 381 563 492 605 -71 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.7 2.3 74.4 85.0 86.4 88.1 13.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 1 3 43 44 49 48
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,528
COMMITMENTS
80 364 0 1,781 1,673 1,861 2,037 667 491
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -5)
0 0 0 0 -5 0 -5 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 14.4 0.0 70.5 66.2 73.6 80.6 26.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 17 16 18 18
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,484
COMMITMENTS
0 0 0 2,484 2,484 2,484 2,484 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 235 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 8 18 8
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,505
COMMITMENTS
0 0 0 10,319 10,379 10,319 10,379 186 126
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,142)
0 0 0 1,142 1,142 1,142 1,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 98.8 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 19 16 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,019
COMMITMENTS
0 380 307 26,712 26,332 27,019 27,019 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,609)
0 -100 100 2,729 2,609 2,829 2,609 -220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 1.1 98.9 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 29 27 30 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,325
COMMITMENTS
67,347 39,781 34,093 162,443 217,049 263,883 290,923 50,442 23,402
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6,872)
2,937 -1,085 2,416 -2,733 2,885 2,620 4,216 4,252 2,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.7 10.8 51.7 69.1 84.0 92.6 16.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
61 23 42 73 82 152 131
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,936
COMMITMENTS
59 3,018 225 14,652 11,653 14,936 14,896 0 40
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,049)
0 121 0 2,067 1,928 2,067 2,049 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 20.2 1.5 98.1 78.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 6 3 40 42 43 51
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,533
COMMITMENTS
758 100 0 8,721 9,433 9,479 9,533 54 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 195)
0 0 0 195 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 1.0 0.0 91.5 99.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 24 25 28 26
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,914
COMMITMENTS
0 150 0 1,887 1,757 1,887 1,907 27 7
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 100 50 100 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 98.6 91.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,252,913
COMMITMENTS
259,208 384,137 440,992 482,942 382,141 1183142 1207270 69,771 45,643
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -9,341)
-1,412 -2,640 -7,923 1,649 3,679 -7,686 -6,884 -1,655 -2,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 30.7 35.2 38.5 30.5 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
102 127 137 77 71 267 259
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,170
COMMITMENTS
18,239 14,551 32,741 55,336 60,090 106,316 107,382 1,854 788
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 8,288)
3,073 3,500 5,001 120 -301 8,194 8,200 94 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 13.5 30.3 51.2 55.6 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 5 14 10 10 26 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,391
COMMITMENTS
0 7,054 1,888 43,484 32,885 45,372 41,827 5,019 8,564
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,382)
0 184 -184 110 1,202 -74 1,202 1,456 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.0 3.7 86.3 65.3 90.0 83.0 10.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 13 14 16 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,286
COMMITMENTS
0 1,556 2,538 69,948 67,390 72,486 71,484 8,800 9,802
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 346)
-31 239 -17 394 124 346 346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 3.1 86.1 82.9 89.2 87.9 10.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 16 17 19 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,940,899
COMMITMENTS
534,986 364,580 779,602 1588459 1774970 2903047 2919152 37,852 21,747
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 61,969)
-41,574 -24,261 55,490 47,727 31,587 61,643 62,816 326 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 12.4 26.5 54.0 60.4 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 24 46 98 91 156 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,466,658
COMMITMENTS
354,711 115,925 350,241 757,524 998,730 1462476 1464896 4,182 1,762
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 32,981)
25,812 24,092 -9,945 17,493 18,816 33,360 32,963 -379 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 7.9 23.9 51.6 68.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 20 32 42 42 83 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,154
COMMITMENTS
344 826 257 14,300 13,801 14,901 14,884 253 270
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,201)
-15 251 -70 1,329 1,116 1,244 1,297 -43 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.5 1.7 94.4 91.1 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 5 35 39 41 47
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,789
COMMITMENTS
36 296 25 1,538 1,192 1,599 1,513 190 276
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 170)
-29 20 -7 132 93 96 106 74 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 16.5 1.4 86.0 66.6 89.4 84.6 10.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 22 24 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,515
COMMITMENTS
22,026 2,180 3,228 47,970 68,847 73,224 74,255 2,291 1,260
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -444)
0 0 0 -444 -444 -444 -444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 2.9 4.3 63.5 91.2 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 3 31 27 36 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,183
COMMITMENTS
26 1,054 1,624 13,347 12,721 14,997 15,399 1,186 784
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2)
-24 0 0 26 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.5 10.0 82.5 78.6 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 20 21 23 25
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,241
COMMITMENTS
3,748 1,374 194 8,529 11,277 12,471 12,845 770 396
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 54)
0 -120 0 82 82 82 -38 -28 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.4 1.5 64.4 85.2 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 16 19 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,901
COMMITMENTS
1,376 3,600 254 26,135 24,836 27,765 28,690 2,136 1,211
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -2)
-120 0 120 -10 -120 -10 0 8 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 12.0 0.8 87.4 83.1 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 22 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,952
COMMITMENTS
1,042 0 290 7,102 7,376 8,434 7,666 1,518 2,286
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 97)
60 0 -20 59 -3 99 -23 -2 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 0.0 2.9 71.4 74.1 84.7 77.0 15.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 16 19 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,626
COMMITMENTS
0 2,294 416 10,819 9,010 11,235 11,720 1,391 906
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 164)
0 -20 16 148 48 164 44 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.2 3.3 85.7 71.4 89.0 92.8 11.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 13 18 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,565
COMMITMENTS
0 0 0 69,565 69,565 69,565 69,565 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,078,302
COMMITMENTS
0 0 0 1078302 1078302 1078302 1078302 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 16 18 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806
COMMITMENTS
0 0 0 38,806 38,806 38,806 38,806 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 14 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249
COMMITMENTS
0 0 0 701,249 701,249 701,249 701,249 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 134,793
COMMITMENTS
0 0 0 134,793 134,793 134,793 134,793 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,944,846
COMMITMENTS
0 0 0 1944846 1944846 1944846 1944846 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,651
COMMITMENTS
4,995 3,968 8,187 57,469 58,241 70,651 70,396 0 255
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 5.6 11.6 81.3 82.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 19 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,284,640
COMMITMENTS
75,648 119,011 46,725 1162267 1118904 1284640 1284640 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,080)
0 0 0 4,080 4,080 4,080 4,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 9.3 3.6 90.5 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,762
COMMITMENTS
0 600 110 48,418 47,797 48,528 48,507 234 255
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
-110 -110 110 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.2 99.3 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182
COMMITMENTS
2,340 2,550 0 50,248 50,038 52,588 52,588 594 594
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 0.0 94.5 94.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 17 14 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848
COMMITMENTS
15,429 0 3,410 24,009 39,438 42,848 42,848 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 0.0 8.0 56.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 11 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,432
COMMITMENTS
702 63 0 13,708 14,901 14,410 14,964 1,022 468
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.4 0.0 88.8 96.6 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 14 14 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392
COMMITMENTS
23,400 43,643 0 832,992 812,749 856,392 856,392 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 1,564 0 0 -1,564 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.1 0.0 97.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450
COMMITMENTS
68,050 0 17,645 847,755 915,805 933,450 933,450 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,745
COMMITMENTS
220 0 0 18,199 18,253 18,419 18,253 326 492
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 333)
135 0 0 314 318 449 318 -116 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 97.1 97.4 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 31 35 33 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,990
COMMITMENTS
575 3 27 7,793 8,408 8,395 8,438 595 552
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 280)
320 0 0 -126 284 194 284 86 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.3 86.7 93.5 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 16 19 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,128
COMMITMENTS
0 155 20 5,784 5,396 5,804 5,571 324 557
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.3 94.4 88.1 94.7 90.9 5.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 13 18 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,916
COMMITMENTS
450 40 0 7,782 8,243 8,232 8,283 684 633
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 515)
450 40 0 -40 380 410 420 105 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.4 0.0 87.3 92.5 92.3 92.9 7.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,441,526
COMMITMENTS
367,380 139,200 439,787 542,767 804,445 1349934 1383432 91,592 58,094
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -44,824)
18,099 -5,329 -10,593 -56,902 -27,037 -49,396 -42,959 4,572 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 9.7 30.5 37.7 55.8 93.6 96.0 6.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
137 72 162 88 97 309 272
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,303
COMMITMENTS
52,619 10,552 1,753 93,413 121,582 147,785 133,887 50,518 64,416
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 5,383)
770 124 129 3,235 6,773 4,134 7,026 1,249 -1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.3 0.9 47.1 61.3 74.5 67.5 25.5 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 4 6 14 17 21 24
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,300
COMMITMENTS
412 725 450 17,350 17,125 18,212 18,300 88 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 998)
-188 400 0 1,098 598 910 998 88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.0 2.5 94.8 93.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 26 26 29 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,820
COMMITMENTS
4,785 13,604 8,763 55,938 44,210 69,486 66,577 3,334 6,243
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -937)
-127 1,599 -571 -36 -1,385 -734 -357 -203 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 18.7 12.0 76.8 60.7 95.4 91.4 4.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 8 10 24 19 36 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,022
COMMITMENTS
5,480 1,222 3,806 25,322 29,100 34,608 34,128 2,414 2,894
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,644)
920 -800 2,031 1,254 3,369 4,205 4,600 439 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 3.3 10.3 68.4 78.6 93.5 92.2 6.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 6 14 15 25 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,810
COMMITMENTS
4,026 0 702 4,980 9,060 9,708 9,762 102 48
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 450)
300 0 0 150 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 0.0 7.2 50.8 92.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 12 14 18 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,258
COMMITMENTS
6,891 2,937 6,806 6,927 10,981 20,624 20,724 2,634 2,534
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -524)
481 -166 -340 -261 1,279 -120 773 -404 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 12.6 29.3 29.8 47.2 88.7 89.1 11.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 7 10 10 20 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,904
COMMITMENTS
12,781 2,018 885 5,010 17,436 18,676 20,339 2,228 565
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -80)
54 -112 134 -471 120 -283 142 203 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 9.7 4.2 24.0 83.4 89.3 97.3 10.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
72 21 10 23 37 103 64
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,580
COMMITMENTS
31,301 2,953 506 6,234 39,189 38,041 42,648 6,539 1,932
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 560)
180 -93 -3 273 792 450 696 110 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 6.6 1.1 14.0 87.9 85.3 95.7 14.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
86 21 11 16 35 110 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 353,783
COMMITMENTS
109,875 19,577 37,081 178,383 283,692 325,339 340,350 28,444 13,433
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 7,884)
3,756 1,154 1,203 1,111 4,494 6,070 6,851 1,814 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 5.5 10.5 50.4 80.2 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
91 16 63 87 99 207 166
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,206
COMMITMENTS
9,358 209 438 9,199 17,397 18,995 18,044 4,211 5,162
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,279)
1,009 0 -39 935 610 1,905 571 -626 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 0.9 1.9 39.6 75.0 81.9 77.8 18.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 1 4 9 21 16 26
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,594
COMMITMENTS
296 1,980 254 8,988 7,310 9,538 9,544 56 50
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 983)
0 291 0 983 692 983 983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 20.6 2.6 93.7 76.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 29 31 32 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,701
COMMITMENTS
750 99 1 52,870 54,269 53,621 54,369 1,080 332
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,024)
-101 99 1 1,097 901 997 1,001 27 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.2 0.0 96.7 99.2 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 1 41 33 45 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,598
COMMITMENTS
0 0 0 18,371 18,448 18,371 18,448 227 150
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 109)
0 0 0 109 109 109 109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 15 23 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,015
COMMITMENTS
625 3,300 0 7,390 4,715 8,015 8,015 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 41.2 0.0 92.2 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 25 16 27 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,615
COMMITMENTS
590 400 296 3,571 3,919 4,457 4,615 158 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 350)
-25 47 75 300 228 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 8.7 6.4 77.4 84.9 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 15 11 18 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,010
COMMITMENTS
979 3,532 1,514 21,453 18,776 23,946 23,822 64 188
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -245)
-73 -318 -263 27 251 -309 -330 64 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 14.7 6.3 89.4 78.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 3 38 40 45 46
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,345
COMMITMENTS
100 2,263 0 4,245 1,951 4,345 4,214 0 131
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 52.1 0.0 97.7 44.9 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 5 0 10 9 11 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,802
COMMITMENTS
926 1,956 240 10,579 9,604 11,745 11,800 57 2
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 93)
0 292 -48 140 -151 92 93 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 16.6 2.0 89.6 81.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 1 25 29 29 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,485
COMMITMENTS
9,295 3,032 475 19,330 25,251 29,100 28,758 385 727
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,576)
486 0 0 1,090 1,679 1,576 1,679 0 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 10.3 1.6 65.6 85.6 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 6 5 23 29 28 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,956
COMMITMENTS
2,077 0 1,824 22,183 21,692 26,084 23,516 2,872 5,440
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,378)
257 0 200 2,062 1,956 2,519 2,156 -141 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 6.3 76.6 74.9 90.1 81.2 9.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 16 20 19 22
Updated February 24, 2012