IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,639
COMMITMENTS
102 2,085 2,851 92,686 90,703 95,639 95,639 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 751)
0 53 0 775 722 775 775 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.2 3.0 96.9 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 3 9 13 14 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,582
COMMITMENTS
0 903 1,480 42,766 42,164 44,246 44,547 336 35
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -45)
0 -219 127 -115 51 12 -41 -57 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 3.3 95.9 94.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 2 40 42 42 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,015
COMMITMENTS
0 80 0 9,820 9,717 9,820 9,797 195 218
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,919)
0 0 0 1,911 1,911 1,911 1,911 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 98.1 97.0 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 24 25 24 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,707
COMMITMENTS
517 372 874 14,197 14,536 15,588 15,782 1,119 925
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 200)
34 50 51 240 236 325 337 -125 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.2 5.2 85.0 87.0 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 6 41 44 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,278
COMMITMENTS
308 193 463 6,891 6,870 7,662 7,526 616 752
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 568)
-48 -20 73 569 500 594 553 -26 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.3 5.6 83.2 83.0 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 7 47 49 55 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,556
COMMITMENTS
0 0 75 5,882 6,013 5,957 6,088 599 468
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 106)
0 0 75 31 57 106 132 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 1.1 89.7 91.7 90.9 92.9 9.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,313
COMMITMENTS
105 683 27 6,637 6,306 6,769 7,016 544 297
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 635)
0 45 -16 663 601 647 630 -12 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 9.3 0.4 90.8 86.2 92.6 95.9 7.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 28 29 30 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,692
COMMITMENTS
65 0 75 2,146 2,022 2,286 2,097 406 595
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 212)
-25 0 25 184 168 184 193 28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 2.8 79.7 75.1 84.9 77.9 15.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 18 18 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,219
COMMITMENTS
198 97 42 1,547 1,725 1,787 1,864 432 355
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82)
-10 45 -9 114 28 95 64 -13 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 4.4 1.9 69.7 77.7 80.5 84.0 19.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 22 24 26
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,910
COMMITMENTS
0 0 0 7,775 7,880 7,775 7,880 135 30
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 99.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,557
COMMITMENTS
0 231 150 9,044 9,131 9,194 9,512 363 45
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82)
0 0 0 78 80 78 80 4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 1.6 94.6 95.5 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,840
COMMITMENTS
0 725 399 24,381 23,716 24,780 24,840 60 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,727)
0 95 111 1,616 1,521 1,727 1,727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 1.6 98.2 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 27 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,147
COMMITMENTS
56,104 27,033 49,517 157,844 209,499 263,465 286,049 45,682 23,098
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -16,574)
-2,922 5,449 -1,317 -9,332 -23,342 -13,571 -19,210 -3,003 2,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 8.7 16.0 51.1 67.8 85.2 92.5 14.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 31 46 71 72 146 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,204,690
COMMITMENTS
284,506 343,712 407,846 430,116 416,280 1122468 1167838 82,222 36,852
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 16,098)
11,295 9,389 7,194 681 2,595 19,170 19,178 -3,072 -3,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 28.5 33.9 35.7 34.6 93.2 96.9 6.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
143 91 138 83 73 311 237
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 132,166
COMMITMENTS
30,231 48,182 34,793 63,152 47,602 128,176 130,577 3,990 1,589
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,205)
1,035 3,866 436 3,463 584 4,934 4,886 271 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 36.5 26.3 47.8 36.0 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 10 15 23 22 41 38
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,640,776
COMMITMENTS
537,795 70,834 735,028 1337787 1815158 2610610 2621020 30,166 19,756
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 55,633)
6,723 6,176 31,678 17,681 18,517 56,082 56,371 -449 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 2.7 27.8 50.7 68.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
36 19 41 92 86 145 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,107,330
COMMITMENTS
143,289 283,527 220,696 736,981 599,704 1100966 1103927 6,364 3,403
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 51,308)
53,265 58,540 -15,947 15,065 10,590 52,383 53,183 -1,075 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 25.6 19.9 66.6 54.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 27 34 43 41 86 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,825
COMMITMENTS
1,399 0 188 5,720 6,915 7,307 7,103 518 722
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 130)
84 0 78 20 60 182 138 -52 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.0 2.4 73.1 88.4 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 4 13 16 18 20
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 22,083
COMMITMENTS
7,001 10,040 4,946 9,726 6,472 21,673 21,458 410 625
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,504)
65 883 410 1,019 959 1,494 2,252 10 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 45.5 22.4 44.0 29.3 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 15 20 10 11 32 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,870
COMMITMENTS
3,885 3,610 2,595 3,210 3,275 9,690 9,480 180 390
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 330)
45 -120 325 40 405 410 610 -80 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 36.6 26.3 32.5 33.2 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 12 16 7 7 25 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,891
COMMITMENTS
1,759 2,456 534 19,381 18,615 21,674 21,605 217 286
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,910)
-161 147 -26 2,052 1,789 1,865 1,910 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.2 2.4 88.5 85.0 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 5 8 32 41 45 52
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,280
COMMITMENTS
359 0 44 2,171 2,620 2,574 2,664 706 616
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 165)
44 0 -13 129 153 160 140 5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 1.3 66.2 79.9 78.5 81.2 21.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,243
COMMITMENTS
68 702 85 1,679 1,175 1,832 1,962 411 281
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 199)
-76 98 32 213 103 169 233 30 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 31.3 3.8 74.9 52.4 81.7 87.5 18.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 25 22 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,723
COMMITMENTS
2,771 771 5,424 49,498 51,509 57,693 57,704 1,030 1,019
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4)
0 24 -20 16 242 -4 246 0 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.3 9.2 84.3 87.7 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 34 33 40 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,656
COMMITMENTS
1,194 396 1,824 11,464 12,708 14,482 14,928 1,174 728
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -20 0 -20 0 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.5 11.7 73.2 81.2 92.5 95.4 7.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 16 23 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,255
COMMITMENTS
0 1,506 128 6,770 5,362 6,898 6,996 1,357 1,259
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -32 0 -32 0 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.2 1.6 82.0 65.0 83.6 84.7 16.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 15 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,890
COMMITMENTS
3,066 440 310 7,779 10,783 11,155 11,533 735 357
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 4)
-4 0 0 10 2 6 2 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 3.7 2.6 65.4 90.7 93.8 97.0 6.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 20 19 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,063
COMMITMENTS
330 1,480 658 18,160 17,869 19,148 20,007 1,915 1,056
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 214)
0 0 0 476 238 476 238 -262 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 7.0 3.1 86.2 84.8 90.9 95.0 9.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,644
COMMITMENTS
1,270 0 120 5,539 7,033 6,929 7,153 1,715 1,491
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 120)
-20 0 0 20 0 0 0 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 1.4 64.1 81.4 80.2 82.8 19.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,156
COMMITMENTS
958 1,904 1,618 7,801 7,597 10,377 11,119 1,779 1,037
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -76)
-48 0 -72 44 -76 -76 -148 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 15.7 13.3 64.2 62.5 85.4 91.5 14.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,952
COMMITMENTS
168 2,310 796 9,127 8,380 10,091 11,486 1,861 466
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -80)
-80 -80 0 0 0 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 19.3 6.7 76.4 70.1 84.4 96.1 15.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,399
COMMITMENTS
0 0 0 56,399 56,399 56,399 56,399 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 574)
0 0 0 829 829 829 829 -255 -255
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: 30)
0 0 0 21 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,928
COMMITMENTS
0 0 0 911,928 911,928 911,928 911,928 0 0
CHANGES FROM 10/16/12 (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: 27)
0 0 0 18 20 18 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250
COMMITMENTS
0 0 0 78,995 79,079 78,995 79,079 255 171
CHANGES FROM 10/16/12 (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 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,073,106
COMMITMENTS
0 0 0 1073106 1073106 1073106 1073106 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 14,880)
0 0 0 14,880 14,880 14,880 14,880 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: 35)
0 0 0 19 23 19 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,076
COMMITMENTS
5,520 0 4,900 50,401 56,176 60,821 61,076 255 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 512 512 512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 8.0 82.5 92.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 23 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,510
COMMITMENTS
39,741 105,450 12,891 1140878 1075169 1193510 1193510 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 32,104)
0 0 0 32,104 32,104 32,104 32,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 8.8 1.1 95.6 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,474
COMMITMENTS
0 3,677 0 45,410 41,287 45,410 44,964 64 510
CHANGES FROM 10/16/12 (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 8.1 0.0 99.9 90.8 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,537
COMMITMENTS
640 5,420 0 39,387 35,117 40,027 40,537 510 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 13.4 0.0 97.2 86.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,495
COMMITMENTS
6,884 0 2,025 15,586 22,470 24,495 24,495 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 0.0 8.3 63.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,716
COMMITMENTS
192 1,885 0 13,672 12,703 13,864 14,588 852 128
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252)
0 210 0 252 42 252 252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 12.8 0.0 92.9 86.3 94.2 99.1 5.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 13 18 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 10/16/12 (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 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,913
COMMITMENTS
11,850 126,970 0 916,063 800,943 927,913 927,913 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 13.7 0.0 98.7 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 18 17 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,295
COMMITMENTS
72,529 461 83,335 300,431 372,499 456,295 456,295 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 385)
-770 0 385 770 0 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.1 18.3 65.8 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 13 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 121,722
COMMITMENTS
0 4,680 0 121,722 117,042 121,722 121,722 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 10 14 10 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,938
COMMITMENTS
2,175 0 0 28,182 30,563 30,357 30,563 581 375
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 56)
0 0 0 151 151 151 151 -95 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 91.1 98.8 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 33 37 35 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,979
COMMITMENTS
120 709 73 9,440 8,784 9,633 9,566 346 413
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 400)
0 25 0 400 375 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 7.1 0.7 94.6 88.0 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,994
COMMITMENTS
945 0 60 10,670 11,755 11,675 11,815 319 179
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 522)
90 0 60 465 435 615 495 -93 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.5 89.0 98.0 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 21 24 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,027
COMMITMENTS
138 25 0 4,377 4,812 4,515 4,837 512 190
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10)
0 0 0 0 -10 0 -10 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.5 0.0 87.1 95.7 89.8 96.2 10.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,578,997
COMMITMENTS
362,498 176,117 452,222 686,962 882,205 1501682 1510544 77,315 68,453
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,622)
-2,686 17,405 -16,376 12,892 -1,248 -6,170 -219 4,548 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 11.2 28.6 43.5 55.9 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
120 97 149 94 100 293 287
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,621
COMMITMENTS
62,354 15,275 657 77,785 110,020 140,796 125,952 42,825 57,669
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,463)
6,030 0 0 257 1,181 6,287 1,181 -4,824 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 8.3 0.4 42.4 59.9 76.7 68.6 23.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 3 16 16 23 22
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,539
COMMITMENTS
2,392 0 745 24,689 27,962 27,826 28,707 2,713 1,832
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 2.4 80.8 91.6 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 16 14 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,809
COMMITMENTS
6,105 11,037 5,921 71,417 65,430 83,443 82,388 3,366 4,421
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,050)
292 658 2,818 1,830 1,967 4,940 5,443 110 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 12.7 6.8 82.3 75.4 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 7 7 22 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,781
COMMITMENTS
3,115 3,188 4,200 33,025 33,091 40,340 40,479 2,441 2,302
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 6,050)
249 650 3,400 2,391 1,990 6,040 6,040 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 7.5 9.8 77.2 77.3 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 4 15 14 21 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,084
COMMITMENTS
0 3,315 2,499 37,785 30,494 40,284 36,308 21,800 25,776
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -477)
0 -627 248 -142 328 106 -51 -583 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 4.0 60.9 49.1 64.9 58.5 35.1 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 17 19 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,922
COMMITMENTS
5,158 6,519 7,372 13,065 11,580 25,595 25,471 2,327 2,451
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -3,922)
1,064 -441 -3,100 -888 -159 -2,924 -3,700 -998 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 23.3 26.4 46.8 41.5 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 12 14 15 28 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,885
COMMITMENTS
13,727 3,371 647 3,790 15,063 18,164 19,081 1,721 804
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 160)
-646 840 225 718 -1,004 297 61 -137 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 17.0 3.3 19.1 75.8 91.3 96.0 8.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
68 26 12 25 34 101 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,200
COMMITMENTS
49,639 6,038 407 5,399 53,956 55,445 60,401 6,755 1,799
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -2,507)
-3,368 707 100 641 -3,069 -2,627 -2,262 120 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.8 9.7 0.7 8.7 86.7 89.1 97.1 10.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
100 25 13 19 37 126 69
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,927
COMMITMENTS
105,111 35,350 31,944 120,949 198,826 258,004 266,120 22,923 14,807
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,551)
-5,185 -893 -3,852 7,202 -1,686 -1,835 -6,431 -2,716 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 12.6 11.4 43.1 70.8 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
83 21 50 76 89 180 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,396
COMMITMENTS
6,780 358 1,202 11,023 16,161 19,005 17,721 2,391 3,675
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,017)
-652 277 -202 -48 -922 -902 -847 -115 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 1.7 5.6 51.5 75.5 88.8 82.8 11.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 20 21 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,896
COMMITMENTS
200 0 0 8,604 9,011 8,804 9,011 1,092 885
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,275)
50 0 0 950 1,323 1,000 1,323 275 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.0 86.9 91.1 89.0 91.1 11.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 16 18 16
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,034
COMMITMENTS
8,848 1,200 1,200 9,625 15,847 19,673 18,247 1,361 2,787
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 5.7 5.7 45.8 75.3 93.5 86.8 6.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 17 15 19
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,581
COMMITMENTS
500 465 135 7,916 7,981 8,551 8,581 30 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 5.4 1.6 92.3 93.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 11 15 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,853
COMMITMENTS
102 7,326 339 13,412 6,073 13,853 13,738 0 115
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 632)
0 344 50 582 288 632 682 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 52.9 2.4 96.8 43.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 33 25 37 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,870
COMMITMENTS
2,328 300 0 47,216 49,510 49,544 49,810 326 60
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252)
100 125 0 152 137 252 262 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.6 0.0 94.7 99.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 1 0 45 29 51 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,435
COMMITMENTS
338 150 0 10,749 11,285 11,087 11,435 348 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 470)
0 0 0 332 470 332 470 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.3 0.0 94.0 98.7 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 15 21 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,340
COMMITMENTS
450 3,825 150 11,560 8,365 12,160 12,340 180 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 375)
0 850 -400 775 -75 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 31.0 1.2 93.7 67.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 28 22 30 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,299
COMMITMENTS
5,003 3,971 11,223 44,892 46,031 61,118 61,225 181 74
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 3,485)
-50 -751 104 3,431 4,132 3,485 3,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 6.5 18.3 73.2 75.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 2 5 49 47 60 53
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,987
COMMITMENTS
531 150 0 5,147 5,660 5,678 5,810 309 177
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 2.5 0.0 86.0 94.5 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 12 12 15 13
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,894
COMMITMENTS
1,994 3,901 1,776 12,948 10,905 16,718 16,582 176 312
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,716)
195 428 534 918 700 1,647 1,662 69 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 23.1 10.5 76.6 64.5 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 24 25 29 31
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,992
COMMITMENTS
3,990 306 3,780 15,976 19,891 23,746 23,977 246 15
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 1.3 15.8 66.6 82.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,346
COMMITMENTS
4,478 1,750 391 22,344 22,400 27,213 24,541 1,133 3,805
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -321)
-390 -900 66 125 515 -199 -319 -122 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 6.2 1.4 78.8 79.0 96.0 86.6 4.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 17 25 19 27
Updated October 26, 2012