IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 95,286
COMMITMENTS
27 1,079 4,926 90,333 89,281 95,286 95,286 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,429)
0 -819 1,281 -2,710 -1,891 -1,429 -1,429 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 5.2 94.8 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 9 14 13 19
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,848
COMMITMENTS
744 766 1,431 44,379 44,623 46,554 46,820 294 28
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,462)
342 260 -2 2,122 2,204 2,462 2,462 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.6 3.1 94.7 95.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 43 44 45 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,307
COMMITMENTS
0 0 0 12,126 12,128 12,126 12,128 181 179
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,847)
0 0 0 1,847 1,847 1,847 1,847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 98.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 29 24 29 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,828
COMMITMENTS
540 552 750 14,346 14,417 15,636 15,719 1,192 1,109
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,449)
100 118 -14 1,280 1,209 1,366 1,313 83 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.3 4.5 85.3 85.7 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 6 45 46 51 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,304
COMMITMENTS
243 108 554 6,795 6,880 7,592 7,542 712 762
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 499)
0 -10 71 439 441 510 502 -11 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.3 6.7 81.8 82.9 91.4 90.8 8.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 6 46 52 52 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,392
COMMITMENTS
0 0 120 5,726 5,830 5,846 5,950 546 442
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 173)
0 0 45 95 68 140 113 33 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 1.9 89.6 91.2 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 1 21 23 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,606
COMMITMENTS
160 347 873 7,082 7,157 8,115 8,377 491 229
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 573)
20 20 199 488 428 707 647 -134 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 4.0 10.1 82.3 83.2 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 30 28 33 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,418
COMMITMENTS
75 75 45 2,943 2,696 3,063 2,816 355 602
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 372)
40 -20 15 283 477 338 472 34 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.2 1.3 86.1 78.9 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 21 23 23 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,288
COMMITMENTS
54 69 121 1,599 1,609 1,774 1,799 514 489
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 182)
-15 -5 5 109 136 99 136 83 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.0 5.3 69.9 70.3 77.5 78.6 22.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 23 26 27
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,616
COMMITMENTS
0 0 0 9,486 9,586 9,486 9,586 130 30
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 645)
0 0 0 645 645 645 645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,057
COMMITMENTS
0 214 240 8,491 8,558 8,731 9,012 326 45
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 2.6 93.8 94.5 96.4 99.5 3.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 21 19 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,884
COMMITMENTS
0 2,483 222 22,643 20,179 22,865 22,884 19 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 765)
0 675 -90 836 180 746 765 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 1.0 98.9 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 23 27 24 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,596
COMMITMENTS
50,143 31,335 49,620 160,080 194,281 259,843 275,236 40,753 25,360
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,166)
43 3,215 288 -4,917 -3,694 -4,586 -191 3,420 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 10.4 16.5 53.3 64.6 86.4 91.6 13.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
42 31 47 70 72 141 127
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,156,533
COMMITMENTS
243,599 325,276 436,044 396,889 352,885 1076532 1114205 80,001 42,328
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 5,829)
12,279 16,189 -3,350 -6,578 -10,153 2,351 2,686 3,478 3,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 28.1 37.7 34.3 30.5 93.1 96.3 6.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
112 87 121 77 68 263 215
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,362
COMMITMENTS
32,442 46,921 28,442 59,560 46,320 120,444 121,683 2,918 1,679
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 6,408)
1,408 326 2,319 2,926 3,853 6,653 6,498 -245 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 38.0 23.1 48.3 37.5 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 10 16 23 23 43 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,549,726
COMMITMENTS
604,419 55,445 685,623 1229199 1789290 2519241 2530358 30,485 19,368
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,359)
27,614 2,810 -12,976 -13,051 10,319 1,587 153 -228 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 2.2 26.9 48.2 70.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 13 42 92 86 143 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,019,932
COMMITMENTS
102,879 237,090 230,814 679,958 546,627 1013651 1014531 6,281 5,401
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 24,900)
6,738 9,833 8,370 10,967 9,171 26,075 27,374 -1,175 -2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 23.2 22.6 66.7 53.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 28 33 39 38 77 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,905
COMMITMENTS
1,614 0 243 5,490 7,065 7,347 7,308 558 597
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -15)
-135 0 60 45 -135 -30 -75 15 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 0.0 3.1 69.4 89.4 92.9 92.4 7.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 4 13 16 19 20
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,253
COMMITMENTS
1,640 542 120 7,382 8,247 9,142 8,909 111 344
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 705)
440 -105 0 265 825 705 720 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 5.9 1.3 79.8 89.1 98.8 96.3 1.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 15 13 16 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 26,085
COMMITMENTS
7,683 10,189 6,106 11,956 9,066 25,745 25,361 340 724
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,500)
-391 759 1,113 851 249 1,573 2,121 -73 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 39.1 23.4 45.8 34.8 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 15 21 13 12 35 35
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,630
COMMITMENTS
4,675 4,195 2,920 3,905 4,160 11,500 11,275 130 355
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 675)
55 -265 625 -90 315 590 675 85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 36.1 25.1 33.6 35.8 98.9 96.9 1.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 16 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,813
COMMITMENTS
1,677 2,731 869 20,121 18,838 22,667 22,438 146 375
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,506)
0 191 -2 1,568 1,377 1,566 1,566 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 12.0 3.8 88.2 82.6 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 8 28 38 41 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,253
COMMITMENTS
121 516 40 1,839 1,450 2,000 2,006 253 247
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76)
30 17 20 169 134 219 171 -143 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 22.9 1.8 81.6 64.4 88.8 89.0 11.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 26 25 29 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,881
COMMITMENTS
3,508 2,418 4,313 49,697 51,104 57,518 57,835 1,363 1,046
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 70)
-20 0 0 70 70 50 70 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.1 7.3 84.4 86.8 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 31 32 37 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,725
COMMITMENTS
1,286 266 1,628 10,613 12,169 13,527 14,063 1,198 662
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 12)
0 24 -12 24 0 12 12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 1.8 11.1 72.1 82.6 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 16 24 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,977
COMMITMENTS
0 1,330 124 6,468 5,238 6,592 6,692 1,385 1,285
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 170)
0 0 0 348 152 348 152 -178 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.7 1.6 81.1 65.7 82.6 83.9 17.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 14 19 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,928
COMMITMENTS
2,448 440 464 8,136 10,598 11,048 11,502 880 426
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 175)
272 0 -96 -40 222 136 126 39 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 3.7 3.9 68.2 88.8 92.6 96.4 7.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 17 20 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,944
COMMITMENTS
202 1,292 616 17,298 17,292 18,116 19,200 1,828 744
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 280 70 280 0 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 6.5 3.1 86.7 86.7 90.8 96.3 9.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 27 26 30 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,174
COMMITMENTS
1,130 0 120 5,158 6,632 6,408 6,752 1,766 1,422
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -120)
0 0 0 0 0 0 0 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 0.0 1.5 63.1 81.1 78.4 82.6 21.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,767
COMMITMENTS
1,146 1,650 1,630 7,502 7,763 10,278 11,043 1,489 724
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 140)
120 0 0 0 140 120 140 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 14.0 13.9 63.8 66.0 87.3 93.8 12.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,034
COMMITMENTS
128 1,948 836 8,366 7,852 9,330 10,636 1,704 398
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
-80 -80 80 20 0 20 0 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 17.7 7.6 75.8 71.2 84.6 96.4 15.4 3.6
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,619
COMMITMENTS
0 0 0 54,619 54,619 54,619 54,619 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,655)
0 0 0 1,655 1,695 1,655 1,695 0 -40
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 22 18 22 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,141
COMMITMENTS
0 0 0 879,141 879,141 879,141 879,141 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,072)
0 0 0 4,072 4,072 4,072 4,072 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 19 19 19 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 418,512
COMMITMENTS
45,145 337,893 0 373,367 80,619 418,512 418,512 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 80.7 0.0 89.2 19.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 11 10 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,130
COMMITMENTS
40 0 0 72,835 72,982 72,875 72,982 255 148
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 382)
0 0 0 382 382 382 382 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.6 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 16 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 989,896
COMMITMENTS
848 0 0 989,048 989,896 989,896 989,896 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 6,990)
0 0 0 6,990 6,990 6,990 6,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 20 23 21 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,091
COMMITMENTS
5,635 0 3,520 47,681 53,571 56,836 57,091 255 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 6.2 83.5 93.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,167,178
COMMITMENTS
36,357 101,690 10,635 1120186 1054853 1167178 1167178 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,230)
0 0 0 11,230 11,230 11,230 11,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 8.7 0.9 96.0 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,324
COMMITMENTS
0 3,562 0 42,283 38,507 42,283 42,069 41 255
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 315 60 315 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 0.0 99.9 91.0 99.9 99.4 0.1 0.6
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,022
COMMITMENTS
410 5,305 0 37,102 32,717 37,512 38,022 510 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 14.0 0.0 97.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,136
COMMITMENTS
6,066 0 2,025 14,045 20,111 22,136 22,136 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,275)
1,275 0 0 0 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 0.0 9.1 63.4 90.9 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,000
COMMITMENTS
123 1,891 0 15,048 14,068 15,171 15,959 829 41
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 11.8 0.0 94.1 87.9 94.8 99.7 5.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 18 14 19 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,584
COMMITMENTS
0 26,353 23,400 653,184 626,831 676,584 676,584 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -424)
0 0 0 -424 -424 -424 -424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 3.5 96.5 92.6 100.0 100.0 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 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,188
COMMITMENTS
8,090 123,210 0 906,098 790,978 914,188 914,188 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 744)
0 0 0 744 744 744 744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 13.5 0.0 99.1 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 21 19 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 488,213
COMMITMENTS
82,929 0 62,769 342,515 425,444 488,213 488,213 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 8,286)
1,377 -31,578 6,909 0 32,955 8,286 8,286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 0.0 12.9 70.2 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 16 16 19 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 195,434
COMMITMENTS
0 4,680 0 195,434 190,754 195,434 195,434 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 14 12 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,924
COMMITMENTS
2,175 232 0 29,199 31,319 31,374 31,551 550 373
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 49)
0 232 0 16 -216 16 16 33 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.7 0.0 91.5 98.1 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 0 37 36 39 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,430
COMMITMENTS
392 950 66 7,684 7,034 8,142 8,050 288 380
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 78)
275 0 0 -207 58 68 58 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.3 0.8 91.2 83.4 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 25 28 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,349
COMMITMENTS
1,416 0 60 8,398 9,853 9,874 9,913 475 436
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 10)
566 0 0 -571 10 -5 10 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 0.6 81.1 95.2 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 16 18 19 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,753
COMMITMENTS
387 0 0 3,935 4,578 4,322 4,578 431 175
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 30)
249 -25 0 -219 50 30 25 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.0 0.0 82.8 96.3 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,498,820
COMMITMENTS
340,750 162,871 454,511 626,563 810,541 1421824 1427923 76,996 70,897
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -40,843)
-596 -708 -22,228 -14,369 -13,005 -37,193 -35,941 -3,650 -4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 10.9 30.3 41.8 54.1 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
107 81 127 87 100 260 261
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,856
COMMITMENTS
60,352 15,378 906 74,700 111,255 135,958 127,539 41,898 50,317
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,089)
2,317 644 264 2,363 4,365 4,944 5,273 -855 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 8.6 0.5 42.0 62.6 76.4 71.7 23.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 3 18 18 25 24
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,021
COMMITMENTS
6,677 1,347 8,581 53,552 54,050 68,810 63,978 2,211 7,043
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -15,886)
853 -8,657 -697 -15,779 -9,187 -15,623 -18,541 -263 2,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 1.9 12.1 75.4 76.1 96.9 90.1 3.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 6 17 16 27 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,335
COMMITMENTS
2,329 4,048 11,094 34,821 33,301 48,244 48,443 2,091 1,892
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -5,115)
199 -50 1,065 -5,847 -6,145 -4,583 -5,130 -532 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.0 22.0 69.2 66.2 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 4 14 12 18 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,012
COMMITMENTS
0 3,499 1,681 31,965 27,165 33,646 32,345 23,366 24,667
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76)
0 117 0 -150 -974 -150 -857 226 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.9 56.1 47.6 59.0 56.7 41.0 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 18 19 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,564
COMMITMENTS
3,137 6,082 9,146 12,418 8,482 24,701 23,710 1,863 2,854
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,478)
-2,494 828 -40 -469 -3,081 -3,003 -2,293 -475 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 22.9 34.4 46.7 31.9 93.0 89.3 7.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 6 7 12 12 21 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,897
COMMITMENTS
14,538 3,260 530 5,418 16,825 20,486 20,615 1,411 1,282
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -36)
545 -847 -99 -144 965 302 19 -338 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 14.9 2.4 24.7 76.8 93.6 94.1 6.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
64 24 9 25 37 93 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 59,533
COMMITMENTS
41,353 6,935 740 9,893 50,274 51,986 57,949 7,547 1,584
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -937)
-1,978 -441 13 1,130 -372 -835 -800 -102 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.5 11.6 1.2 16.6 84.4 87.3 97.3 12.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
102 29 17 24 33 135 72
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,980
COMMITMENTS
101,367 32,986 38,844 122,650 201,638 262,861 273,468 24,119 13,512
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 7,547)
6,949 -1,145 3,874 -5,288 4,846 5,535 7,575 2,012 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 11.5 13.5 42.7 70.3 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
69 29 55 78 85 176 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,999
COMMITMENTS
4,490 1,491 400 11,330 12,489 16,220 14,380 1,779 3,619
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,013)
-140 1,362 -603 1,756 397 1,013 1,156 0 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.3 2.2 62.9 69.4 90.1 79.9 9.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 17 18 22 23
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,956
COMMITMENTS
7,945 800 717 10,012 15,698 18,674 17,215 1,282 2,741
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 416)
1,387 0 -375 -596 791 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 4.0 3.6 50.2 78.7 93.6 86.3 6.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 18 17 20
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,665
COMMITMENTS
660 465 135 7,840 8,065 8,635 8,665 30 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 60 0 60 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.4 1.6 90.5 93.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 14 15 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,707
COMMITMENTS
0 4,767 321 11,386 6,465 11,707 11,553 0 154
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 200)
-100 -50 0 300 250 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 40.7 2.7 97.3 55.2 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 7 4 31 28 35 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,382
COMMITMENTS
1,896 850 0 38,200 39,470 40,096 40,320 286 62
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,898)
0 850 0 1,938 1,048 1,938 1,898 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.1 0.0 94.6 97.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 2 0 44 31 50 33
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,369
COMMITMENTS
900 725 0 6,347 6,644 7,247 7,369 122 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 9.8 0.0 86.1 90.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 8 15 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,521
COMMITMENTS
238 150 0 10,050 10,371 10,288 10,521 233 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 805)
0 0 0 805 805 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.4 0.0 95.5 98.6 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 15 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,034
COMMITMENTS
850 5,379 200 12,804 8,455 13,854 14,034 180 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 404)
0 429 0 404 -25 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 38.3 1.4 91.2 60.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 27 23 31 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,961
COMMITMENTS
1,806 25 0 6,072 7,936 7,878 7,961 83 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 672)
200 0 0 472 672 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 0.3 0.0 76.3 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 12 12 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,248
COMMITMENTS
3,490 3,977 12,235 51,343 50,976 67,068 67,188 180 60
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,243)
376 506 380 3,487 3,357 4,243 4,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 5.9 18.2 76.3 75.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 7 7 44 46 55 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,797
COMMITMENTS
1,033 0 100 5,381 6,211 6,514 6,311 283 486
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 492)
0 0 0 492 384 492 384 0 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.0 1.5 79.2 91.4 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 15 18 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,323
COMMITMENTS
973 5,045 2,662 16,520 12,248 20,155 19,955 168 368
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 151)
-226 222 120 239 -191 133 151 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 24.8 13.1 81.3 60.3 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 22 24 27 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,347
COMMITMENTS
4,522 2,460 359 19,494 20,488 24,375 23,307 2,972 4,040
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 806)
418 100 0 -41 209 377 309 429 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 9.0 1.3 71.3 74.9 89.1 85.2 10.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 16 23 20 26
Updated November 26, 2012