IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 98,568
COMMITMENTS
27 954 6,241 92,300 91,373 98,568 98,568 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,282)
0 -125 1,315 1,967 2,092 3,282 3,282 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 6.3 93.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 9 13 13 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,306
COMMITMENTS
706 631 1,547 45,759 46,100 48,012 48,278 294 28
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,458)
-38 -135 116 1,380 1,477 1,458 1,458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.3 3.2 94.7 95.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 41 43 43 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,778
COMMITMENTS
0 0 0 13,597 13,599 13,597 13,599 181 179
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,471)
0 0 0 1,471 1,471 1,471 1,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 30 26 30 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,632
COMMITMENTS
574 586 685 15,285 15,286 16,544 16,557 1,088 1,075
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 804)
34 34 -65 939 869 908 838 -104 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.3 3.9 86.7 86.7 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 7 46 47 53 55
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,882
COMMITMENTS
314 108 729 7,111 7,295 8,154 8,132 728 750
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 578)
71 0 175 316 415 562 590 16 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.2 8.2 80.1 82.1 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 3 7 46 53 53 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,463
COMMITMENTS
0 0 120 5,787 5,834 5,907 5,954 556 509
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 71)
0 0 0 61 4 61 4 10 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 1.9 89.5 90.3 91.4 92.1 8.6 7.9
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,722
COMMITMENTS
160 407 898 7,133 7,188 8,191 8,493 531 229
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 116)
0 60 25 51 31 76 116 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 4.7 10.3 81.8 82.4 93.9 97.4 6.1 2.6
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,494
COMMITMENTS
90 65 50 2,993 2,743 3,133 2,858 361 636
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 76)
15 -10 5 50 47 70 42 6 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.9 1.4 85.7 78.5 89.7 81.8 10.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 22 25 24 27
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,660
COMMITMENTS
74 75 108 1,961 1,984 2,143 2,167 517 493
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 372)
20 6 -13 362 375 369 368 3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 2.8 4.1 73.7 74.6 80.6 81.5 19.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 26 24 29 28
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,373
COMMITMENTS
0 0 0 2,353 2,283 2,353 2,283 20 90
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 96.2 99.2 96.2 0.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,889
COMMITMENTS
0 0 0 10,759 10,859 10,759 10,859 130 30
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,273)
0 0 0 1,273 1,273 1,273 1,273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 20 22 20
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,117
COMMITMENTS
0 214 240 8,531 8,618 8,771 9,072 346 45
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 40 60 40 60 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 2.6 93.6 94.5 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,178
COMMITMENTS
0 2,497 505 23,654 21,176 24,159 24,178 19 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,294)
0 14 283 1,011 997 1,294 1,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.3 2.1 97.8 87.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 24 27 25 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,276
COMMITMENTS
51,742 31,018 45,475 163,830 197,924 261,047 274,417 39,229 25,859
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -320)
1,599 -317 -4,145 3,750 3,643 1,204 -819 -1,524 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 10.3 15.1 54.6 65.9 86.9 91.4 13.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 25 41 70 72 135 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,799
COMMITMENTS
257,037 348,453 436,718 395,075 341,635 1088830 1126806 75,969 37,993
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 8,266)
13,438 23,177 674 -1,814 -11,250 12,298 12,601 -4,032 -4,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 29.9 37.5 33.9 29.3 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
114 88 127 75 66 265 217
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,640
COMMITMENTS
44,391 52,199 29,816 58,776 51,991 132,983 134,006 2,657 1,634
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 12,278)
11,949 5,278 1,374 -784 5,671 12,539 12,323 -261 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 38.5 22.0 43.3 38.3 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 9 15 24 24 45 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,588,868
COMMITMENTS
603,550 60,437 704,306 1251648 1803687 2559504 2568430 29,364 20,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 39,142)
-869 4,992 18,683 22,449 14,397 40,263 38,072 -1,121 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 2.3 27.2 48.3 69.7 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 13 42 94 85 146 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,062
COMMITMENTS
103,326 248,180 233,158 691,457 547,737 1027941 1029075 6,121 4,987
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 14,130)
447 11,090 2,344 11,499 1,110 14,290 14,544 -160 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 24.0 22.5 66.9 53.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 30 33 42 39 81 82
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,990
COMMITMENTS
1,659 0 273 5,590 7,145 7,522 7,418 468 572
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 85)
45 0 30 100 80 175 110 -90 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 0.0 3.4 70.0 89.4 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 0 5 15 17 21 22
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,459
COMMITMENTS
7,758 10,459 6,668 12,578 9,398 27,004 26,525 455 934
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,374)
75 270 562 622 332 1,259 1,164 115 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 38.1 24.3 45.8 34.2 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 14 20 13 12 35 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,905
COMMITMENTS
4,800 4,675 2,920 4,045 3,945 11,765 11,540 140 365
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 275)
125 480 0 140 -215 265 265 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 39.3 24.5 34.0 33.1 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 16 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,615
COMMITMENTS
1,557 2,570 913 21,005 19,748 23,475 23,231 140 384
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 802)
-120 -161 44 884 910 808 793 -6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 10.9 3.9 88.9 83.6 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 6 8 30 39 42 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,408
COMMITMENTS
220 0 0 2,440 2,731 2,660 2,731 748 677
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 337)
1 0 -35 283 284 249 249 88 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 0.0 71.6 80.1 78.1 80.1 21.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 16 18 16
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,573
COMMITMENTS
141 608 60 2,116 1,643 2,317 2,311 256 262
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 320)
20 92 20 277 193 317 305 3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 23.6 2.3 82.2 63.9 90.1 89.8 9.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 27 27 30 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,212
COMMITMENTS
3,768 2,418 4,313 49,788 51,435 57,869 58,166 1,343 1,046
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 331)
260 0 0 91 331 351 331 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 4.1 7.3 84.1 86.9 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 3 32 32 39 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,755
COMMITMENTS
1,366 286 1,548 10,679 12,259 13,593 14,093 1,162 662
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 30)
80 20 -80 66 90 66 30 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 1.9 10.5 72.4 83.1 92.1 95.5 7.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 22 17 25 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,102
COMMITMENTS
0 1,330 124 6,834 5,238 6,958 6,692 1,144 1,410
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 125)
0 0 0 366 0 366 0 -241 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.4 1.5 84.3 64.7 85.9 82.6 14.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 14 20 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,973
COMMITMENTS
2,256 440 464 8,702 10,688 11,422 11,592 551 381
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 45)
-192 0 0 566 90 374 90 -329 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 3.7 3.9 72.7 89.3 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 18 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,176
COMMITMENTS
562 1,292 616 17,290 17,524 18,468 19,432 1,708 744
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 232)
360 0 0 -8 232 352 232 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.4 3.1 85.7 86.9 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 27 26 31 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,308
COMMITMENTS
1,130 0 120 5,300 6,462 6,550 6,582 1,758 1,726
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 134)
0 0 0 142 -170 142 -170 -8 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.0 1.4 63.8 77.8 78.8 79.2 21.2 20.8
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,825
COMMITMENTS
954 1,650 1,630 7,752 7,701 10,336 10,981 1,489 844
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 58)
-192 0 0 250 -62 58 -62 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 14.0 13.8 65.6 65.1 87.4 92.9 12.6 7.1
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,118
COMMITMENTS
88 1,980 876 8,438 7,852 9,402 10,708 1,716 410
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 84)
-40 32 40 72 0 72 72 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 17.8 7.9 75.9 70.6 84.6 96.3 15.4 3.7
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,983
COMMITMENTS
0 0 0 54,983 54,983 54,983 54,983 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 364)
0 0 0 364 364 364 364 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: 30)
0 0 0 23 18 23 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (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 19 19 19 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 427,872
COMMITMENTS
45,145 347,253 0 382,727 80,619 427,872 427,872 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 9,360)
0 9,360 0 9,360 0 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 81.2 0.0 89.4 18.8 100.0 100.0 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,043
COMMITMENTS
805 0 0 72,983 73,895 73,788 73,895 255 148
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 913)
765 0 0 148 913 913 913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.0 98.6 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 16 28 18 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 992,665
COMMITMENTS
848 0 0 991,817 992,665 992,665 992,665 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,769)
0 0 0 2,769 2,769 2,769 2,769 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,856
COMMITMENTS
5,635 0 3,520 48,446 54,336 57,601 57,856 255 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.0 6.1 83.7 93.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 22 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,626
COMMITMENTS
36,357 101,690 10,635 1122634 1057301 1169626 1169626 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,448)
0 0 0 2,448 2,448 2,448 2,448 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 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (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 8.4 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 11/27/12 |
--------------------------------------------------------------| 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 36,822 32,717 37,232 38,022 790 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -280 0 -280 0 280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 14.0 0.0 96.8 86.0 97.9 100.0 2.1 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,411
COMMITMENTS
6,066 0 2,025 15,320 21,386 23,411 23,411 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 0.0 8.6 65.4 91.4 100.0 100.0 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,366
COMMITMENTS
123 2,191 0 15,414 14,134 15,537 16,325 829 41
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 366)
0 300 0 366 66 366 366 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 13.4 0.0 94.2 86.4 94.9 99.7 5.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 15 19 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,601
COMMITMENTS
0 123 0 12,201 12,288 12,201 12,411 400 190
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 96.8 97.5 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 11 15 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (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 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 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 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 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 15 16 18 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| 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 11/20/12 (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 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,549
COMMITMENTS
2,175 0 0 29,837 32,199 32,012 32,199 537 350
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 625)
0 -232 0 638 880 638 648 -13 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 0.0 91.7 98.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 37 37 39 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,342
COMMITMENTS
1,635 0 0 4,363 6,043 5,998 6,043 344 299
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 0.0 0.0 68.8 95.3 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 15 13 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,462
COMMITMENTS
117 950 66 7,981 7,091 8,164 8,107 298 355
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32)
-275 0 0 297 57 22 57 10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 11.2 0.8 94.3 83.8 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 26 27 28 30
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,354
COMMITMENTS
850 0 60 8,964 9,858 9,874 9,918 480 436
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 5)
-566 0 0 566 5 0 5 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 0.6 86.6 95.2 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 18 19 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,789
COMMITMENTS
138 0 0 4,214 4,608 4,352 4,608 437 181
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 36)
-249 0 0 279 30 30 30 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.0 88.0 96.2 90.9 96.2 9.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,522,133
COMMITMENTS
338,845 158,811 469,175 636,461 822,220 1444481 1450206 77,652 71,927
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 23,313)
-1,905 -4,060 14,664 9,898 11,679 22,657 22,283 656 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 10.4 30.8 41.8 54.0 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
105 84 133 86 94 260 262
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,449
COMMITMENTS
62,112 17,170 1,544 74,945 110,907 138,601 129,621 39,848 48,828
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 593)
1,760 1,792 638 245 -348 2,643 2,082 -2,050 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 9.6 0.9 42.0 62.2 77.7 72.6 22.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 5 18 18 27 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,682
COMMITMENTS
6,717 1,347 8,593 53,089 53,632 68,399 63,572 2,283 7,110
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -339)
40 0 12 -463 -418 -411 -406 72 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 1.9 12.2 75.1 75.9 96.8 89.9 3.2 10.1
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,321
COMMITMENTS
2,555 4,098 11,094 35,591 34,237 49,240 49,429 2,081 1,892
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 986)
226 50 0 770 936 996 986 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 8.0 21.6 69.3 66.7 95.9 96.3 4.1 3.7
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,184
COMMITMENTS
0 4,285 1,059 33,798 28,941 34,857 34,285 23,327 23,899
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,172)
0 786 -622 1,833 1,776 1,211 1,940 -39 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 1.8 58.1 49.7 59.9 58.9 40.1 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 4 16 18 20 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,489
COMMITMENTS
3,153 5,576 10,009 12,418 8,912 25,580 24,497 1,909 2,992
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 925)
16 -506 863 0 430 879 787 46 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 20.3 36.4 45.2 32.4 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 6 12 12 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,786
COMMITMENTS
15,495 2,391 646 4,616 18,952 20,757 21,989 2,029 797
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 889)
957 -869 116 -802 2,127 271 1,374 618 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 10.5 2.8 20.3 83.2 91.1 96.5 8.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
79 21 14 27 38 112 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,261
COMMITMENTS
43,751 6,890 608 9,109 52,613 53,468 60,111 7,793 1,150
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,728)
2,398 -45 -132 -784 2,339 1,482 2,162 246 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 11.2 1.0 14.9 85.9 87.3 98.1 12.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
107 25 16 25 35 140 70
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,063
COMMITMENTS
107,864 34,063 36,438 109,753 193,526 254,055 264,027 23,008 13,036
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -9,917)
6,497 1,077 -2,406 -12,897 -8,112 -8,806 -9,441 -1,111 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 12.3 13.2 39.6 69.8 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
72 29 55 79 85 183 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,180
COMMITMENTS
4,693 1,491 329 11,354 12,824 16,376 14,644 1,804 3,536
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 181)
203 0 -71 24 335 156 264 25 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.2 1.8 62.5 70.5 90.1 80.6 9.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 18 19 23 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,834
COMMITMENTS
100 0 100 8,689 9,559 8,889 9,659 945 175
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 1.0 88.4 97.2 90.4 98.2 9.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 18 20 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,344
COMMITMENTS
9,786 800 792 9,484 16,861 20,062 18,453 1,282 2,891
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388)
1,841 0 75 -528 1,163 1,388 1,238 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 3.7 3.7 44.4 79.0 94.0 86.5 6.0 13.5
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,705
COMMITMENTS
700 465 135 7,840 8,105 8,675 8,705 30 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 40)
40 0 0 0 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 5.3 1.6 90.1 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,063
COMMITMENTS
0 4,929 321 11,742 6,659 12,063 11,909 0 154
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 356)
0 162 0 356 194 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 40.9 2.7 97.3 55.2 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 6 4 32 28 36 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,501
COMMITMENTS
2,008 950 0 38,087 39,489 40,095 40,439 406 62
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 119)
112 100 0 -113 19 -1 119 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 2.3 0.0 94.0 97.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 0 44 30 50 32
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,219
COMMITMENTS
800 650 0 6,297 6,569 7,097 7,219 122 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -150)
-100 -75 0 -50 -75 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 9.0 0.0 87.2 91.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 8 15 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,847
COMMITMENTS
451 150 0 10,163 10,697 10,614 10,847 233 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 326)
213 0 0 113 326 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.4 0.0 93.7 98.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 17 24 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,064
COMMITMENTS
1,000 6,054 200 13,864 8,810 15,064 15,064 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,030)
150 675 0 1,060 355 1,210 1,030 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 40.2 1.3 92.0 58.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 28 23 32 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,011
COMMITMENTS
1,981 25 0 5,947 7,986 7,928 8,011 83 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 50)
175 0 0 -125 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 0.3 0.0 74.2 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,636
COMMITMENTS
3,640 4,457 12,282 52,534 51,837 68,456 68,576 180 60
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388)
150 480 47 1,191 861 1,388 1,388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 6.5 17.9 76.5 75.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 6 7 44 47 55 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,893
COMMITMENTS
1,033 0 100 5,477 6,307 6,610 6,407 283 486
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 96)
0 0 0 96 96 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.0 1.5 79.5 91.5 95.9 92.9 4.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 1 15 15 19 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,515
COMMITMENTS
857 5,968 2,013 17,477 12,086 20,347 20,067 168 448
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 192)
-116 923 -649 957 -162 192 112 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 29.1 9.8 85.2 58.9 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 23 24 28 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,958
COMMITMENTS
3,863 2,586 726 21,174 20,208 25,763 23,520 2,195 4,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 611)
-659 126 367 1,680 -280 1,388 213 -777 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 9.2 2.6 75.7 72.3 92.1 84.1 7.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 18 25 22 29
Updated December 5, 2012