GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,872
COMMITMENTS
665 977 2,106 43,792 43,789 46,563 46,872 309 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 959)
117 0 103 698 868 918 971 41 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.1 4.5 93.4 93.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 43 45 46 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,107
COMMITMENTS
0 0 0 16,892 16,942 16,892 16,942 215 165
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 677)
0 0 0 670 677 670 677 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 25 30 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,944
COMMITMENTS
230 662 599 13,948 13,539 14,777 14,800 1,167 1,144
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -61)
83 41 -136 -184 -130 -237 -225 176 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 4.2 3.8 87.5 84.9 92.7 92.8 7.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 4 43 46 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,501
COMMITMENTS
395 113 588 6,822 7,295 7,805 7,996 696 505
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 41)
66 25 45 -10 21 101 91 -60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.3 6.9 80.2 85.8 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 4 8 50 53 58 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,184
COMMITMENTS
15 0 105 5,544 5,553 5,664 5,658 520 526
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4)
0 0 -15 -4 -19 -19 -34 15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 1.7 89.7 89.8 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 22 23 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,190
COMMITMENTS
115 280 906 6,775 6,795 7,796 7,981 394 209
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 210)
0 -15 27 183 183 210 195 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 3.4 11.1 82.7 83.0 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 32 29 35 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,491
COMMITMENTS
135 45 10 3,099 2,802 3,244 2,857 247 634
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 9)
10 0 0 29 -40 39 -40 -30 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.3 0.3 88.8 80.3 92.9 81.8 7.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,000
COMMITMENTS
40 55 87 2,371 2,297 2,498 2,439 502 561
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 111)
5 -29 10 114 59 129 40 -18 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.8 2.9 79.0 76.6 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 29 27 31 30
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,756
COMMITMENTS
0 0 0 2,746 2,736 2,746 2,736 10 20
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 175 150 175 150 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,412
COMMITMENTS
0 0 0 10,287 10,374 10,287 10,374 125 38
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 892)
0 0 0 892 892 892 892 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 23 24 23
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,479
COMMITMENTS
0 207 260 7,924 7,868 8,184 8,335 295 144
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 -30 30 -30 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 3.1 93.5 92.8 96.5 98.3 3.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 19 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,203
COMMITMENTS
0 2,649 825 29,358 26,729 30,183 30,203 20 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,144)
0 315 100 1,044 729 1,144 1,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 2.7 97.2 88.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,956
COMMITMENTS
50,680 25,890 48,810 135,666 172,382 235,156 247,082 37,800 25,874
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 66)
1,144 -2,119 1,794 -5,487 738 -2,549 413 2,615 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 9.5 17.9 49.7 63.2 86.2 90.5 13.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 30 40 74 76 134 129
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,350
COMMITMENTS
0 4,016 0 8,163 4,512 8,163 8,528 3,187 2,822
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 363)
0 38 0 295 191 295 229 68 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 35.4 0.0 71.9 39.8 71.9 75.1 28.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 14 15 14 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,624
COMMITMENTS
251,427 404,911 391,110 454,621 323,030 1097158 1119051 67,466 45,573
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,519)
1,766 18,826 -9,606 8,245 -10,938 405 -1,718 -2,924 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 34.8 33.6 39.0 27.7 94.2 96.1 5.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
93 100 122 83 66 256 220
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 149,056
COMMITMENTS
46,115 56,132 26,148 73,636 64,304 145,899 146,584 3,157 2,472
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,908)
846 949 -1,142 2,072 1,904 1,776 1,711 132 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 37.7 17.5 49.4 43.1 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 12 17 25 26 47 46
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,441,959
COMMITMENTS
574,995 22,525 668,504 1157299 1728510 2400798 2419539 41,161 22,420
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -7,619)
-11,549 -5,032 -2,639 6,290 3,599 -7,898 -4,072 279 -3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 0.9 27.4 47.4 70.8 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 6 43 85 78 138 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 970,682
COMMITMENTS
87,266 228,060 206,463 673,418 531,822 967,147 966,345 3,535 4,337
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 15,007)
-1,793 -5,997 11,009 5,508 9,404 14,724 14,416 283 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 23.5 21.3 69.4 54.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 27 33 39 39 80 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,655
COMMITMENTS
1,729 270 683 4,695 6,375 7,107 7,328 548 327
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -20)
30 240 -90 80 -80 20 70 -40 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 3.5 8.9 61.3 83.3 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 12 14 18 19
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,465
COMMITMENTS
9,745 10,858 7,892 13,573 12,490 31,210 31,240 255 225
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 522)
320 690 -215 397 27 502 502 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 34.5 25.1 43.1 39.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 21 13 13 35 37
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,845
COMMITMENTS
5,500 3,655 3,380 3,570 5,380 12,450 12,415 395 430
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 550)
500 230 -190 245 515 555 555 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 28.5 26.3 27.8 41.9 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 17 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,981
COMMITMENTS
1,312 618 936 19,404 20,096 21,652 21,650 329 331
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 97)
-113 36 78 -123 -235 -158 -121 255 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.8 4.3 88.3 91.4 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 5 31 38 39 46
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842
COMMITMENTS
58 0 35 1,920 2,115 2,013 2,150 829 692
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 59)
0 0 0 49 63 49 63 10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 1.2 67.6 74.4 70.8 75.7 29.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 18 19 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,708
COMMITMENTS
141 563 76 2,152 1,824 2,369 2,463 339 245
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 167)
5 -21 26 166 123 197 128 -30 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 20.8 2.8 79.5 67.4 87.5 91.0 12.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 29 30 32 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 63,132
COMMITMENTS
3,857 819 3,530 51,566 53,414 58,953 57,763 4,179 5,369
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 8,147)
279 -1,449 451 4,458 4,806 5,188 3,808 2,959 4,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.3 5.6 81.7 84.6 93.4 91.5 6.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 4 29 30 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140
COMMITMENTS
84 0 0 5,655 5,549 5,739 5,549 401 591
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 15 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,754
COMMITMENTS
1,250 294 1,576 9,874 11,368 12,700 13,238 1,054 516
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 72 0 72 0 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.1 11.5 71.8 82.7 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 18 24 21
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,196
COMMITMENTS
1,818 440 814 9,067 10,486 11,699 11,740 497 456
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 386)
0 0 0 432 386 432 386 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 3.6 6.7 74.3 86.0 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 20 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,588
COMMITMENTS
578 1,080 598 15,783 16,180 16,959 17,858 1,629 730
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 5.8 3.2 84.9 87.0 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 28 25 32 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,882
COMMITMENTS
938 0 192 4,921 5,813 6,051 6,005 1,831 1,877
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2)
-24 0 24 2 -22 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 0.0 2.4 62.4 73.8 76.8 76.2 23.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853
COMMITMENTS
490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,734
COMMITMENTS
0 2,016 790 8,481 7,436 9,271 10,242 1,463 492
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 58)
0 80 10 48 -32 58 58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.8 7.4 79.0 69.3 86.4 95.4 13.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 19 13 22 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,313
COMMITMENTS
0 0 0 55,313 55,313 55,313 55,313 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 168)
0 0 0 168 168 168 168 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: 33)
0 0 0 27 19 27 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822
COMMITMENTS
0 0 0 851,822 851,822 851,822 851,822 0 0
CHANGES FROM 12/18/12 (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: 28)
0 0 0 20 19 20 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206
COMMITMENTS
41,680 372,209 0 408,526 77,997 450,206 450,206 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 -5,208 0 0 5,208 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 82.7 0.0 90.7 17.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 12 11 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722
COMMITMENTS
805 0 0 66,662 67,595 67,467 67,595 255 127
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 17 29 19 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 901,206
COMMITMENTS
848 0 0 900,358 901,206 901,206 901,206 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,760)
0 0 0 11,760 11,760 11,760 11,760 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 25 21 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200
COMMITMENTS
5,530 0 2,260 47,155 52,940 54,945 55,200 255 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,116,270
COMMITMENTS
32,892 97,840 8,325 1075053 1010105 1116270 1116270 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,592)
0 0 0 11,592 11,592 11,592 11,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 8.8 0.7 96.3 90.5 100.0 100.0 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192
COMMITMENTS
0 3,457 0 39,172 35,480 39,172 38,937 20 255
CHANGES FROM 12/18/12 (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 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890
COMMITMENTS
200 5,200 0 35,690 30,690 35,890 35,890 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 21 17 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957
COMMITMENTS
5,425 0 3,305 15,227 20,652 23,957 23,957 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 0.0 13.8 63.6 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,824
COMMITMENTS
126 0 0 8,379 7,400 8,505 7,400 319 1,424
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 44)
0 0 0 0 0 0 0 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 95.0 83.9 96.4 83.9 3.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,243
COMMITMENTS
60 3,166 0 22,120 20,057 22,180 23,223 1,063 20
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2,047)
0 0 0 2,047 2,047 2,047 2,047 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 13.6 0.0 95.2 86.3 95.4 99.9 4.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 20 15 21 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,820
COMMITMENTS
0 60 0 12,483 12,611 12,483 12,671 337 149
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -44)
0 0 0 -44 0 -44 0 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.0 97.4 98.4 97.4 98.8 2.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899
COMMITMENTS
0 20,963 23,400 583,499 562,536 606,899 606,899 0 0
CHANGES FROM 12/18/12 (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 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 872,530
COMMITMENTS
4,240 119,360 0 868,290 753,170 872,530 872,530 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,792)
0 0 0 23,792 23,792 23,792 23,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 13.7 0.0 99.5 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 22 19 23
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 505,631
COMMITMENTS
77,317 6,226 57,406 370,908 441,999 505,631 505,631 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23,400)
0 5,208 -5,208 28,608 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 1.2 11.4 73.4 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 17 18 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 237,016
COMMITMENTS
0 7,791 0 237,016 229,225 237,016 237,016 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,120)
0 3,111 0 3,120 9 3,120 3,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 15 16 17
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,630
COMMITMENTS
1,095 0 63 30,784 32,275 31,942 32,338 688 292
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 269)
-180 0 0 389 269 209 269 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.2 94.3 98.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 35 35 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,596
COMMITMENTS
1,710 0 0 4,451 6,352 6,161 6,352 435 244
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 -30 30 -30 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 0.0 0.0 67.5 96.3 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 17 15 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,457
COMMITMENTS
122 1,010 41 5,984 4,947 6,147 5,998 310 459
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 95)
30 -50 0 65 145 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 15.6 0.6 92.7 76.6 95.2 92.9 4.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 22 25 24 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,783
COMMITMENTS
795 0 0 8,498 9,389 9,293 9,389 490 394
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.0 0.0 86.9 96.0 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364
COMMITMENTS
104 0 0 3,884 4,206 3,988 4,206 376 158
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 16 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,476,652
COMMITMENTS
344,880 150,173 468,079 593,186 785,491 1406145 1403743 70,507 72,909
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -17,199)
3,251 -8,545 -6,076 -10,839 -2,486 -13,664 -17,107 -3,535 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 10.2 31.7 40.2 53.2 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
102 83 127 85 98 252 260
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,733
COMMITMENTS
59,772 14,193 3,592 66,085 108,979 129,449 126,764 45,284 47,969
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,507)
4,000 -1,633 3,179 -5,379 2,633 1,800 4,179 3,707 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 8.1 2.1 37.8 62.4 74.1 72.5 25.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 5 17 20 25 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,362
COMMITMENTS
6,946 2,553 5,781 52,360 52,525 65,087 60,859 2,275 6,503
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,315)
38 1,206 -1,445 -3,242 -3,711 -4,649 -3,950 334 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 3.8 8.6 77.7 78.0 96.6 90.3 3.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 6 17 16 26 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,772
COMMITMENTS
3,029 2,523 11,234 37,573 37,973 51,836 51,730 1,936 2,042
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,099)
104 -825 -2,000 -53 576 -1,949 -2,249 -150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 4.7 20.9 69.9 70.6 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 14 13 18 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,506
COMMITMENTS
0 3,532 496 29,714 27,513 30,210 31,541 24,296 22,965
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 616)
0 0 0 567 180 567 180 49 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.9 54.5 50.5 55.4 57.9 44.6 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 17 18 20 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,953
COMMITMENTS
4,168 7,138 8,782 13,011 10,143 25,961 26,063 2,992 2,890
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 882)
245 31 1,052 138 81 1,435 1,164 -553 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.7 30.3 44.9 35.0 89.7 90.0 10.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 7 12 12 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,325
COMMITMENTS
20,799 3,499 215 2,741 21,813 23,755 25,527 2,570 798
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -192)
150 535 -47 -317 -268 -214 220 22 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.0 13.3 0.8 10.4 82.9 90.2 97.0 9.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
78 29 6 20 36 101 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,466
COMMITMENTS
43,696 5,332 1,102 10,160 53,981 54,958 60,415 7,508 2,051
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,035)
-3,937 674 18 1,660 -3,172 -2,259 -2,480 224 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 8.5 1.8 16.3 86.4 88.0 96.7 12.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
102 28 16 33 31 141 71
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,239
COMMITMENTS
95,602 27,349 41,353 130,941 210,648 267,896 279,350 25,343 13,889
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 4,651)
5,507 100 4,905 -7,625 -503 2,787 4,502 1,864 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 9.3 14.1 44.7 71.8 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
75 24 52 74 84 175 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,140
COMMITMENTS
3,874 971 245 7,181 8,046 11,300 9,262 1,840 3,878
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 341)
60 -24 24 -16 113 68 113 273 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 7.4 1.9 54.6 61.2 86.0 70.5 14.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 17 19 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,488
COMMITMENTS
0 0 200 8,121 8,204 8,321 8,404 1,167 1,084
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 303 236 303 236 207 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 2.1 85.6 86.5 87.7 88.6 12.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 1 19 16 20 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,819
COMMITMENTS
10,551 400 216 8,670 17,822 19,437 18,438 1,382 2,381
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,579)
2,155 0 0 -459 1,363 1,696 1,363 -117 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 1.9 1.0 41.6 85.6 93.4 88.6 6.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,582
COMMITMENTS
5,499 5,654 854 3,879 3,894 10,232 10,402 350 180
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 32)
0 -150 50 54 132 104 32 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 53.4 8.1 36.7 36.8 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 3 5 8 14 14
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,495
COMMITMENTS
635 465 135 7,695 7,895 8,465 8,495 30 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 20)
20 0 0 0 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 5.5 1.6 90.6 92.9 99.6 100.0 0.4 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455
COMMITMENTS
150 3,322 468 9,837 6,468 10,455 10,258 0 197
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 237)
100 160 -32 169 109 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 31.8 4.5 94.1 61.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 5 31 27 36 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,151
COMMITMENTS
2,712 800 0 40,921 43,311 43,633 44,111 518 40
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,541)
207 125 0 1,334 1,416 1,541 1,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.8 0.0 92.7 98.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 3 0 44 35 52 38
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,133
COMMITMENTS
650 650 0 7,327 7,483 7,977 8,133 156 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.0 0.0 90.1 92.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 10 17 11
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,056
COMMITMENTS
539 400 0 15,294 15,656 15,833 16,056 223 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 460)
0 0 0 460 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.5 0.0 95.3 97.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 22 19 24 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,729
COMMITMENTS
1,300 8,429 100 14,329 7,200 15,729 15,729 0 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 150)
-25 -150 0 175 300 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 53.6 0.6 91.1 45.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 3 31 21 36 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,224
COMMITMENTS
1,998 1,928 0 5,196 5,296 7,194 7,224 30 0
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 225)
375 1,903 0 -150 -1,678 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 26.7 0.0 71.9 73.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 10 12 12 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,788
COMMITMENTS
3,191 4,290 12,030 49,413 48,271 64,634 64,591 154 197
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,533)
916 -700 524 -7 1,634 1,433 1,458 100 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 6.6 18.6 76.3 74.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 8 6 43 47 52 59
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,800
COMMITMENTS
521 0 50 5,013 5,291 5,584 5,341 216 459
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 0.9 86.4 91.2 96.3 92.1 3.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 14 17 15
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849
COMMITMENTS
1,544 0 180 2,115 3,399 3,839 3,579 10 270
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 16 8 20 10
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,620
COMMITMENTS
385 5,075 1,152 16,951 11,999 18,488 18,226 132 394
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 23)
27 101 -128 124 112 23 85 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 27.3 6.2 91.0 64.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 6 3 28 24 31 32
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,953
COMMITMENTS
3,626 1,924 785 21,847 20,353 26,258 23,062 695 3,891
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 924)
0 42 0 2,043 2,016 2,043 2,058 -1,119 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 7.1 2.9 81.1 75.5 97.4 85.6 2.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 1 23 25 27 28
Updated December 28, 2012