GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,503
COMMITMENTS
665 921 2,106 44,420 44,476 47,191 47,503 312 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 631)
0 -56 0 628 687 628 631 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.9 4.4 93.5 93.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 42 45 45 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,067
COMMITMENTS
0 0 0 16,852 16,902 16,852 16,902 215 165
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,014
COMMITMENTS
230 762 650 13,998 13,495 14,878 14,907 1,136 1,107
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 70)
0 100 51 50 -44 101 107 -31 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 4.8 4.1 87.4 84.3 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 5 43 46 48 52
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,679
COMMITMENTS
420 108 603 6,952 7,402 7,975 8,113 704 566
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 178)
25 -5 15 130 107 170 117 8 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 1.2 6.9 80.1 85.3 91.9 93.5 8.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 9 50 53 59 63
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,179
COMMITMENTS
15 0 105 5,544 5,553 5,664 5,658 515 521
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5)
0 0 0 0 0 0 0 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 1.7 89.7 89.9 91.7 91.6 8.3 8.4
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,246
COMMITMENTS
115 280 906 6,831 6,851 7,852 8,037 394 209
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 56)
0 0 0 56 56 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 3.4 11.0 82.8 83.1 95.2 97.5 4.8 2.5
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,610
COMMITMENTS
135 45 10 3,197 2,967 3,342 3,022 268 588
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 119)
0 0 0 98 165 98 165 21 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.2 0.3 88.6 82.2 92.6 83.7 7.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 23 25 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,209
COMMITMENTS
50 75 152 2,530 2,546 2,732 2,773 477 436
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 209)
10 20 65 159 249 234 334 -25 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.3 4.7 78.8 79.3 85.1 86.4 14.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 30 28 34 33
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,737
COMMITMENTS
0 0 0 10,612 10,699 10,612 10,699 125 38
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,515
COMMITMENTS
0 207 260 7,960 7,904 8,220 8,371 295 144
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 36)
0 0 0 36 36 36 36 0 0
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,468
COMMITMENTS
0 2,649 825 29,623 26,994 30,448 30,468 20 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 2.7 97.2 88.6 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,750
COMMITMENTS
53,945 25,045 42,790 128,355 171,057 225,090 238,892 37,660 23,858
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -10,206)
3,265 -845 -6,020 -7,311 -1,325 -10,066 -8,190 -140 -2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 9.5 16.3 48.9 65.1 85.7 90.9 14.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 28 35 65 74 123 120
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,255
COMMITMENTS
0 4,233 0 8,855 4,965 8,855 9,198 3,400 3,057
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 905)
0 217 0 692 453 692 670 213 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 34.5 0.0 72.3 40.5 72.3 75.1 27.7 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,815
COMMITMENTS
240,199 400,648 401,743 457,116 318,930 1099058 1121321 65,757 43,494
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 191)
-11,228 -4,263 10,633 2,495 -4,100 1,900 2,270 -1,709 -2,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 34.4 34.5 39.2 27.4 94.4 96.3 5.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
96 93 121 74 60 247 209
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 131,954
COMMITMENTS
46,074 48,769 24,812 58,399 55,989 129,285 129,570 2,669 2,384
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -17,102)
-41 -7,363 -1,336 -15,237 -8,315 -16,614 -17,014 -488 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 37.0 18.8 44.3 42.4 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 7 13 21 21 41 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,264,650
COMMITMENTS
510,452 32,229 626,539 1085274 1581800 2222265 2240568 42,385 24,082
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -177,309)
-64,543 9,704 -41,965 -72,025 -146,710 -178,533 -178,971 1,224 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 1.4 27.7 47.9 69.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 10 37 81 75 126 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 838,183
COMMITMENTS
35,493 139,703 188,241 605,246 503,287 828,980 831,231 9,203 6,952
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -132,499)
-51,773 -88,357 -18,222 -68,172 -28,535 -138,167 -135,114 5,668 2,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 16.7 22.5 72.2 60.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 24 24 33 33 63 64
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,535
COMMITMENTS
1,739 310 633 4,585 6,270 6,957 7,213 578 322
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -120)
10 40 -50 -110 -105 -150 -115 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 4.1 8.4 60.8 83.2 92.3 95.7 7.7 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 31,415
COMMITMENTS
9,865 10,978 7,757 13,573 12,430 31,195 31,165 220 250
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -50)
120 120 -135 0 -60 -15 -75 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 34.9 24.7 43.2 39.6 99.3 99.2 0.7 0.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,800
COMMITMENTS
5,500 3,460 3,335 3,570 5,380 12,405 12,175 395 625
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -45)
0 -195 -45 0 0 -45 -240 0 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 27.0 26.1 27.9 42.0 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 11 16 8 10 26 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,452
COMMITMENTS
1,264 617 936 19,123 19,702 21,323 21,255 129 197
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -529)
-48 -1 0 -281 -394 -329 -395 -200 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.9 4.4 89.1 91.8 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 5 30 38 38 46
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,924
COMMITMENTS
60 0 33 2,136 2,333 2,229 2,366 695 558
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 82)
2 0 -2 216 218 216 216 -134 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 1.1 73.1 79.8 76.2 80.9 23.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 22 22 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,788
COMMITMENTS
166 536 90 2,225 1,891 2,481 2,517 307 271
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 80)
25 -27 14 73 67 112 54 -32 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 19.2 3.2 79.8 67.8 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 29 29 32 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,451
COMMITMENTS
3,320 1,907 1,824 48,981 50,586 54,125 54,317 1,326 1,134
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -7,681)
-537 1,088 -1,706 -2,585 -2,828 -4,828 -3,446 -2,853 -4,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 3.4 3.3 88.3 91.2 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 25 28 30 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,890
COMMITMENTS
1,250 294 1,576 10,000 11,504 12,826 13,374 1,064 516
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 136)
0 0 0 126 136 126 136 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.1 11.3 72.0 82.8 92.3 96.3 7.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 19 24 22
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,622
COMMITMENTS
1,758 480 774 8,602 9,657 11,134 10,911 488 711
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -574)
-60 40 -40 -465 -829 -565 -829 -9 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 4.1 6.7 74.0 83.1 95.8 93.9 4.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 17 18 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,865
COMMITMENTS
490 1,506 1,640 7,030 6,635 9,160 9,781 1,705 1,084
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 12)
0 0 0 16 12 16 12 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 13.9 15.1 64.7 61.1 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,745
COMMITMENTS
0 2,016 790 8,492 7,447 9,282 10,253 1,463 492
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 11)
0 0 0 11 11 11 11 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,775
COMMITMENTS
0 0 0 55,775 55,775 55,775 55,775 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 462)
0 0 0 462 462 462 462 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 28 19 28 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,918
COMMITMENTS
0 0 0 856,918 856,918 856,918 856,918 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096)
0 0 0 5,096 5,096 5,096 5,096 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 21 19 21 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,710
COMMITMENTS
44,656 372,209 0 412,054 84,501 456,710 456,710 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,504)
2,976 0 0 3,528 6,504 6,504 6,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 81.5 0.0 90.2 18.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 12 12 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,788
COMMITMENTS
805 0 0 66,728 67,661 67,533 67,661 255 127
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 66 66 66 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,647
COMMITMENTS
5,530 381 2,260 47,602 53,006 55,392 55,647 255 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 447)
0 381 0 447 66 447 447 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.7 4.1 85.5 95.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 21 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,114,702
COMMITMENTS
32,892 97,840 8,325 1073485 1008537 1114702 1114702 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,568)
0 0 0 -1,568 -1,568 -1,568 -1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,255
COMMITMENTS
0 3,520 0 39,235 35,480 39,235 39,000 20 255
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 63)
0 63 0 63 0 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.0 0.0 99.9 90.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 20 15 20 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,220
COMMITMENTS
200 5,200 0 36,020 31,020 36,220 36,220 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.4 0.0 99.4 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 22 17 23
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 0.5 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 877,626
COMMITMENTS
4,240 119,360 0 873,386 758,266 877,626 877,626 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,096)
0 0 0 5,096 5,096 5,096 5,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 13.6 0.0 99.5 86.4 100.0 100.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 507,199
COMMITMENTS
77,317 6,226 57,406 372,476 443,567 507,199 507,199 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 1.2 11.3 73.4 87.5 100.0 100.0 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 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (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 3.3 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,654
COMMITMENTS
1,095 0 63 30,784 32,305 31,942 32,368 712 286
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 0 30 0 30 24 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.2 94.3 98.9 97.8 99.1 2.2 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 12/31/12 |
--------------------------------------------------------------| 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 6,322 6,161 6,322 435 274
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -30 0 -30 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 0.0 0.0 67.5 95.8 93.4 95.8 6.6 4.2
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,517
COMMITMENTS
122 1,010 41 6,089 5,064 6,252 6,115 265 402
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 105 117 105 117 -45 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 15.5 0.6 93.4 77.7 95.9 93.8 4.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 24 25 26 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,448
COMMITMENTS
104 0 0 3,913 4,199 4,017 4,199 431 249
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 84)
0 0 0 29 -7 29 -7 55 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 88.0 94.4 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 15 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,473,345
COMMITMENTS
336,952 138,874 480,783 584,809 784,502 1402544 1404159 70,801 69,186
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,307)
-7,928 -11,299 12,704 -8,377 -989 -3,601 416 294 -3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 9.4 32.6 39.7 53.2 95.2 95.3 4.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
112 78 136 85 96 269 255
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,062
COMMITMENTS
60,285 15,058 3,551 67,609 109,771 131,445 128,380 45,617 48,682
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 2,329)
513 865 -41 1,524 792 1,996 1,616 333 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 8.5 2.0 38.2 62.0 74.2 72.5 25.8 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,490
COMMITMENTS
6,955 2,553 5,881 52,380 52,384 65,216 60,818 2,274 6,672
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 128)
9 0 100 20 -141 129 -41 -1 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 3.8 8.7 77.6 77.6 96.6 90.1 3.4 9.9
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,499
COMMITMENTS
3,035 2,523 11,334 36,994 37,650 51,363 51,507 2,136 1,992
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -273)
6 0 100 -579 -323 -473 -223 200 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 4.7 21.2 69.1 70.4 96.0 96.3 4.0 3.7
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,589
COMMITMENTS
0 3,532 496 28,186 27,176 28,682 31,204 25,907 23,385
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 83)
0 0 0 -1,528 -337 -1,528 -337 1,611 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.9 51.6 49.8 52.5 57.2 47.5 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 17 19 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,855
COMMITMENTS
4,179 7,333 8,730 13,011 10,143 25,920 26,206 2,935 2,649
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -98)
11 195 -52 0 0 -41 143 -57 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 25.4 30.3 45.1 35.2 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 6 6 12 12 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,532
COMMITMENTS
22,691 3,149 297 2,892 24,275 25,880 27,721 2,652 811
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 2,207)
1,892 -350 82 151 2,462 2,125 2,194 82 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.5 11.0 1.0 10.1 85.1 90.7 97.2 9.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
85 26 9 17 36 109 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 59,593
COMMITMENTS
43,479 7,423 445 8,857 49,479 52,781 57,347 6,812 2,246
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,873)
-217 2,091 -657 -1,303 -4,502 -2,177 -3,068 -696 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 12.5 0.7 14.9 83.0 88.6 96.2 11.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
96 31 13 29 29 131 67
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,699
COMMITMENTS
99,492 29,180 38,656 118,209 203,607 256,357 271,443 25,342 10,256
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -11,540)
3,890 1,831 -2,697 -12,732 -7,041 -11,539 -7,907 -1 -3,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 10.4 13.7 42.0 72.3 91.0 96.4 9.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
75 21 46 68 82 165 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,160
COMMITMENTS
3,877 937 259 7,181 8,048 11,317 9,244 1,843 3,916
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 20)
3 -34 14 0 2 17 -18 3 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 7.1 2.0 54.6 61.2 86.0 70.2 14.0 29.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,428
COMMITMENTS
0 0 200 8,071 8,094 8,271 8,294 1,157 1,134
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -50 -110 -50 -110 -10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 2.1 85.6 85.9 87.7 88.0 12.3 12.0
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,431
COMMITMENTS
11,396 400 216 8,438 18,308 20,050 18,924 1,381 2,507
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 612)
845 0 0 -232 486 613 486 -1 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 1.9 1.0 39.4 85.4 93.6 88.3 6.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,545
COMMITMENTS
685 465 135 7,695 7,945 8,515 8,545 30 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 5.4 1.6 90.1 93.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,557
COMMITMENTS
150 3,545 436 9,971 6,379 10,557 10,360 0 197
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 102)
0 223 -32 134 -89 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 33.6 4.1 94.4 60.4 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 4 32 26 36 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,789
COMMITMENTS
2,712 850 0 42,559 44,899 45,271 45,749 518 40
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,638)
0 50 0 1,638 1,588 1,638 1,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.9 0.0 92.9 98.1 98.9 99.9 1.1 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,209
COMMITMENTS
650 50 300 8,103 8,859 9,053 9,209 156 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,076)
0 -600 300 776 1,376 1,076 1,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.5 3.3 88.0 96.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 11 19 12
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,331
COMMITMENTS
589 400 0 16,519 16,931 17,108 17,331 223 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,275)
50 0 0 1,225 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.3 0.0 95.3 97.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 22 20 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,879
COMMITMENTS
1,300 8,429 100 14,429 7,300 15,829 15,829 50 50
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 100 100 100 100 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 53.1 0.6 90.9 46.0 99.7 99.7 0.3 0.3
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,474
COMMITMENTS
1,998 1,928 0 5,446 5,546 7,444 7,474 30 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.8 0.0 72.9 74.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 13 13 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,829
COMMITMENTS
3,983 4,239 12,066 48,662 48,402 64,711 64,707 118 122
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 41)
792 -51 36 -751 131 77 116 -36 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 6.5 18.6 75.1 74.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 9 7 43 47 53 60
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| 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 12/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,999
COMMITMENTS
1,544 0 180 2,265 3,549 3,989 3,729 10 270
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 0.0 4.5 56.6 88.7 99.7 93.2 0.3 6.8
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 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,411
COMMITMENTS
232 5,075 1,260 17,787 12,620 19,279 18,955 132 456
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 791)
-153 0 108 836 621 791 729 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 26.1 6.5 91.6 65.0 99.3 97.7 0.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 3 27 24 30 32
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,426
COMMITMENTS
3,742 1,966 785 22,212 20,817 26,739 23,568 687 3,858
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 473)
116 42 0 365 464 481 506 -8 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 7.2 2.9 81.0 75.9 97.5 85.9 2.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 1 23 25 27 28
Updated January 4, 2013