GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,831
COMMITMENTS
394 0 400 47,802 48,049 48,596 48,449 235 382
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,077)
0 0 400 1,604 1,604 2,004 2,004 73 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.8 97.9 98.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 0 1 43 51 46 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,154
COMMITMENTS
0 0 0 18,027 18,051 18,027 18,051 127 103
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -465 -479 -465 -479 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 29 24 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,241
COMMITMENTS
138 533 202 9,953 9,546 10,293 10,281 948 960
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 231)
-22 50 47 196 -31 221 66 10 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.7 1.8 88.5 84.9 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 4 37 40 42 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,134
COMMITMENTS
433 115 407 5,738 5,910 6,578 6,432 556 702
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 168)
-45 69 40 206 146 201 255 -33 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.6 5.7 80.4 82.8 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 45 44 50 50
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,962
COMMITMENTS
126 0 62 3,457 2,744 3,645 2,806 317 1,156
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 71)
0 0 0 209 159 209 159 -138 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.6 87.3 69.3 92.0 70.8 8.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 25 23 26
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
215 528 6 2,222 2,285 2,443 2,819 704 328
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 52)
75 0 0 56 52 131 52 -79 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 16.8 0.2 70.6 72.6 77.6 89.6 22.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 21 22 25 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,854
COMMITMENTS
40 2 76 1,169 1,502 1,285 1,580 569 274
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 364)
0 -36 46 322 369 368 379 -4 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 4.1 63.1 81.0 69.3 85.2 30.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 17 19 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,110
COMMITMENTS
0 0 0 9,939 9,979 9,939 9,979 171 131
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 830)
0 0 0 830 830 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.7 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,178
COMMITMENTS
0 448 126 28,052 27,604 28,178 28,178 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,593)
0 0 0 3,593 3,593 3,593 3,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.4 99.6 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 29 29 30 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,744
COMMITMENTS
47,969 30,389 42,961 162,670 194,924 253,600 268,275 42,144 27,469
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,285)
3,848 -2,882 1,036 -12,502 -2,325 -7,618 -4,171 1,333 -2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.3 14.5 55.0 65.9 85.7 90.7 14.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 23 33 68 89 126 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,309
COMMITMENTS
400 1,458 200 15,709 14,401 16,309 16,059 0 250
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,189)
0 -160 50 2,139 2,199 2,189 2,089 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.9 1.2 96.3 88.3 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 3 2 48 43 55 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,954
COMMITMENTS
720 0 0 7,120 7,879 7,840 7,879 114 75
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,442)
-213 -580 0 -1,185 -792 -1,398 -1,372 -44 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 89.5 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 20 20 23 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,981
COMMITMENTS
0 52 0 1,977 1,925 1,977 1,977 4 4
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 99.8 97.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,044,828
COMMITMENTS
181,767 342,907 379,531 410,089 273,226 971,387 995,664 73,441 49,164
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 19,516)
-325 -2,429 28,256 -8,460 -6,412 19,470 19,415 46 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 32.8 36.3 39.2 26.2 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
98 125 140 82 71 260 264
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,933,480
COMMITMENTS
70,897 130,007 748,725 1109583 1047471 1929205 1926204 4,275 7,276
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 87,997)
4,237 8,208 52,071 31,607 27,391 87,915 87,670 82 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.7 38.7 57.4 54.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
32 28 47 64 59 118 112
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 86,320
COMMITMENTS
43,670 39,076 28,573 11,941 18,554 84,184 86,204 2,136 117
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,958)
1,068 1,802 816 -32 460 1,852 3,078 1,106 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 45.3 33.1 13.8 21.5 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 15 16 11 13 31 35
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,331
COMMITMENTS
0 9,010 1,480 46,882 33,372 48,362 43,862 2,969 7,469
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,845)
0 -542 -310 -3,656 -2,397 -3,966 -3,249 121 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 2.9 91.3 65.0 94.2 85.4 5.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 12 15 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,635
COMMITMENTS
1,065 490 2,868 71,545 71,710 75,478 75,068 9,157 9,567
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,098)
-984 317 -346 -3,694 -4,631 -5,024 -4,661 -74 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 3.4 84.5 84.7 89.2 88.7 10.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 16 19 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,464,494
COMMITMENTS
475,629 201,634 687,787 1263213 1550302 2426629 2439723 37,865 24,771
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -166,180)
-4,730 -8,493 -45,373 -120,635 -112,912 -170,738 -166,778 4,558 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 8.2 27.9 51.3 62.9 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 23 46 90 80 145 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,097,876
COMMITMENTS
243,268 82,350 217,682 631,823 794,727 1092773 1094759 5,103 3,117
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -99,922)
-42,665 -29,797 -20,067 -36,902 -49,873 -99,634 -99,737 -288 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 7.5 19.8 57.5 72.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 19 29 39 38 72 71
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,994
COMMITMENTS
207 498 181 8,413 8,136 8,801 8,815 193 179
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,441)
-101 -431 -13 -5,415 -5,052 -5,529 -5,496 88 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.5 2.0 93.5 90.5 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 3 29 30 35 35
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,669
COMMITMENTS
133 98 59 1,829 2,050 2,021 2,207 648 462
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 13)
-30 5 8 -34 6 -56 19 69 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.7 2.2 68.5 76.8 75.7 82.7 24.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 23 24 27 27
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,957
COMMITMENTS
47 415 28 1,569 1,242 1,644 1,685 313 272
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 114)
2 0 28 164 123 194 151 -80 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 21.2 1.4 80.2 63.5 84.0 86.1 16.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 26 29 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 226,663
COMMITMENTS
17,960 2,174 34,469 171,616 188,403 224,045 225,046 2,618 1,617
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -11,675)
-265 -94 -1,805 -9,666 -9,670 -11,736 -11,569 61 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.0 15.2 75.7 83.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 5 31 30 37 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,064
COMMITMENTS
3,471 740 3,759 25,618 28,958 32,848 33,456 1,216 608
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -254)
442 -130 15 -494 -272 -37 -387 -217 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.2 11.0 75.2 85.0 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 21 23 24 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,447
COMMITMENTS
3,234 1,103 560 8,752 11,542 12,546 13,204 901 243
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -399)
-120 -43 14 -267 -408 -373 -438 -26 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.2 4.2 65.1 85.8 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 16 18 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,739
COMMITMENTS
1,750 2,450 290 23,419 23,238 25,459 25,978 2,280 1,761
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,007)
96 -10 -112 -937 -863 -953 -985 -54 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.8 1.0 84.4 83.8 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 24 22 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,325
COMMITMENTS
4,890 0 550 4,566 9,183 10,006 9,733 1,319 1,592
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 226)
20 0 -20 -71 168 -71 148 297 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 0.0 4.9 40.3 81.1 88.4 85.9 11.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 17 17 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,196
COMMITMENTS
0 2,352 400 10,586 8,748 10,986 11,500 1,210 696
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -766)
0 174 -174 -726 -499 -900 -499 134 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.3 3.3 86.8 71.7 90.1 94.3 9.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 18 16 19 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,015
COMMITMENTS
0 0 0 67,015 67,015 67,015 67,015 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,014)
0 0 0 -1,993 -2,014 -1,993 -2,014 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,048,143
COMMITMENTS
0 0 0 1048143 1048143 1048143 1048143 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -36,457)
0 0 0 -36,457 -36,457 -36,457 -36,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 25)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,190
COMMITMENTS
0 0 0 32,190 32,190 32,190 32,190 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,717)
0 0 0 -3,717 -3,717 -3,717 -3,717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,265
COMMITMENTS
0 0 0 587,265 587,265 587,265 587,265 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -72,216)
0 0 0 -72,216 -72,216 -72,216 -72,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 21)
0 0 0 13 11 13 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 114,957
COMMITMENTS
0 0 0 114,702 114,957 114,702 114,957 255 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -8,505)
-105 0 0 -8,400 -8,505 -8,505 -8,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 27 16 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,827,134
COMMITMENTS
0 0 0 1827134 1827134 1827134 1827134 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -165,528)
-4,080 0 0 -161,448 -165,528 -165,528 -165,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 36)
0 0 0 15 25 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,118
COMMITMENTS
5,100 4,283 8,187 46,831 47,393 60,118 59,863 0 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,583)
336 -231 -336 -2,583 -2,271 -2,583 -2,838 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 13.6 77.9 78.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 23 19 27 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,158,190
COMMITMENTS
37,512 53,035 46,725 1073953 1058430 1158190 1158190 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -64,464)
0 -6,120 0 -64,464 -58,344 -64,464 -64,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.6 4.0 92.7 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 28 20 32 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,176
COMMITMENTS
0 685 0 49,048 48,236 49,048 48,921 128 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,478)
0 -105 0 -2,585 -2,373 -2,585 -2,478 107 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 99.7 98.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 13 16 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,596)
0 210 -210 -1,875 -2,190 -2,085 -2,190 489 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,885
COMMITMENTS
18,725 0 2,560 19,345 38,325 40,630 40,885 255 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,323)
210 0 -210 -1,323 -1,113 -1,323 -1,323 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 0.0 6.3 47.3 93.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 9 11 11 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,965
COMMITMENTS
765 88 0 14,434 15,622 15,199 15,710 766 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,014)
0 -1,179 -21 -1,972 -814 -1,993 -2,014 -21 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 0.0 90.4 97.9 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 862,506
COMMITMENTS
23,400 41,035 0 839,106 821,471 862,506 862,506 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -58,752)
0 -816 -1,224 -57,528 -56,712 -58,752 -58,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.8 0.0 97.3 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 947,668
COMMITMENTS
95,735 0 0 851,933 947,668 947,668 947,668 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -29,784)
0 0 0 -29,784 -29,784 -29,784 -29,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 89.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 15 13 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,402
COMMITMENTS
441 0 186 4,767 5,216 5,394 5,402 8 -0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 225)
83 0 -45 186 270 223 225 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 3.4 88.2 96.6 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 14 16 18 20
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,442
COMMITMENTS
295 36 42 19,972 20,174 20,309 20,252 133 190
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 621)
0 0 0 621 621 621 621 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.2 97.7 98.7 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 2 40 38 44 40
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,695
COMMITMENTS
0 85 0 5,561 5,216 5,561 5,301 134 394
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,336)
0 20 -25 -1,295 -1,540 -1,320 -1,545 -16 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.6 91.6 97.6 93.1 2.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 18 18 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,901
COMMITMENTS
45 0 0 7,667 7,686 7,712 7,686 1,189 1,215
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -993)
5 0 0 -884 -1,136 -879 -1,136 -114 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 86.1 86.3 86.6 86.3 13.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 14 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,319,687
COMMITMENTS
327,296 112,921 804,345 1091985 1332855 2223626 2250121 96,061 69,566
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 77,718)
4,795 697 56,979 7,632 19,897 69,406 77,573 8,312 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.9 34.7 47.1 57.5 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
136 101 183 87 98 319 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,124
COMMITMENTS
69,541 12,350 27,939 71,443 127,246 168,923 167,535 1,201 2,589
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,571)
-944 -33 -49 -524 -1,739 -1,517 -1,821 -54 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 7.3 16.4 42.0 74.8 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 8 10 18 17 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,446
COMMITMENTS
46,407 8,408 465 90,375 117,790 137,247 126,663 48,199 58,783
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -15,414)
-2,850 -6,646 -2,722 -21,814 -16,391 -27,386 -25,759 11,972 10,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.5 0.3 48.7 63.5 74.0 68.3 26.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 13 17 18 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,511
COMMITMENTS
17,316 1,161 15,726 50,407 67,462 83,449 84,349 4,062 3,162
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,551)
-379 -28 317 2,695 2,210 2,633 2,499 -82 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 1.3 18.0 57.6 77.1 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 5 16 22 23 43 40
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 481,113
COMMITMENTS
29,762 1,800 78,712 358,900 385,290 467,375 465,802 13,738 15,311
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -32,843)
-1,855 -576 -11,318 -22,804 -24,885 -35,977 -36,779 3,134 3,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.4 16.4 74.6 80.1 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 1 11 32 32 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,523
COMMITMENTS
0 1,267 475 17,048 15,781 17,523 17,523 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,985)
-200 -183 -300 -3,464 -3,501 -3,964 -3,984 -21 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.7 97.3 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 26 24 29 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,452
COMMITMENTS
4,840 12,393 2,456 48,481 37,519 55,777 52,368 3,675 7,084
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 236)
140 374 -390 512 502 262 486 -26 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 20.8 4.1 81.5 63.1 93.8 88.1 6.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 7 20 15 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,201
COMMITMENTS
3,230 2,227 2,266 22,707 23,492 28,203 27,985 1,998 2,216
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 70)
527 225 -625 453 370 355 -30 -285 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.4 7.5 75.2 77.8 93.4 92.7 6.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 5 13 15 21 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,551
COMMITMENTS
5,049 3,509 6,062 8,509 9,991 19,620 19,562 3,932 3,989
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 165)
30 -279 -123 13 581 -80 178 245 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 14.9 25.7 36.1 42.4 83.3 83.1 16.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 8 10 10 22 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,691
COMMITMENTS
1,847 1,884 1,265 12,549 12,584 15,661 15,733 1,030 958
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 616)
318 -90 151 50 503 518 564 98 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.3 7.6 75.2 75.4 93.8 94.3 6.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 6 15 15 26 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,780
COMMITMENTS
5,014 624 8,473 67,133 68,892 80,621 77,989 9,159 11,791
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -4,991)
-27 369 -1,636 -3,323 -3,607 -4,986 -4,874 -5 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.7 9.4 74.8 76.7 89.8 86.9 10.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 4 19 20 24 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,859
COMMITMENTS
9,722 4,420 481 7,329 12,798 17,532 17,699 1,327 1,160
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 17)
-375 354 -12 272 -229 -115 113 132 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 23.4 2.6 38.9 67.9 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
45 28 11 27 34 77 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,428
COMMITMENTS
29,707 9,965 287 7,517 29,716 37,512 39,968 5,916 3,460
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -518)
537 -378 -232 -182 272 122 -338 -640 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 22.9 0.7 17.3 68.4 86.4 92.0 13.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
71 40 9 25 37 100 82
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,092
COMMITMENTS
84,927 21,430 30,956 149,561 222,311 265,443 274,696 23,649 14,396
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 5,089)
5,537 -1,912 235 -2,442 7,256 3,330 5,579 1,759 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 7.4 10.7 51.7 76.9 91.8 95.0 8.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
77 18 39 79 90 171 133
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,413
COMMITMENTS
450 1,120 100 7,843 7,173 8,393 8,393 20 20
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 83)
0 0 0 83 83 83 83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.3 1.2 93.2 85.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 27 31 30 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,112
COMMITMENTS
225 134 0 50,890 51,649 51,115 51,783 997 329
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -328)
-275 0 0 -3 -278 -278 -278 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 97.7 99.1 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 0 47 41 49 42
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,770
COMMITMENTS
0 150 0 14,408 14,470 14,408 14,620 362 150
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 711)
0 0 0 711 711 711 711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.5 98.0 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,465
COMMITMENTS
200 3,225 0 7,265 4,240 7,465 7,465 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 400)
0 350 0 400 50 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 43.2 0.0 97.3 56.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 0 30 20 33 24
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,026
COMMITMENTS
147 0 78 3,571 3,846 3,796 3,924 230 102
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 331)
138 0 0 375 331 513 331 -182 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.9 88.7 95.5 94.3 97.5 5.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 13 20 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,315
COMMITMENTS
884 4,528 274 21,154 17,432 22,312 22,234 3 81
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,963)
164 152 -726 -3,394 -3,353 -3,956 -3,927 -7 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 20.3 1.2 94.8 78.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 3 35 38 39 44
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,206
COMMITMENTS
1,702 742 471 8,889 9,991 11,062 11,204 144 2
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,243)
-277 72 -141 -1,918 -2,161 -2,336 -2,230 93 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 6.6 4.2 79.3 89.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 24 24 28 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,846
COMMITMENTS
9,978 2,280 596 18,852 26,184 29,426 29,060 420 786
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,447)
-893 -116 -244 -2,520 -3,494 -3,657 -3,854 210 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 7.6 2.0 63.2 87.7 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 22 29 27 37
Updated January 6, 2012