GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,162
COMMITMENTS
356 0 495 44,896 45,341 45,747 45,836 415 326
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,148)
137 0 50 947 1,084 1,134 1,134 14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 1.1 97.3 98.2 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 0 2 37 45 39 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,580
COMMITMENTS
0 0 0 15,413 15,540 15,413 15,540 167 40
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -34)
0 0 0 -34 -34 -34 -34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,032
COMMITMENTS
0 405 255 8,858 8,478 9,113 9,138 919 894
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 114)
0 48 57 70 -20 127 85 -13 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 2.5 88.3 84.5 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 3 33 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,353
COMMITMENTS
761 64 158 4,897 5,495 5,816 5,717 537 636
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 493)
69 30 6 438 526 513 562 -20 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.0 2.5 77.1 86.5 91.5 90.0 8.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 6 40 42 47 49
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,730
COMMITMENTS
105 0 62 3,254 2,782 3,421 2,844 309 886
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -107)
0 0 0 -125 142 -125 142 18 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.7 87.2 74.6 91.7 76.2 8.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 22 21 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,821
COMMITMENTS
90 533 10 2,032 1,950 2,132 2,493 689 328
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 66)
0 40 -40 107 27 67 27 -1 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 18.9 0.4 72.0 69.1 75.6 88.4 24.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 21 24 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,949
COMMITMENTS
23 5 48 1,485 1,621 1,556 1,674 393 275
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 95)
-17 3 -28 316 119 271 94 -176 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 2.5 76.2 83.2 79.8 85.9 20.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 15 14 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,511
COMMITMENTS
0 0 0 7,325 7,385 7,325 7,385 186 126
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 574)
0 0 0 574 574 574 574 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.3 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 15 15 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,808
COMMITMENTS
0 493 51 27,517 27,264 27,568 27,808 240 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,778)
0 150 0 2,778 2,628 2,778 2,778 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.2 99.0 98.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 26 29 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,105
COMMITMENTS
53,731 33,244 53,004 153,384 196,550 260,119 282,798 48,986 26,307
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,397)
2,733 -122 5,414 -4,330 -2,012 3,817 3,280 -420 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 10.8 17.1 49.6 63.6 84.2 91.5 15.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 19 37 71 85 137 129
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,778
COMMITMENTS
0 9,316 13,911 31,165 22,087 45,075 45,314 1,702 1,464
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -887)
0 148 -490 -294 -478 -784 -820 -103 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 29.7 66.6 47.2 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,096
COMMITMENTS
195 2,441 250 13,633 10,905 14,078 13,596 18 500
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 123)
45 0 100 -22 23 123 123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 17.3 1.8 96.7 77.4 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 1 2 40 37 43 40
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,825
COMMITMENTS
770 0 0 9,016 9,825 9,786 9,825 39 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,091)
100 0 0 991 1,091 1,091 1,091 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 91.8 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 0 22 23 26 23
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,605
COMMITMENTS
0 0 0 3,580 3,605 3,580 3,605 25 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 13 13 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,184,319
COMMITMENTS
221,155 379,645 447,968 429,479 302,574 1098603 1130188 85,716 54,131
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 56,088)
3,514 3,414 29,924 11,882 18,154 45,320 51,493 10,768 4,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 32.1 37.8 36.3 25.5 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
109 135 157 82 75 288 284
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,320,621
COMMITMENTS
98,567 154,782 940,556 1275584 1215543 2314707 2310881 5,914 9,740
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 303,128)
20,114 17,987 152,337 129,198 130,582 301,650 300,906 1,479 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.7 40.5 55.0 52.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 30 55 64 60 128 124
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 43,154
COMMITMENTS
16,788 11,401 12,718 11,076 16,825 40,582 40,944 2,571 2,209
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 26.4 29.5 25.7 39.0 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 11 8 10 19 22
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 106,509
COMMITMENTS
53,111 42,976 38,613 13,503 24,370 105,228 105,959 1,281 549
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 12,837)
7,242 4,577 4,201 1,221 3,916 12,664 12,694 173 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 40.3 36.3 12.7 22.9 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 17 18 11 16 31 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,427
COMMITMENTS
0 7,848 2,396 46,642 34,168 49,038 44,412 3,389 8,015
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 914)
0 -920 856 0 920 856 856 58 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.0 4.6 89.0 65.2 93.5 84.7 6.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 12 14 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,835
COMMITMENTS
1,164 606 2,874 73,496 72,318 77,534 75,798 8,301 10,037
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 790)
-133 153 74 849 36 790 262 -0 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 3.3 85.6 84.3 90.3 88.3 9.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 17 17 20 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,646,864
COMMITMENTS
488,627 259,586 732,033 1391758 1631080 2612418 2622699 34,446 24,165
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 115,437)
2,736 -8,192 39,130 73,616 83,203 115,482 114,141 -45 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.8 27.7 52.6 61.6 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 25 48 94 83 151 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,225,960
COMMITMENTS
280,568 132,195 232,452 707,650 858,867 1220670 1223514 5,290 2,446
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 95,942)
42,636 57,118 -4,841 57,632 43,799 95,427 96,076 515 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.8 19.0 57.7 70.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 22 30 39 41 74 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,143
COMMITMENTS
201 657 181 10,316 10,048 10,698 10,886 446 258
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,612)
-178 275 -56 1,628 1,277 1,394 1,496 219 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.9 1.6 92.6 90.2 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 3 32 36 37 41
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,650
COMMITMENTS
3 425 28 1,339 970 1,370 1,423 280 227
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 128)
-107 -2 2 148 174 43 174 85 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 25.8 1.7 81.2 58.8 83.0 86.2 17.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 23 22 24 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 248,106
COMMITMENTS
17,412 2,163 40,712 186,979 203,192 245,104 246,068 3,002 2,038
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 10,161)
-158 -6 2,689 7,389 7,237 9,919 9,920 242 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 16.4 75.4 81.9 98.8 99.2 1.2 0.8
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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,542
COMMITMENTS
5,125 650 4,150 28,051 33,124 37,326 37,924 1,216 618
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,078)
1,118 20 273 1,687 2,775 3,078 3,068 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.7 10.8 72.8 85.9 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 22 23 25 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,328
COMMITMENTS
3,243 1,054 560 8,800 11,486 12,602 13,100 726 228
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -149)
4 0 -22 50 -106 32 -128 -181 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.9 4.2 66.0 86.2 94.6 98.3 5.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 15 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,160
COMMITMENTS
1,850 2,690 174 23,833 23,552 25,857 26,416 2,303 1,744
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 136)
114 0 -116 114 264 112 148 24 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.6 0.6 84.6 83.6 91.8 93.8 8.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,733
COMMITMENTS
5,190 0 400 4,806 9,741 10,396 10,141 1,337 1,592
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 404)
420 0 -150 134 554 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 0.0 3.4 41.0 83.0 88.6 86.4 11.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 18 17 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,352
COMMITMENTS
0 2,236 416 10,726 8,956 11,142 11,608 1,210 744
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 -20 0 0 20 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 3.4 86.8 72.5 90.2 94.0 9.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 17 15 19 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,919
COMMITMENTS
0 0 0 69,919 69,919 69,919 69,919 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 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: 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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,083,035
COMMITMENTS
0 0 0 1083035 1083035 1083035 1083035 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 5,500)
0 0 0 5,500 5,500 5,500 5,500 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 01/17/12 |
--------------------------------------------------------------| 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 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/17/12 |
--------------------------------------------------------------| 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 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/17/12 |
--------------------------------------------------------------| 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 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,826,708
COMMITMENTS
0 0 0 1826708 1826708 1826708 1826708 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,129)
0 0 0 3,129 3,129 3,129 3,129 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 16 25 16 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,886
COMMITMENTS
5,100 4,283 8,187 47,599 48,161 60,886 60,631 0 255
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.0 13.4 78.2 79.1 100.0 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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,171,425
COMMITMENTS
37,512 76,435 23,325 1110588 1071665 1171425 1171425 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 3,875 3,875 3,875 3,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 2.0 94.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 28 21 31 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,239
COMMITMENTS
0 685 0 48,984 48,299 48,984 48,984 255 255
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -255 0 -255 0 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 99.5 98.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 14 17 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| 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 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,565
COMMITMENTS
18,725 0 2,560 24,025 43,005 45,310 45,565 255 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 0.0 5.6 52.7 94.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 11 13 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,315
COMMITMENTS
765 88 0 14,528 15,972 15,293 16,060 1,022 255
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 418)
0 0 0 162 418 162 418 256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.5 0.0 89.0 97.9 93.7 98.4 6.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 863,586
COMMITMENTS
23,400 41,419 0 840,186 822,167 863,586 863,586 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 0)
0 384 0 0 -384 0 0 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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303
COMMITMENTS
99,610 0 0 863,693 963,303 963,303 963,303 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 15,635)
3,875 0 0 11,760 15,635 15,635 15,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 89.7 100.0 100.0 100.0 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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,555
COMMITMENTS
410 0 165 5,951 6,379 6,525 6,544 30 11
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 623)
-37 0 -21 675 646 616 624 7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 2.5 90.8 97.3 99.5 99.8 0.5 0.2
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 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,288
COMMITMENTS
220 0 0 17,647 17,705 17,867 17,705 421 583
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 749)
10 0 0 688 690 698 690 51 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.5 96.8 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 33 33 35 33
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,147
COMMITMENTS
0 95 0 5,968 5,583 5,968 5,678 179 469
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -23)
0 0 0 -68 -68 -68 -68 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.1 90.8 97.1 92.4 2.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 16 19 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,647
COMMITMENTS
45 0 0 8,379 8,445 8,424 8,445 1,223 1,202
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 491)
0 0 0 472 489 472 489 19 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 86.9 87.5 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 15 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,270,314
COMMITMENTS
346,652 103,718 750,366 1078403 1355267 2175420 2209350 94,893 60,964
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -79,161)
9,616 603 -58,900 -19,987 -12,231 -69,270 -70,527 -9,891 -8,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.6 33.1 47.5 59.7 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
153 84 185 93 96 326 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,671
COMMITMENTS
64,879 14,923 36,605 78,189 126,212 179,673 177,739 998 2,932
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 9,723)
1,804 2,024 4,038 3,296 3,228 9,137 9,289 586 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 8.3 20.3 43.3 69.9 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 10 13 18 17 31 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,457
COMMITMENTS
49,878 9,477 915 92,116 120,421 142,909 130,813 49,548 61,644
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,271)
843 1,129 534 1,062 1,849 2,439 3,512 832 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 4.9 0.5 47.9 62.6 74.3 68.0 25.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 4 13 17 19 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,925
COMMITMENTS
15,106 1,265 16,850 51,363 66,299 83,319 84,413 4,606 3,512
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -1,646)
-668 32 223 -1,081 -1,815 -1,526 -1,560 -120 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 1.4 19.2 58.4 75.4 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 6 21 22 24 47 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 483,424
COMMITMENTS
27,909 737 81,610 360,131 385,664 469,650 468,011 13,774 15,414
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -479)
-1,413 -605 1,005 -105 -715 -512 -314 33 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.2 16.9 74.5 79.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 11 32 32 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,356
COMMITMENTS
0 842 575 15,772 14,939 16,347 16,356 9 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -700)
0 -25 0 -700 -675 -700 -700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 3.5 96.4 91.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 3 26 25 29 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,108
COMMITMENTS
4,939 12,963 3,526 50,768 39,660 59,233 56,149 3,875 6,959
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,817)
74 615 1,477 429 -127 1,980 1,965 -163 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 20.5 5.6 80.4 62.8 93.9 89.0 6.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 8 20 15 30 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,530
COMMITMENTS
4,016 1,910 1,981 22,719 24,119 28,716 28,010 1,814 2,520
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -471)
704 -100 -120 -923 -207 -339 -427 -132 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 6.3 6.5 74.4 79.0 94.1 91.7 5.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 13 15 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,290
COMMITMENTS
2,373 181 0 4,785 7,060 7,158 7,241 132 49
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 2.5 0.0 65.6 96.8 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 11 12 12
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,936
COMMITMENTS
5,689 2,977 7,538 9,586 11,387 22,813 21,901 3,123 4,035
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 778)
266 173 444 579 300 1,289 918 -511 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 11.5 29.1 37.0 43.9 88.0 84.4 12.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 9 11 11 27 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,822
COMMITMENTS
1,808 1,607 1,103 10,902 11,297 13,814 14,008 1,008 814
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -946)
-152 -16 -65 -685 -688 -902 -769 -44 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.8 7.4 73.6 76.2 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 7 9 14 13 25 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,779
COMMITMENTS
4,345 710 10,290 71,537 72,077 86,172 83,078 7,607 10,701
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,488)
-370 108 1,450 1,115 792 2,194 2,349 -706 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.8 11.0 76.3 76.9 91.9 88.6 8.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 5 20 21 26 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,527
COMMITMENTS
9,941 4,731 361 6,542 12,078 16,843 17,170 1,683 1,357
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -342)
422 -233 90 -1,080 -225 -568 -368 225 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 25.5 1.9 35.3 65.2 90.9 92.7 9.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
46 25 11 27 36 80 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,601
COMMITMENTS
30,977 9,486 517 8,218 32,237 39,713 42,240 5,888 3,361
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 938)
582 -509 251 442 1,586 1,275 1,328 -337 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 20.8 1.1 18.0 70.7 87.1 92.6 12.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
72 33 10 22 38 99 77
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,901
COMMITMENTS
91,271 18,515 38,268 164,153 247,589 293,693 304,373 25,208 14,528
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 9,269)
2,825 322 863 4,773 7,104 8,461 8,288 809 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.8 12.0 51.5 77.6 92.1 95.4 7.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
87 16 44 78 87 178 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,039
COMMITMENTS
8,569 0 1,200 8,265 15,183 18,034 16,383 4,005 5,656
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,890)
787 0 150 2,242 2,626 3,179 2,776 -289 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 0.0 5.4 37.5 68.9 81.8 74.3 18.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 0 3 7 16 14 19
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,351
COMMITMENTS
0 0 0 7,605 7,327 7,605 7,327 746 1,024
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 87.7 91.1 87.7 8.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 13 16 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,313
COMMITMENTS
296 1,168 204 6,757 5,891 7,257 7,263 56 50
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 796)
-54 0 204 646 600 796 804 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.0 2.8 92.4 80.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 27 29 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,409
COMMITMENTS
325 0 0 45,149 46,120 45,474 46,120 935 289
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,146)
0 0 0 1,146 1,026 1,146 1,026 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.3 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 0 42 34 44 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,859
COMMITMENTS
0 0 0 13,497 13,709 13,497 13,709 362 150
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,054)
0 0 0 1,054 1,054 1,054 1,054 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 98.9 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 14 21 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,750
COMMITMENTS
425 3,075 350 6,975 4,305 7,750 7,730 0 20
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 500)
275 200 50 175 250 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 39.7 4.5 90.0 55.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 27 16 31 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,600
COMMITMENTS
1,161 4,808 849 22,469 18,902 24,479 24,559 121 41
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 711)
117 24 275 258 472 650 771 61 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 19.5 3.5 91.3 76.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 4 5 36 43 43 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,090
COMMITMENTS
2,352 865 459 10,155 11,697 12,966 13,021 124 69
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,038)
400 78 -12 650 905 1,038 971 0 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.6 3.5 77.6 89.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 1 25 26 30 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,477
COMMITMENTS
9,978 2,680 596 19,483 26,415 30,057 29,691 420 786
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 285)
0 400 0 285 -115 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.8 2.0 63.9 86.7 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 5 23 31 28 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,286
COMMITMENTS
3,562 0 376 15,793 18,458 19,731 18,834 4,555 5,452
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 1.5 65.0 76.0 81.2 77.6 18.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 15 17 17
Updated January 20, 2012