GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,145
COMMITMENTS
526 0 740 47,452 48,191 48,718 48,931 427 214
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,769)
470 -45 25 1,327 1,837 1,822 1,817 -53 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.5 96.6 98.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 2 40 46 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,697
COMMITMENTS
0 0 0 24,534 24,669 24,534 24,669 163 28
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,990)
0 0 0 2,990 2,990 2,990 2,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,270
COMMITMENTS
0 459 293 8,968 8,692 9,261 9,444 1,009 826
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 304)
0 -38 81 210 263 291 306 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.9 87.3 84.6 90.2 92.0 9.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 35 38 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,781
COMMITMENTS
648 145 233 5,073 5,690 5,954 6,068 827 713
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 459)
32 100 87 372 314 491 501 -32 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.1 3.4 74.8 83.9 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 4 45 45 52 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,604
COMMITMENTS
80 339 22 1,880 1,880 1,982 2,241 622 363
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 76)
0 -25 22 99 207 121 204 -45 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.0 0.8 72.2 72.2 76.1 86.1 23.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 18 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,141
COMMITMENTS
51 0 40 1,625 1,798 1,716 1,838 425 303
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.9 75.9 84.0 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 16 17 17
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,484
COMMITMENTS
0 0 0 2,484 2,484 2,484 2,484 0 0
CHANGES FROM 02/21/12 (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: 24)
0 0 0 18 8 18 8
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,055
COMMITMENTS
0 0 0 10,869 10,929 10,869 10,929 186 126
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 19 18 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,679
COMMITMENTS
0 265 0 9,265 8,927 9,265 9,192 414 487
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 95.7 92.2 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,559
COMMITMENTS
0 630 307 27,252 26,622 27,559 27,559 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 540)
0 250 0 540 290 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.1 98.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 29 28 30 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 328,287
COMMITMENTS
71,043 40,875 41,985 166,388 225,359 279,416 308,218 48,871 20,068
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -18,616)
6,317 2,614 -10,584 -10,790 -5,743 -15,057 -13,712 -3,559 -4,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 12.5 12.8 50.7 68.6 85.1 93.9 14.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
62 21 40 77 87 156 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 59,659
COMMITMENTS
0 10,805 19,331 38,147 27,991 57,478 58,126 2,182 1,533
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,762)
0 351 1,340 1,436 1,077 2,777 2,768 -14 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 32.4 63.9 46.9 96.3 97.4 3.7 2.6
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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,297
COMMITMENTS
59 3,043 200 14,991 11,967 15,250 15,210 47 87
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 361)
0 25 -25 339 314 314 314 47 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 19.9 1.3 98.0 78.2 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 7 2 44 44 46 53
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,133
COMMITMENTS
758 100 0 9,321 10,033 10,079 10,133 54 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.0 0.0 92.0 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 0 24 27 28 28
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,914
COMMITMENTS
0 150 0 1,887 1,757 1,887 1,907 27 7
CHANGES FROM 02/21/12 (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 7.8 0.0 98.6 91.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,231,611
COMMITMENTS
247,992 382,274 420,224 488,852 380,850 1157068 1183348 74,543 48,263
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -62,373)
-14,027 -4,969 -47,754 -56 -8,793 -61,836 -61,516 -537 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 31.0 34.1 39.7 30.9 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
112 139 145 75 75 284 274
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,040
COMMITMENTS
427 14,879 1,076 54,214 39,287 55,717 55,242 6,323 6,798
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 24.0 1.7 87.4 63.3 89.8 89.0 10.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 12 12 14 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,256,744
COMMITMENTS
114,423 125,164 896,314 1238240 1226383 2248978 2247861 7,767 8,884
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -154,483)
15,646 -39,860 -97,497 -72,513 -16,266 -154,364 -153,622 -119 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.5 39.7 54.9 54.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 35 55 62 56 125 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 103,098
COMMITMENTS
21,307 19,338 25,520 53,536 56,080 100,363 100,939 2,735 2,159
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -9,484)
574 4,787 -8,066 -1,852 -6,064 -9,345 -9,343 -139 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 18.8 24.8 51.9 54.4 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 16 10 11 27 27
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 95,840
COMMITMENTS
40,122 26,713 40,946 14,167 27,609 95,236 95,268 604 571
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -24,888)
-20,638 -17,775 -1,067 -1,488 -5,182 -23,192 -24,024 -1,696 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 27.9 42.7 14.8 28.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 17 16 9 15 26 37
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,515
COMMITMENTS
0 6,932 1,950 43,546 33,009 45,496 41,891 5,019 8,624
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 124)
0 -122 62 62 124 124 64 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 3.9 86.2 65.3 90.1 82.9 9.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 13 14 16 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,883
COMMITMENTS
337 1,747 2,687 72,059 69,755 75,083 74,189 8,800 9,694
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,013)
337 135 149 527 837 1,013 1,121 0 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 3.2 85.9 83.2 89.5 88.4 10.5 11.6
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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,761,983
COMMITMENTS
504,093 282,166 753,106 1469087 1705538 2726286 2740810 35,697 21,173
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -178,916)
-30,893 -82,414 -26,496 -119,372 -69,432 -176,761 -178,342 -2,155 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 10.2 27.3 53.2 61.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 24 43 93 84 148 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,231,179
COMMITMENTS
221,739 157,732 272,159 732,333 799,084 1226231 1228975 4,948 2,204
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -235,479)
-132,972 41,807 -78,082 -25,191 -199,646 -236,245 -235,921 766 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 12.8 22.1 59.5 64.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 19 30 40 39 75 72
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,168
COMMITMENTS
334 747 222 15,296 14,948 15,852 15,917 316 251
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 927)
-10 -79 -35 909 1,060 864 946 63 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.6 1.4 94.6 92.5 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 5 36 42 42 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,846
COMMITMENTS
36 296 25 1,651 1,257 1,712 1,578 134 268
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 57)
0 0 0 113 65 113 65 -56 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 16.0 1.4 89.4 68.1 92.7 85.5 7.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 22 24 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 232,526
COMMITMENTS
14,187 2,102 35,595 180,040 193,362 229,822 231,059 2,704 1,468
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -7,810)
-113 -9 -2,233 -5,470 -5,469 -7,815 -7,710 5 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.9 15.3 77.4 83.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 5 32 31 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,573
COMMITMENTS
4,157 482 3,992 27,234 31,496 35,383 35,969 1,190 604
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -756)
345 78 -554 -551 -100 -760 -576 4 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.3 10.9 74.5 86.1 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 23 27 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,312
COMMITMENTS
3,741 1,066 531 9,217 12,471 13,488 14,068 824 244
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 597)
-11 12 -22 626 793 593 784 4 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.4 3.7 64.4 87.1 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 18 21 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,159
COMMITMENTS
1,496 3,600 254 26,267 25,274 28,017 29,128 2,142 1,031
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 258)
120 0 0 132 438 252 438 6 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.9 0.8 87.1 83.8 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 22 26 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,270
COMMITMENTS
1,306 0 290 7,166 7,694 8,762 7,984 1,508 2,286
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 318)
264 0 0 64 318 328 318 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 2.8 69.8 74.9 85.3 77.7 14.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 16 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,028
COMMITMENTS
0 2,434 400 11,017 9,278 11,417 12,112 1,611 916
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 402)
0 140 -16 198 268 182 392 220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 3.1 84.6 71.2 87.6 93.0 12.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 16 13 17 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,585
COMMITMENTS
0 0 0 69,585 69,585 69,585 69,585 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 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: 27)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,079,870
COMMITMENTS
0 0 0 1079870 1079870 1079870 1079870 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 18 16 18 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806
COMMITMENTS
0 0 0 38,806 38,806 38,806 38,806 0 0
CHANGES FROM 02/21/12 (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: 26)
0 0 0 16 14 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249
COMMITMENTS
0 0 0 701,249 701,249 701,249 701,249 0 0
CHANGES FROM 02/21/12 (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: 24)
0 0 0 15 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 134,793
COMMITMENTS
0 0 0 134,793 134,793 134,793 134,793 0 0
CHANGES FROM 02/21/12 (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: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,944,846
COMMITMENTS
0 0 0 1944846 1944846 1944846 1944846 0 0
CHANGES FROM 02/21/12 (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: 37)
0 0 0 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,461
COMMITMENTS
4,995 3,778 8,187 57,279 58,241 70,461 70,206 0 255
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -190)
0 -190 0 -190 0 -190 -190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.4 11.6 81.3 82.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 25 19 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,278,613
COMMITMENTS
65,013 119,011 46,725 1166875 1112877 1278613 1278613 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -6,027)
-10,635 0 0 4,608 -6,027 -6,027 -6,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.3 3.7 91.3 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,368
COMMITMENTS
0 1,282 110 50,024 48,976 50,134 50,368 234 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,606)
0 682 0 1,606 1,179 1,606 1,861 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.2 99.3 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 20 16 21 19
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182
COMMITMENTS
2,340 2,550 0 50,248 50,038 52,588 52,588 594 594
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 0.0 94.5 94.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 17 14 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848
COMMITMENTS
15,429 0 3,410 24,009 39,438 42,848 42,848 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 0.0 8.0 56.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 11 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,688
COMMITMENTS
702 19 176 13,788 15,025 14,666 15,220 1,022 468
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 203)
0 -44 176 27 71 203 203 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 1.1 87.9 95.8 93.5 97.0 6.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,747
COMMITMENTS
362 878 0 11,917 11,720 12,279 12,598 468 149
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.9 0.0 93.5 91.9 96.3 98.8 3.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 9 15 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392
COMMITMENTS
23,400 43,643 0 832,992 812,749 856,392 856,392 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.1 0.0 97.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450
COMMITMENTS
68,050 0 17,645 847,755 915,805 933,450 933,450 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,560
COMMITMENTS
307 0 261 6,964 7,291 7,532 7,552 28 8
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 116)
40 0 -18 92 134 115 116 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 3.4 92.1 96.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 15 19 18 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,897
COMMITMENTS
240 0 0 19,329 19,405 19,569 19,405 328 492
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,152)
20 0 0 1,130 1,152 1,150 1,152 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.1 97.5 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 31 35 33 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,150
COMMITMENTS
770 30 0 7,787 8,568 8,557 8,598 593 552
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 160)
195 27 -27 -6 160 162 160 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.3 0.0 85.1 93.6 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 15 16 18 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,378
COMMITMENTS
0 155 20 5,974 5,641 5,994 5,816 384 562
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 190 245 190 245 60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.3 93.7 88.4 94.0 91.2 6.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 14 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,209
COMMITMENTS
460 40 0 7,851 8,686 8,311 8,726 898 483
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 293)
10 0 0 69 443 79 443 214 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.4 0.0 85.3 94.3 90.2 94.8 9.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 15 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,499,297
COMMITMENTS
418,667 85,253 866,901 1103915 1475028 2389483 2427182 109,814 72,116
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 119,218)
21,503 -6,955 38,062 53,040 85,511 112,606 116,619 6,612 2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.4 34.7 44.2 59.0 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
200 72 219 97 103 379 331
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,429
COMMITMENTS
89,238 31,769 43,742 78,361 133,511 211,341 209,021 1,088 3,408
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -4,486)
1,638 -1,301 -2,172 -2,966 -117 -3,500 -3,589 -986 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 15.0 20.6 36.9 62.8 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 10 14 20 22 34 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,130
COMMITMENTS
49,891 10,801 1,326 94,078 123,224 145,295 135,351 56,835 66,779
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,827)
-2,728 249 -427 665 1,642 -2,490 1,464 6,317 2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.3 0.7 46.5 61.0 71.9 67.0 28.1 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 4 13 17 19 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,027
COMMITMENTS
15,277 631 16,158 55,414 71,249 86,849 88,038 4,179 2,989
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 406)
799 26 -345 190 887 644 567 -238 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.7 17.8 60.9 78.3 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 5 21 22 24 47 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 500,727
COMMITMENTS
34,933 1,296 81,875 369,883 399,576 486,690 482,747 14,037 17,979
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 6,505)
1,630 243 903 3,815 4,662 6,348 5,807 157 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.3 16.4 73.9 79.8 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 12 32 32 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,367
COMMITMENTS
537 750 450 18,292 18,167 19,279 19,367 88 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,067)
125 25 0 942 1,042 1,067 1,067 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.9 2.3 94.4 93.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 2 26 25 30 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,251
COMMITMENTS
4,969 12,674 10,063 59,938 49,464 74,970 72,201 3,281 6,050
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,431)
184 -930 1,300 4,000 5,254 5,484 5,624 -53 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 16.2 12.9 76.6 63.2 95.8 92.3 4.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 7 9 24 19 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,526
COMMITMENTS
3,680 2,271 4,356 29,106 30,219 37,142 36,846 2,384 2,680
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,504)
-1,800 1,049 550 3,784 1,119 2,534 2,718 -30 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.7 11.0 73.6 76.5 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,260
COMMITMENTS
4,776 0 702 4,680 9,510 10,158 10,212 102 48
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 450)
750 0 0 -300 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 0.0 6.8 45.6 92.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 11 14 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,593
COMMITMENTS
7,326 3,897 8,031 8,771 12,599 24,128 24,528 3,466 3,066
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 373)
-294 847 4 598 -443 308 409 65 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 14.1 29.1 31.8 45.7 87.4 88.9 12.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 10 13 14 29 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,561
COMMITMENTS
5,236 1,214 3,770 13,698 18,361 22,705 23,346 1,857 1,216
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,904)
630 166 1,304 2,382 3,248 4,316 4,718 589 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.9 15.3 55.8 74.8 92.4 95.1 7.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 7 13 16 13 31 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,313
COMMITMENTS
3,551 0 15,299 86,828 88,631 105,678 103,930 10,635 12,383
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,053)
344 -184 266 2,997 3,805 3,607 3,886 447 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 13.2 74.7 76.2 90.9 89.4 9.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 0 6 22 23 28 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,559
COMMITMENTS
14,139 2,400 764 5,369 18,841 20,272 22,005 2,287 554
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,132)
1,275 324 -189 -8 1,010 1,078 1,145 54 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 10.6 3.4 23.8 83.5 89.9 97.5 10.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
80 18 9 24 35 111 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 49,771
COMMITMENTS
31,026 2,911 1,375 9,737 43,741 42,138 48,028 7,632 1,742
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 577)
-933 -481 -88 632 1,391 -388 822 965 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 5.8 2.8 19.6 87.9 84.7 96.5 15.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
92 18 16 23 40 122 71
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 373,330
COMMITMENTS
111,634 19,485 42,545 191,159 298,051 345,338 360,081 27,992 13,249
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,689)
3,990 49 -8,343 5,011 8,827 659 532 -2,348 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.2 11.4 51.2 79.8 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
98 15 62 89 97 208 163
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,761
COMMITMENTS
9,816 418 313 9,916 18,062 20,045 18,793 4,716 5,968
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,555)
458 209 -125 717 665 1,050 749 505 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 1.7 1.3 40.0 72.9 81.0 75.9 19.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 11 23 18 27
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,098
COMMITMENTS
296 1,980 254 9,492 7,814 10,042 10,048 56 50
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 504)
0 0 0 504 504 504 504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 19.6 2.5 94.0 77.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 30 31 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,621
COMMITMENTS
1,600 299 1 56,300 57,948 57,901 58,248 720 373
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,920)
850 200 0 3,430 3,679 4,280 3,879 -360 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 96.0 98.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 1 42 32 47 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,076
COMMITMENTS
0 0 0 18,849 18,926 18,849 18,926 227 150
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 478)
0 0 0 478 478 478 478 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,365
COMMITMENTS
625 3,500 0 7,740 4,865 8,365 8,365 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 350)
0 200 0 350 150 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 41.8 0.0 92.5 58.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 26 18 28 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,040
COMMITMENTS
490 400 371 4,021 4,269 4,882 5,040 158 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 425)
-100 0 75 450 350 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.9 7.4 79.8 84.7 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 11 20 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,758
COMMITMENTS
981 2,915 1,774 21,973 19,968 24,728 24,657 30 101
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 748)
2 -617 260 520 1,192 782 835 -34 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.8 7.2 88.8 80.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 4 3 39 41 46 46
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,327
COMMITMENTS
100 2,099 0 4,227 2,097 4,327 4,196 0 131
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -18)
0 -164 0 -18 146 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 48.5 0.0 97.7 48.5 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 0 10 12 11 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,528
COMMITMENTS
926 2,229 240 11,286 10,039 12,452 12,508 76 20
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 726)
0 273 0 707 435 707 708 19 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 17.8 1.9 90.1 80.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 1 28 29 32 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,472
COMMITMENTS
12,650 2,882 325 16,112 25,538 29,087 28,745 385 727
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -13)
3,355 -150 -150 -3,218 287 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 9.8 1.1 54.7 86.7 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 6 4 23 29 29 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,975
COMMITMENTS
2,266 0 1,824 21,908 22,633 25,998 24,457 3,977 5,518
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,019)
189 0 0 -275 941 -86 941 1,105 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 6.1 73.1 75.5 86.7 81.6 13.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 16 21 19 23
Updated March 2, 2012