IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 99,523
COMMITMENTS
102 2,307 2,820 96,601 94,383 99,523 99,510 0 13
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -798)
-28 155 -56 -714 -910 -798 -811 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.3 2.8 97.1 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 3 10 14 15 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,294
COMMITMENTS
0 1,532 988 41,919 40,714 42,907 43,234 387 60
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,273)
0 97 0 3,273 3,166 3,273 3,263 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 2.3 96.8 94.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 2 36 39 38 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,272
COMMITMENTS
0 80 0 7,075 6,972 7,075 7,052 197 220
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 406)
0 0 0 406 406 406 406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.3 95.9 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 24 21 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,554
COMMITMENTS
472 245 663 12,156 12,606 13,291 13,514 1,263 1,040
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 867)
89 40 12 635 688 736 740 131 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.7 4.6 83.5 86.6 91.3 92.9 8.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 3 36 40 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,217
COMMITMENTS
287 240 381 5,874 5,939 6,542 6,560 675 657
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 879)
-36 65 25 849 880 838 970 41 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 5.3 81.4 82.3 90.6 90.9 9.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 5 6 41 47 48 56
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,137
COMMITMENTS
0 0 0 5,579 5,639 5,579 5,639 558 498
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 287)
0 0 0 217 257 217 257 70 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 91.9 90.9 91.9 9.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 19 18 19
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,227
COMMITMENTS
105 618 19 5,444 5,307 5,568 5,944 659 283
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 72)
0 -40 0 107 107 107 67 -35 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.9 0.3 87.4 85.2 89.4 95.5 10.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 22 26 24 28
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,240
COMMITMENTS
95 0 5 1,752 1,705 1,852 1,710 388 530
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -362)
5 -43 -35 -427 -141 -457 -219 95 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.2 78.2 76.1 82.7 76.3 17.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 18 16 20 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,796
COMMITMENTS
177 52 51 1,181 1,374 1,409 1,477 387 319
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -30)
-3 -5 8 -77 -53 -72 -50 42 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.9 2.8 65.8 76.5 78.5 82.2 21.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 16 17 19 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,595
COMMITMENTS
0 0 0 6,430 6,565 6,430 6,565 165 30
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 870)
0 0 0 882 870 882 870 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.5 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 17 20 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,163
COMMITMENTS
0 231 150 8,652 8,745 8,802 9,126 361 37
CHANGES FROM 10/02/12 (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 2.5 1.6 94.4 95.4 96.1 99.6 3.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,510
COMMITMENTS
0 195 240 22,210 22,075 22,450 22,510 60 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -373)
0 -200 27 -400 -200 -373 -373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.1 98.7 98.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 25 26 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 355,395
COMMITMENTS
54,405 24,806 70,536 180,772 235,788 305,713 331,130 49,682 24,265
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,447)
1,198 -937 -4,090 -347 6,908 -3,239 1,881 6,686 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 7.0 19.8 50.9 66.3 86.0 93.2 14.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
52 23 47 70 79 148 131
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,233,595
COMMITMENTS
271,549 327,404 460,067 415,459 406,723 1147076 1194194 86,519 39,401
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 41,824)
10,786 12,184 12,472 13,097 20,058 36,355 44,713 5,469 -2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 26.5 37.3 33.7 33.0 93.0 96.8 7.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
146 111 167 82 76 330 275
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,638,978
COMMITMENTS
102,526 38,235 578,193 952,255 1020074 1632975 1636502 6,003 2,477
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 23,923)
3,697 -2,800 15,642 4,325 11,230 23,664 24,072 259 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 35.3 58.1 62.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
54 29 65 61 61 135 135
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 107,319
COMMITMENTS
26,850 46,662 21,767 55,027 36,887 103,643 105,315 3,676 2,004
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 6,675)
92 -1,369 3,198 3,353 4,821 6,643 6,650 33 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 43.5 20.3 51.3 34.4 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 8 17 19 20 38 37
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,555
COMMITMENTS
13,936 12,692 12,772 8,592 9,831 35,300 35,296 255 259
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,033)
1,356 1,331 933 741 604 3,030 2,868 3 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 35.7 35.9 24.2 27.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 10 10 16 22 33
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,517,569
COMMITMENTS
516,935 64,842 678,320 1292450 1755664 2487705 2498826 29,864 18,743
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 26,812)
27,462 1,969 -11,203 13,531 39,447 29,790 30,213 -2,978 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.6 26.9 51.3 69.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 18 42 92 85 142 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,021,282
COMMITMENTS
69,261 172,895 248,792 695,072 594,365 1013125 1016052 8,157 5,230
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 19,491)
-3,914 5,377 16,087 7,366 -2,400 19,539 19,064 -48 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 16.9 24.4 68.1 58.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 24 34 40 38 82 78
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,117
COMMITMENTS
1,250 0 105 5,251 6,235 6,606 6,340 510 776
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 215)
395 0 15 120 185 530 200 -315 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 1.5 73.8 87.6 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 16 17 17
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,185
COMMITMENTS
555 680 140 7,349 7,152 8,044 7,972 141 213
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 261)
145 50 70 46 141 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 1.7 89.8 87.4 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 14 17 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,044
COMMITMENTS
6,651 10,172 4,178 8,840 5,194 19,669 19,544 375 500
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,333)
570 814 870 973 1,148 2,413 2,832 -80 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 50.7 20.8 44.1 25.9 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 18 22 10 11 33 35
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,450
COMMITMENTS
3,870 3,735 2,170 3,085 2,790 9,125 8,695 325 755
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 280)
315 -110 430 -465 -160 280 160 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 39.5 23.0 32.6 29.5 96.6 92.0 3.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 10 12 7 7 21 22
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,158
COMMITMENTS
2,065 2,151 382 15,353 15,140 17,800 17,673 358 485
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,661)
119 361 123 2,401 2,243 2,643 2,727 19 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.8 2.1 84.6 83.4 98.0 97.3 2.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 6 7 35 40 48 50
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,880
COMMITMENTS
125 604 48 1,235 984 1,408 1,636 472 244
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 214)
47 26 18 277 278 342 322 -128 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 32.1 2.6 65.7 52.3 74.9 87.0 25.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 20 15 24 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 135,898
COMMITMENTS
2,461 2,684 15,605 116,152 115,980 134,218 134,269 1,680 1,629
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 250)
240 -29 102 -64 190 277 263 -27 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 11.5 85.5 85.3 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 32 32 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,758
COMMITMENTS
2,602 276 2,217 17,747 20,407 22,566 22,900 1,192 858
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 738)
41 220 -78 765 335 728 478 10 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.2 9.3 74.7 85.9 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 20 16 23 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,306
COMMITMENTS
0 1,506 128 6,813 5,379 6,941 7,013 1,365 1,293
CHANGES FROM 10/02/12 (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 18.1 1.5 82.0 64.8 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 15 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,026
COMMITMENTS
3,070 363 389 7,774 10,878 11,233 11,629 793 397
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -208)
-320 1 -1 81 -193 -240 -192 32 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 3.0 3.2 64.6 90.5 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 20 19 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,469
COMMITMENTS
330 1,480 658 17,324 17,251 18,312 19,389 2,157 1,080
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 8)
0 0 0 120 8 120 8 -112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.2 3.2 84.6 84.3 89.5 94.7 10.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 23 27 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,544
COMMITMENTS
1,290 0 120 5,519 7,033 6,929 7,153 1,615 1,391
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -130 -10 -130 -10 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 1.4 64.6 82.3 81.1 83.7 18.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,212
COMMITMENTS
986 1,904 1,690 7,765 7,677 10,441 11,271 1,771 941
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -216)
-200 -240 0 -40 24 -240 -216 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 15.6 13.8 63.6 62.9 85.5 92.3 14.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,912
COMMITMENTS
248 2,390 796 9,127 8,260 10,171 11,446 1,741 466
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 16)
0 120 0 16 -104 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 20.1 6.7 76.6 69.3 85.4 96.1 14.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,312
COMMITMENTS
0 0 0 55,312 55,312 55,312 55,312 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 62 62 62 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: 28)
0 0 0 20 15 20 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 908,489
COMMITMENTS
0 0 0 908,489 908,489 908,489 908,489 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,376)
0 0 0 2,376 2,376 2,376 2,376 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 17 20 17 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,250
COMMITMENTS
0 0 0 78,995 79,079 78,995 79,079 255 171
CHANGES FROM 10/02/12 (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 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,058,226
COMMITMENTS
0 0 0 1058226 1058226 1058226 1058226 0 0
CHANGES FROM 10/02/12 (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: 34)
0 0 0 18 23 18 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,444
COMMITMENTS
5,520 0 4,900 49,769 55,544 60,189 60,444 255 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 147)
0 0 0 147 147 147 147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 8.1 82.3 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,406
COMMITMENTS
39,741 105,450 12,891 1108774 1043065 1161406 1161406 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 1.1 95.5 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 25 32 28
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,474
COMMITMENTS
0 3,677 0 45,410 41,287 45,410 44,964 64 510
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 84)
0 84 0 84 0 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 99.9 90.8 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,841
COMMITMENTS
640 5,420 0 38,691 34,421 39,331 39,841 510 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,295)
0 0 0 1,295 1,295 1,295 1,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.6 0.0 97.1 86.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,319
COMMITMENTS
7,104 0 1,805 15,410 22,514 24,319 24,319 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.0 7.4 63.4 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,467
COMMITMENTS
192 1,675 0 13,423 12,664 13,615 14,339 852 128
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -0)
0 -84 0 -0 84 -0 -0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.6 0.0 92.8 87.5 94.1 99.1 5.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 13 19 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 10/02/12 (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 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,873
COMMITMENTS
11,850 126,970 0 902,023 786,903 913,873 913,873 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.9 0.0 98.7 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 17 17 18
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 455,101
COMMITMENTS
72,490 461 82,950 299,661 371,690 455,101 455,101 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.1 18.2 65.8 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 13 16 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,673
COMMITMENTS
353 186 160 9,140 9,323 9,653 9,669 20 4
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -25)
16 21 -21 -21 -25 -25 -25 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.9 1.7 94.5 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 20 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,010
COMMITMENTS
2,175 0 0 28,254 30,635 30,429 30,635 581 375
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,205)
0 0 0 -2,295 -2,230 -2,295 -2,230 90 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 91.1 98.8 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 33 37 35 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,375
COMMITMENTS
151 675 42 8,871 8,245 9,064 8,962 311 413
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -20)
-5 0 -4 -26 -6 -35 -10 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.2 0.4 94.6 87.9 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,409
COMMITMENTS
930 0 0 10,239 11,305 11,169 11,305 240 104
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 114)
0 0 0 84 84 84 84 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 89.7 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 20 23 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,037
COMMITMENTS
138 25 0 4,377 4,822 4,515 4,847 522 190
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 172)
0 0 0 61 179 61 179 111 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 86.9 95.7 89.6 96.2 10.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,526,868
COMMITMENTS
377,616 109,417 873,893 1187709 1458130 2439218 2441440 87,650 85,429
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 442)
-231 9,628 19,958 -20,436 -37,241 -709 -7,655 1,151 8,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.3 34.6 47.0 57.7 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
169 110 218 96 104 366 348
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,497
COMMITMENTS
52,127 28,753 28,376 88,278 109,541 168,780 166,670 717 2,827
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 8,834)
870 6,646 658 7,332 1,310 8,859 8,614 -25 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 17.0 16.7 52.1 64.6 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 12 23 25 36 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,559
COMMITMENTS
55,528 15,119 657 77,668 107,871 133,853 123,647 46,706 56,912
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,610)
190 -90 -93 3,166 3,736 3,263 3,553 347 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 8.4 0.4 43.0 59.7 74.1 68.5 25.9 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 3 16 16 22 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,879
COMMITMENTS
9,978 1,705 19,299 36,925 45,780 66,202 66,784 2,676 2,094
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -590)
-140 -525 162 -598 -208 -576 -572 -13 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.5 28.0 53.6 66.5 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 11 20 22 24 46 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 347,240
COMMITMENTS
27,409 1,782 65,234 249,590 270,589 342,233 337,606 5,007 9,635
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -685)
-636 -79 50 105 -341 -481 -369 -204 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.5 18.8 71.9 77.9 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 3 15 32 32 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,972
COMMITMENTS
5,834 10,854 2,874 73,380 66,977 82,088 80,705 2,884 4,267
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -1,570)
-468 0 -747 -123 -666 -1,338 -1,413 -232 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.8 3.4 86.4 78.8 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 7 8 22 19 32 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,721
COMMITMENTS
2,775 2,804 1,673 29,558 29,717 34,006 34,194 2,715 2,527
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,297)
-281 1,056 -1,203 -3,008 -3,896 -4,492 -4,043 195 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.6 4.6 80.5 80.9 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 3 14 13 19 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,620
COMMITMENTS
444 3,546 766 37,361 30,310 38,571 34,622 23,049 26,998
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 667)
444 55 292 327 106 1,063 453 -396 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.8 1.2 60.6 49.2 62.6 56.2 37.4 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 16 17 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,086
COMMITMENTS
3,310 5,831 11,929 16,921 16,006 32,159 33,766 4,927 3,320
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,990)
147 -267 1,723 430 1,342 2,300 2,798 -310 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.7 32.2 45.6 43.2 86.7 91.0 13.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 10 15 15 16 32 35
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,672
COMMITMENTS
4,728 1,069 303 4,035 7,791 9,067 9,163 605 509
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -10)
232 -96 12 -150 56 94 -27 -103 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 11.0 3.1 41.7 80.6 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 9 10 15 13 32 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,944
COMMITMENTS
4,175 505 7,563 88,658 90,439 100,396 98,507 7,548 9,437
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,511)
-242 174 -101 1,588 1,215 1,245 1,289 266 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 7.0 82.1 83.8 93.0 91.3 7.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,235
COMMITMENTS
15,583 2,761 656 4,873 19,105 21,112 22,522 2,123 713
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -73)
329 -158 -19 -268 36 41 -142 -114 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 11.9 2.8 21.0 82.2 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
73 20 10 28 40 107 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,099
COMMITMENTS
51,337 5,147 4,181 9,740 60,736 65,258 70,064 6,841 2,035
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 5,681)
3,469 -190 1,278 988 4,482 5,735 5,571 -54 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 7.1 5.8 13.5 84.2 90.5 97.2 9.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
112 23 22 32 40 153 78
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,805
COMMITMENTS
111,968 37,055 43,121 111,903 200,200 266,993 280,376 26,812 13,429
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,081)
-2,814 -799 -511 3,614 2,300 288 990 2,792 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 12.6 14.7 38.1 68.1 90.9 95.4 9.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
84 22 58 76 89 187 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,660
COMMITMENTS
7,247 156 1,299 10,896 16,953 19,442 18,408 2,218 3,252
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,262)
243 0 100 1,050 1,190 1,393 1,290 -131 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 0.7 6.0 50.3 78.3 89.8 85.0 10.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 14 19 18 22
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,621
COMMITMENTS
150 0 0 7,654 7,688 7,804 7,688 817 933
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 88.8 89.2 90.5 89.2 9.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 15 15 15
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,479
COMMITMENTS
500 465 135 7,814 7,879 8,449 8,479 30 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 747)
0 0 0 747 747 747 747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.5 1.6 92.2 92.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 10 10 15 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,630
COMMITMENTS
102 6,838 289 12,239 5,338 12,630 12,465 0 165
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 961)
0 449 0 961 512 961 961 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 54.1 2.3 96.9 42.3 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 3 32 24 35 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,870
COMMITMENTS
2,406 175 0 44,258 46,665 46,664 46,840 206 30
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,334)
200 25 0 2,134 2,309 2,334 2,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.4 0.0 94.4 99.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 1 0 46 30 53 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,960
COMMITMENTS
338 150 0 9,412 9,810 9,750 9,960 210 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -523)
0 150 0 -523 -673 -523 -523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.5 0.0 94.5 98.5 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 15 13 17 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,145
COMMITMENTS
450 3,725 150 10,365 7,270 10,965 11,145 180 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -315)
0 -300 0 -315 -15 -315 -315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 33.4 1.3 93.0 65.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 25 19 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,660
COMMITMENTS
4,811 5,787 10,701 38,947 38,126 54,459 54,614 201 46
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 4,230)
-296 44 1,256 3,336 2,996 4,296 4,296 -66 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.6 19.6 71.3 69.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 2 6 46 41 56 48
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,664
COMMITMENTS
1,754 3,269 1,221 11,582 9,934 14,557 14,424 107 240
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,068)
-146 222 493 703 353 1,050 1,068 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 22.3 8.3 79.0 67.7 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 23 20 28 26
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,002
COMMITMENTS
3,390 306 3,780 15,616 18,901 22,786 22,987 216 15
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.3 16.4 67.9 82.2 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,016
COMMITMENTS
4,461 2,816 159 21,218 18,538 25,838 21,513 1,178 5,503
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,466)
71 92 -42 1,202 -750 1,231 -700 235 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.4 0.6 78.5 68.6 95.6 79.6 4.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 15 20 17 22
Updated October 12, 2012