IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 100,382
COMMITMENTS
102 2,085 2,851 97,429 95,446 100,382 100,382 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 623)
0 53 0 647 594 647 647 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.8 97.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 3 9 13 14 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,582
COMMITMENTS
0 903 1,480 42,766 42,164 44,246 44,547 336 35
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -45)
0 -219 127 -115 51 12 -41 -57 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 3.3 95.9 94.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 2 40 42 42 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,015
COMMITMENTS
0 80 0 9,820 9,717 9,820 9,797 195 218
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,919)
0 0 0 1,911 1,911 1,911 1,911 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.1 97.0 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 24 25 24 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,707
COMMITMENTS
517 372 874 14,197 14,536 15,588 15,782 1,119 925
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 200)
34 50 51 240 236 325 337 -125 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 5.2 85.0 87.0 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 6 41 44 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,278
COMMITMENTS
308 193 463 6,891 6,870 7,662 7,526 616 752
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 568)
-48 -20 73 569 500 594 553 -26 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.3 5.6 83.2 83.0 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 7 47 49 55 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,556
COMMITMENTS
0 0 75 5,882 6,013 5,957 6,088 599 468
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 106)
0 0 75 31 57 106 132 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.1 89.7 91.7 90.9 92.9 9.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,313
COMMITMENTS
105 683 27 6,637 6,306 6,769 7,016 544 297
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 635)
0 45 -16 663 601 647 630 -12 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.3 0.4 90.8 86.2 92.6 95.9 7.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 28 29 30 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,692
COMMITMENTS
65 0 75 2,146 2,022 2,286 2,097 406 595
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 212)
-25 0 25 184 168 184 193 28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.8 79.7 75.1 84.9 77.9 15.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 18 18 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,219
COMMITMENTS
198 97 42 1,547 1,725 1,787 1,864 432 355
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82)
-10 45 -9 114 28 95 64 -13 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.4 1.9 69.7 77.7 80.5 84.0 19.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 22 24 26
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,910
COMMITMENTS
0 0 0 7,775 7,880 7,775 7,880 135 30
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,557
COMMITMENTS
0 231 150 9,044 9,131 9,194 9,512 363 45
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 82)
0 0 0 78 80 78 80 4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.6 94.6 95.5 96.2 99.5 3.8 0.5
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,840
COMMITMENTS
0 725 399 24,381 23,716 24,780 24,840 60 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,727)
0 95 111 1,616 1,521 1,727 1,727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.6 98.2 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 27 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 341,706
COMMITMENTS
54,762 23,774 69,996 169,411 223,697 294,168 317,466 47,537 24,240
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -17,585)
-3,779 5,353 -1,940 -8,728 -23,624 -14,447 -20,211 -3,137 2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.0 20.5 49.6 65.5 86.1 92.9 13.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 32 49 72 74 151 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,256,653
COMMITMENTS
293,656 354,364 435,875 438,341 425,285 1167872 1215525 88,781 41,128
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 21,610)
12,496 10,608 9,863 2,193 3,835 24,552 24,305 -2,941 -2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 28.2 34.7 34.9 33.8 92.9 96.7 7.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
150 103 166 83 80 330 271
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,692,027
COMMITMENTS
108,034 36,119 609,031 970,166 1044192 1687230 1689341 4,797 2,686
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 45,743)
4,221 2,181 22,628 19,734 20,854 46,583 45,663 -840 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.1 36.0 57.3 61.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
53 31 65 66 63 141 137
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 133,635
COMMITMENTS
30,547 47,659 35,508 63,274 47,863 129,329 131,030 4,306 2,605
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,416)
1,030 3,662 643 3,463 587 5,136 4,891 280 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 35.7 26.6 47.3 35.8 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 10 16 23 23 42 40
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,814
COMMITMENTS
20,803 17,768 14,027 11,699 14,536 46,529 46,331 285 482
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 2,321)
4,015 2,443 -1,738 29 1,510 2,306 2,215 15 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 38.0 30.0 25.0 31.1 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 14 10 11 17 23 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,640,776
COMMITMENTS
537,795 70,834 735,028 1337787 1815158 2610610 2621020 30,166 19,756
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 55,633)
6,723 6,176 31,678 17,681 18,517 56,082 56,371 -449 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 2.7 27.8 50.7 68.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
36 19 41 92 86 145 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,107,330
COMMITMENTS
143,289 283,527 220,696 736,981 599,704 1100966 1103927 6,364 3,403
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 51,308)
53,265 58,540 -15,947 15,065 10,590 52,383 53,183 -1,075 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.6 19.9 66.6 54.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 27 34 43 41 86 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,830
COMMITMENTS
1,399 0 188 5,725 6,920 7,312 7,108 518 722
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 129)
84 0 78 19 60 181 138 -52 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 2.4 73.1 88.4 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 4 13 16 18 20
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 22,083
COMMITMENTS
7,001 10,040 4,946 9,726 6,472 21,673 21,458 410 625
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,504)
65 883 410 1,019 959 1,494 2,252 10 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 45.5 22.4 44.0 29.3 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 15 20 10 11 32 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,870
COMMITMENTS
3,885 3,610 2,595 3,210 3,275 9,690 9,480 180 390
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 330)
45 -120 325 40 405 410 610 -80 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 36.6 26.3 32.5 33.2 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 12 16 7 7 25 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,385
COMMITMENTS
1,757 2,459 546 19,717 18,945 22,019 21,950 366 435
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,953)
-163 150 -24 2,094 1,826 1,907 1,952 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.0 2.4 88.1 84.6 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 8 34 42 47 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,288
COMMITMENTS
359 0 44 2,179 2,628 2,582 2,672 706 616
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 166)
44 0 -13 130 154 161 141 5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 1.3 66.3 79.9 78.5 81.3 21.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,243
COMMITMENTS
68 702 85 1,679 1,175 1,832 1,962 411 281
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 199)
-76 98 32 213 103 169 233 30 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 31.3 3.8 74.9 52.4 81.7 87.5 18.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 25 22 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 137,505
COMMITMENTS
2,429 3,126 15,848 117,566 116,996 135,843 135,970 1,662 1,535
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 835)
-32 342 84 684 546 736 972 99 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 11.5 85.5 85.1 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 34 34 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,422
COMMITMENTS
2,229 396 2,146 17,873 20,152 22,248 22,694 1,174 728
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -386)
-333 0 -3 -59 -372 -396 -376 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.7 9.2 76.3 86.0 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,272
COMMITMENTS
0 1,506 128 6,787 5,379 6,915 7,013 1,357 1,259
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -32 0 -32 0 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 1.5 82.0 65.0 83.6 84.8 16.4 15.2
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,021
COMMITMENTS
3,066 364 388 7,781 10,864 11,235 11,616 786 406
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 10)
-4 2 -1 11 1 6 2 4 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 3.0 3.2 64.7 90.4 93.5 96.6 6.5 3.4
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,063
COMMITMENTS
330 1,480 658 18,160 17,869 19,148 20,007 1,915 1,056
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 214)
0 0 0 476 238 476 238 -262 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.0 3.1 86.2 84.8 90.9 95.0 9.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,644
COMMITMENTS
1,270 0 120 5,539 7,033 6,929 7,153 1,715 1,491
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 120)
-20 0 0 20 0 0 0 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 1.4 64.1 81.4 80.2 82.8 19.8 17.2
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,156
COMMITMENTS
958 1,904 1,618 7,801 7,597 10,377 11,119 1,779 1,037
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -76)
-48 0 -72 44 -76 -76 -148 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 15.7 13.3 64.2 62.5 85.4 91.5 14.6 8.5
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,952
COMMITMENTS
168 2,310 796 9,127 8,380 10,091 11,486 1,861 466
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -80)
-80 -80 0 0 0 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.3 6.7 76.4 70.1 84.4 96.1 15.6 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,399
COMMITMENTS
0 0 0 56,399 56,399 56,399 56,399 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 574)
0 0 0 829 829 829 829 -255 -255
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: 30)
0 0 0 21 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,928
COMMITMENTS
0 0 0 911,928 911,928 911,928 911,928 0 0
CHANGES FROM 10/16/12 (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: 27)
0 0 0 18 20 18 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| 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 10/16/12 (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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,073,106
COMMITMENTS
0 0 0 1073106 1073106 1073106 1073106 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 14,880)
0 0 0 14,880 14,880 14,880 14,880 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: 35)
0 0 0 19 23 19 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,076
COMMITMENTS
5,520 0 4,900 50,401 56,176 60,821 61,076 255 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 512 512 512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 8.0 82.5 92.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 23 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,510
COMMITMENTS
39,741 105,450 12,891 1140878 1075169 1193510 1193510 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 32,104)
0 0 0 32,104 32,104 32,104 32,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.8 1.1 95.6 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| 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 10/16/12 (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 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,537
COMMITMENTS
640 5,420 0 39,387 35,117 40,027 40,537 510 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.4 0.0 97.2 86.6 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,495
COMMITMENTS
6,884 0 2,025 15,586 22,470 24,495 24,495 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.0 8.3 63.6 91.7 100.0 100.0 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,719
COMMITMENTS
192 1,885 0 13,675 12,706 13,867 14,591 852 128
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252)
0 210 0 252 42 252 252 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.8 0.0 92.9 86.3 94.2 99.1 5.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 13 20 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| 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 10/16/12 (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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,913
COMMITMENTS
11,850 126,970 0 916,063 800,943 927,913 927,913 0 0
CHANGES FROM 10/16/12 (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 13.7 0.0 98.7 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 18 17 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,295
COMMITMENTS
72,529 461 83,335 300,431 372,499 456,295 456,295 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 385)
-770 0 385 770 0 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.1 18.3 65.8 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 13 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 121,722
COMMITMENTS
0 4,680 0 121,722 117,042 121,722 121,722 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 100.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 10 14 10 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,708
COMMITMENTS
376 203 151 9,161 9,330 9,688 9,684 20 24
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 102)
3 21 -2 101 63 102 82 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.1 1.6 94.4 96.1 99.8 99.8 0.2 0.2
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,938
COMMITMENTS
2,175 0 0 28,182 30,563 30,357 30,563 581 375
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 56)
0 0 0 151 151 151 151 -95 -95
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,979
COMMITMENTS
120 709 73 9,440 8,784 9,633 9,566 346 413
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 400)
0 25 0 400 375 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.1 0.7 94.6 88.0 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 23 21 25 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,994
COMMITMENTS
945 0 60 10,670 11,755 11,675 11,815 319 179
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 522)
90 0 60 465 435 615 495 -93 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.5 89.0 98.0 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 21 24 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,027
COMMITMENTS
138 25 0 4,377 4,812 4,515 4,837 512 190
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10)
0 0 0 0 -10 0 -10 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 87.1 95.7 89.8 96.2 10.2 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,519,741
COMMITMENTS
374,661 121,982 853,218 1203179 1468810 2431059 2444009 88,682 75,731
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -33,615)
-2,066 15,151 -25,724 -11,635 -18,689 -39,425 -29,262 5,810 -4,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.8 33.9 47.8 58.3 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
181 86 209 105 105 368 337
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,319
COMMITMENTS
30,430 36,469 30,225 93,797 85,732 154,452 152,426 867 2,893
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -36,515)
-23,353 -559 -5,255 -7,756 -30,318 -36,364 -36,132 -151 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 23.5 19.5 60.4 55.2 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 9 12 23 26 37 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,621
COMMITMENTS
62,354 15,275 657 77,785 110,020 140,796 125,952 42,825 57,669
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,463)
6,030 0 0 257 1,181 6,287 1,181 -4,824 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 8.3 0.4 42.4 59.9 76.7 68.6 23.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 3 16 16 23 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,667
COMMITMENTS
9,214 2,640 17,412 35,494 42,387 62,119 62,439 2,547 2,228
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -3,903)
-148 862 -1,020 -2,546 -3,815 -3,714 -3,974 -189 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.1 26.9 54.9 65.5 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 8 18 22 24 44 44
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 339,906
COMMITMENTS
28,590 2,662 63,423 243,025 264,200 335,037 330,284 4,868 9,621
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -8,115)
1,434 681 -1,910 -7,555 -6,847 -8,031 -8,076 -84 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.8 18.7 71.5 77.7 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 4 15 32 32 47 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,539
COMMITMENTS
2,392 0 745 24,689 27,962 27,826 28,707 2,713 1,832
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.4 80.8 91.6 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 16 14 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,809
COMMITMENTS
6,105 11,037 5,921 71,417 65,430 83,443 82,388 3,366 4,421
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,050)
292 658 2,818 1,830 1,967 4,940 5,443 110 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 12.7 6.8 82.3 75.4 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 7 7 22 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,781
COMMITMENTS
3,115 3,188 4,200 33,025 33,091 40,340 40,479 2,441 2,302
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 6,050)
249 650 3,400 2,391 1,990 6,040 6,040 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.5 9.8 77.2 77.3 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 4 15 14 21 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,084
COMMITMENTS
0 3,315 2,499 37,785 30,494 40,284 36,308 21,800 25,776
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -477)
0 -627 248 -142 328 106 -51 -583 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 4.0 60.9 49.1 64.9 58.5 35.1 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 17 19 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,545
COMMITMENTS
5,500 6,527 9,535 16,788 15,321 31,823 31,383 2,722 3,162
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,075)
1,177 -282 -3,139 -789 -474 -2,752 -3,896 -1,323 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 18.9 27.6 48.6 44.3 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 9 15 15 16 33 35
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,983
COMMITMENTS
3,416 935 104 3,839 6,347 7,359 7,385 624 597
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -804)
-971 48 -50 153 -898 -868 -901 64 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 11.7 1.3 48.1 79.5 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 8 7 14 12 27 25
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,973
COMMITMENTS
4,124 484 7,315 83,693 85,618 95,133 93,417 7,840 9,556
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -6,344)
-418 -90 -10 -5,675 -6,179 -6,103 -6,280 -241 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 7.1 81.3 83.1 92.4 90.7 7.6 9.3
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,605
COMMITMENTS
13,503 3,383 1,183 5,198 16,236 19,884 20,801 1,721 804
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -534)
-1,239 849 345 497 -1,827 -397 -633 -137 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 15.7 5.5 24.1 75.1 92.0 96.3 8.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
69 27 17 30 38 109 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,781
COMMITMENTS
48,906 5,765 2,666 8,427 56,527 59,999 64,958 6,782 1,823
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,548)
-1,829 851 -1,904 -1,933 -4,246 -5,665 -5,300 117 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 8.6 4.0 12.6 84.6 89.8 97.3 10.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
102 27 23 29 39 140 81
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,714
COMMITMENTS
104,417 34,938 41,290 125,797 204,070 271,503 280,297 24,211 15,416
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,824)
-7,296 -1,583 -3,641 8,250 -1,423 -2,687 -6,648 -2,137 1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 11.8 14.0 42.5 69.0 91.8 94.8 8.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
84 21 52 76 89 181 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,396
COMMITMENTS
6,780 358 1,202 11,023 16,161 19,005 17,721 2,391 3,675
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,017)
-652 277 -202 -48 -922 -902 -847 -115 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 1.7 5.6 51.5 75.5 88.8 82.8 11.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 20 21 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,896
COMMITMENTS
200 0 0 8,604 9,011 8,804 9,011 1,092 885
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,275)
50 0 0 950 1,323 1,000 1,323 275 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 86.9 91.1 89.0 91.1 11.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 16 18 16
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,034
COMMITMENTS
8,848 1,200 1,200 9,625 15,847 19,673 18,247 1,361 2,787
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 5.7 5.7 45.8 75.3 93.5 86.8 6.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 17 15 19
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,581
COMMITMENTS
500 465 135 7,916 7,981 8,551 8,581 30 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 1.6 92.3 93.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 11 15 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,853
COMMITMENTS
102 7,326 339 13,412 6,073 13,853 13,738 0 115
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 632)
0 344 50 582 288 632 682 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 52.9 2.4 96.8 43.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 33 25 37 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,870
COMMITMENTS
2,328 300 0 47,216 49,510 49,544 49,810 326 60
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 252)
100 125 0 152 137 252 262 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.6 0.0 94.7 99.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 1 0 45 29 51 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,435
COMMITMENTS
338 150 0 10,749 11,285 11,087 11,435 348 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 470)
0 0 0 332 470 332 470 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.3 0.0 94.0 98.7 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 15 21 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,340
COMMITMENTS
450 3,825 150 11,560 8,365 12,160 12,340 180 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 375)
0 850 -400 775 -75 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 31.0 1.2 93.7 67.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 28 22 30 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,299
COMMITMENTS
5,003 3,971 11,223 44,892 46,031 61,118 61,225 181 74
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 3,485)
-50 -751 104 3,431 4,132 3,485 3,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 6.5 18.3 73.2 75.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 2 5 49 47 60 53
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,987
COMMITMENTS
531 150 0 5,147 5,660 5,678 5,810 309 177
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.5 0.0 86.0 94.5 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 12 12 15 13
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,894
COMMITMENTS
1,994 3,901 1,776 12,948 10,905 16,718 16,582 176 312
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,716)
195 428 534 918 700 1,647 1,662 69 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 23.1 10.5 76.6 64.5 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 24 25 29 31
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,992
COMMITMENTS
3,990 306 3,780 15,976 19,891 23,746 23,977 246 15
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.3 15.8 66.6 82.9 99.0 99.9 1.0 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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,346
COMMITMENTS
4,478 1,750 391 22,344 22,400 27,213 24,541 1,133 3,805
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -321)
-390 -900 66 125 515 -199 -319 -122 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.2 1.4 78.8 79.0 96.0 86.6 4.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 17 25 19 27
Updated October 26, 2012