IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 102,565
COMMITMENTS
27 954 6,241 96,297 95,370 102,565 102,565 -0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,081)
0 -125 1,315 1,766 1,891 3,081 3,081 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 6.1 93.9 93.0 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 3 9 13 13 18
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,306
COMMITMENTS
706 631 1,547 45,759 46,100 48,012 48,278 294 28
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,458)
-38 -135 116 1,380 1,477 1,458 1,458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.3 3.2 94.7 95.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 41 43 43 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,778
COMMITMENTS
0 0 0 13,597 13,599 13,597 13,599 181 179
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,471)
0 0 0 1,471 1,471 1,471 1,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 30 26 30 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,632
COMMITMENTS
574 586 685 15,285 15,286 16,544 16,557 1,088 1,075
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 804)
34 34 -65 939 869 908 838 -104 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.3 3.9 86.7 86.7 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 7 46 47 53 55
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,882
COMMITMENTS
314 108 729 7,111 7,295 8,154 8,132 728 750
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 578)
71 0 175 316 415 562 590 16 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 8.2 80.1 82.1 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 3 7 46 53 53 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,463
COMMITMENTS
0 0 120 5,787 5,834 5,907 5,954 556 509
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 71)
0 0 0 61 4 61 4 10 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.9 89.5 90.3 91.4 92.1 8.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 1 21 23 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,722
COMMITMENTS
160 407 898 7,133 7,188 8,191 8,493 531 229
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 116)
0 60 25 51 31 76 116 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.7 10.3 81.8 82.4 93.9 97.4 6.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 30 28 33 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,494
COMMITMENTS
90 65 50 2,993 2,743 3,133 2,858 361 636
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 76)
15 -10 5 50 47 70 42 6 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 1.4 85.7 78.5 89.7 81.8 10.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 22 25 24 27
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,660
COMMITMENTS
74 75 108 1,961 1,984 2,143 2,167 517 493
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 372)
20 6 -13 362 375 369 368 3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 4.1 73.7 74.6 80.6 81.5 19.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 26 24 29 28
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,373
COMMITMENTS
0 0 0 2,353 2,283 2,353 2,283 20 90
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 96.2 99.2 96.2 0.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,889
COMMITMENTS
0 0 0 10,759 10,859 10,759 10,859 130 30
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,273)
0 0 0 1,273 1,273 1,273 1,273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 20 22 20
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,117
COMMITMENTS
0 214 240 8,531 8,618 8,771 9,072 346 45
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 40 60 40 60 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.6 93.6 94.5 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,178
COMMITMENTS
0 2,497 505 23,654 21,176 24,159 24,178 19 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,294)
0 14 283 1,011 997 1,294 1,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 2.1 97.8 87.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 24 27 25 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,269
COMMITMENTS
50,353 29,465 54,991 169,276 203,912 274,621 288,368 40,649 26,901
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -15,040)
2,174 918 -13,461 -1,899 -2,598 -13,186 -15,141 -1,854 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.3 17.4 53.7 64.7 87.1 91.5 12.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 26 42 71 72 137 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,199,193
COMMITMENTS
259,478 353,802 459,896 400,166 345,964 1119539 1159661 79,654 39,532
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -5,688)
12,166 23,232 -7,898 -3,647 -13,960 621 1,374 -6,309 -7,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 29.5 38.4 33.4 28.8 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
124 92 148 75 72 284 239
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,387,745
COMMITMENTS
91,617 30,890 445,827 843,937 906,122 1381381 1382839 6,364 4,905
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -138,643)
-5,956 -5,977 -68,618 -64,280 -66,149 -138,854 -140,744 212 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.2 32.1 60.8 65.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
45 18 52 59 52 118 108
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 136,967
COMMITMENTS
45,078 52,195 29,992 58,838 52,146 133,908 134,333 3,059 2,634
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 12,278)
11,949 5,274 1,376 -784 5,668 12,541 12,318 -264 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 38.1 21.9 43.0 38.1 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 9 16 24 24 46 42
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,040
COMMITMENTS
22,104 17,591 16,934 10,766 14,949 49,803 49,473 236 566
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,621)
669 332 566 487 715 1,722 1,613 -101 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 35.2 33.8 21.5 29.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 14 11 10 17 22 36
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,588,868
COMMITMENTS
603,550 60,437 704,306 1251648 1803687 2559504 2568430 29,364 20,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 39,142)
-869 4,992 18,683 22,449 14,397 40,263 38,072 -1,121 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 2.3 27.2 48.3 69.7 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 13 42 94 85 146 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,062
COMMITMENTS
103,326 248,180 233,158 691,457 547,737 1027941 1029075 6,121 4,987
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 14,130)
447 11,090 2,344 11,499 1,110 14,290 14,544 -160 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 24.0 22.5 66.9 53.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 30 33 42 39 81 82
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,990
COMMITMENTS
1,659 0 273 5,590 7,145 7,522 7,418 468 572
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 85)
45 0 30 100 80 175 110 -90 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 3.4 70.0 89.4 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 0 5 15 17 21 22
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,459
COMMITMENTS
7,758 10,459 6,668 12,578 9,398 27,004 26,525 455 934
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,374)
75 270 562 622 332 1,259 1,164 115 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 38.1 24.3 45.8 34.2 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 14 20 13 12 35 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,905
COMMITMENTS
4,800 4,675 2,920 4,045 3,945 11,765 11,540 140 365
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 275)
125 480 0 140 -215 265 265 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 39.3 24.5 34.0 33.1 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 16 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,072
COMMITMENTS
1,557 2,573 913 21,362 20,102 23,832 23,588 240 484
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 849)
-120 -160 44 931 956 855 840 -6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 10.7 3.8 88.7 83.5 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 6 8 32 40 44 50
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,410
COMMITMENTS
220 0 0 2,440 2,731 2,660 2,731 750 679
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 335)
1 0 -35 283 284 249 249 86 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 71.6 80.1 78.0 80.1 22.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 16 18 16
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,573
COMMITMENTS
141 608 60 2,116 1,643 2,317 2,311 256 262
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 320)
20 92 20 277 193 317 305 3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 23.6 2.3 82.2 63.9 90.1 89.8 9.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 27 27 30 30
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 124,573
COMMITMENTS
3,729 4,026 12,151 106,829 106,900 122,708 123,077 1,865 1,496
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 663)
250 37 411 27 295 688 744 -24 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.2 9.8 85.8 85.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 5 32 33 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,134
COMMITMENTS
2,083 286 1,741 16,148 18,445 19,972 20,472 1,162 662
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 78)
66 20 -68 116 126 114 78 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.4 8.2 76.4 87.3 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 22 18 25 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,119
COMMITMENTS
0 1,330 124 6,851 5,255 6,975 6,709 1,144 1,410
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 125)
0 0 0 366 -0 366 -0 -241 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.4 1.5 84.4 64.7 85.9 82.6 14.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 14 20 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,068
COMMITMENTS
2,256 400 504 8,702 10,731 11,462 11,635 606 433
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 37)
-192 -4 2 564 92 374 90 -337 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.3 4.2 72.1 88.9 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 18 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,176
COMMITMENTS
562 1,292 616 17,290 17,524 18,468 19,432 1,708 744
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 232)
360 0 0 -8 232 352 232 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.4 3.1 85.7 86.9 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 27 26 31 29
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,308
COMMITMENTS
1,130 0 120 5,300 6,462 6,550 6,582 1,758 1,726
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 134)
0 0 0 142 -170 142 -170 -8 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.4 63.8 77.8 78.8 79.2 21.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,825
COMMITMENTS
954 1,650 1,630 7,752 7,701 10,336 10,981 1,489 844
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 58)
-192 0 0 250 -62 58 -62 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.0 13.8 65.6 65.1 87.4 92.9 12.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,118
COMMITMENTS
88 1,980 876 8,438 7,852 9,402 10,708 1,716 410
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 84)
-40 32 40 72 0 72 72 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 17.8 7.9 75.9 70.6 84.6 96.3 15.4 3.7
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,983
COMMITMENTS
0 0 0 54,983 54,983 54,983 54,983 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 364)
0 0 0 364 364 364 364 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: 30)
0 0 0 23 18 23 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,141
COMMITMENTS
0 0 0 879,141 879,141 879,141 879,141 0 0
CHANGES FROM 11/20/12 (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 19 19 19 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 427,872
COMMITMENTS
45,145 347,253 0 382,727 80,619 427,872 427,872 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 9,360)
0 9,360 0 9,360 0 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 81.2 0.0 89.4 18.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 11 10 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,043
COMMITMENTS
805 0 0 72,983 73,895 73,788 73,895 255 148
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 913)
765 0 0 148 913 913 913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.6 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 16 28 18 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 992,665
COMMITMENTS
848 0 0 991,817 992,665 992,665 992,665 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,769)
0 0 0 2,769 2,769 2,769 2,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 20 23 21 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,856
COMMITMENTS
5,635 0 3,520 48,446 54,336 57,601 57,856 255 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 6.1 83.7 93.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 22 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,626
COMMITMENTS
36,357 101,690 10,635 1122634 1057301 1169626 1169626 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,448)
0 0 0 2,448 2,448 2,448 2,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.7 0.9 96.0 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,324
COMMITMENTS
0 3,562 0 42,283 38,507 42,283 42,069 41 255
CHANGES FROM 11/20/12 (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 8.4 0.0 99.9 91.0 99.9 99.4 0.1 0.6
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,022
COMMITMENTS
410 5,305 0 36,822 32,717 37,232 38,022 790 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -280 0 -280 0 280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.0 0.0 96.8 86.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,411
COMMITMENTS
6,066 0 2,025 15,320 21,386 23,411 23,411 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.0 8.6 65.4 91.4 100.0 100.0 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,368
COMMITMENTS
123 2,191 0 15,416 14,136 15,539 16,327 829 41
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 189)
0 300 0 189 -111 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 0.0 94.2 86.4 94.9 99.7 5.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 15 20 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,601
COMMITMENTS
0 123 0 12,201 12,288 12,201 12,411 400 190
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.8 97.5 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 11 15 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,584
COMMITMENTS
0 26,353 23,400 653,184 626,831 676,584 676,584 0 0
CHANGES FROM 11/20/12 (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 3.9 3.5 96.5 92.6 100.0 100.0 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,188
COMMITMENTS
8,090 123,210 0 906,098 790,978 914,188 914,188 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.5 0.0 99.1 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 21 19 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 488,213
COMMITMENTS
82,929 0 62,769 342,515 425,444 488,213 488,213 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 12.9 70.2 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 15 16 18 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 195,434
COMMITMENTS
0 4,680 0 195,434 190,754 195,434 195,434 0 0
CHANGES FROM 11/20/12 (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 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 14 12 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,908
COMMITMENTS
413 209 139 9,317 9,542 9,869 9,890 39 18
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -143)
28 -17 -23 -167 -115 -162 -155 19 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.1 1.4 94.0 96.3 99.6 99.8 0.4 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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,549
COMMITMENTS
2,175 0 0 29,837 32,199 32,012 32,199 537 350
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 625)
0 -232 0 638 880 638 648 -13 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 91.7 98.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 37 37 39 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,342
COMMITMENTS
1,635 0 0 4,363 6,043 5,998 6,043 344 299
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.0 0.0 68.8 95.3 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 15 13 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,462
COMMITMENTS
117 950 66 7,981 7,091 8,164 8,107 298 355
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32)
-275 0 0 297 57 22 57 10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.2 0.8 94.3 83.8 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 26 27 28 30
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,354
COMMITMENTS
850 0 60 8,964 9,858 9,874 9,918 480 436
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 5)
-566 0 0 566 5 0 5 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.6 86.6 95.2 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 18 19 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,789
COMMITMENTS
138 0 0 4,214 4,608 4,352 4,608 437 181
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 36)
-249 0 0 279 30 30 30 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 88.0 96.2 90.9 96.2 9.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 16 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,186,268
COMMITMENTS
356,006 130,476 752,160 990,455 1222298 2098621 2104934 87,647 81,334
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 17,933)
-2,898 -1,400 13,227 7,214 5,263 17,543 17,090 390 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.0 34.4 45.3 55.9 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
153 88 189 95 96 331 309
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,005
COMMITMENTS
1,912 29,181 17,748 79,271 50,513 98,931 97,441 2,073 3,563
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,172)
-461 1,391 312 2,352 365 2,203 2,068 -30 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 28.9 17.6 78.5 50.0 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 6 13 14 20 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,449
COMMITMENTS
62,112 17,170 1,544 74,945 110,907 138,601 129,621 39,848 48,828
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 593)
1,760 1,792 638 245 -348 2,643 2,082 -2,050 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 9.6 0.9 42.0 62.2 77.7 72.6 22.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 5 18 18 27 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,855
COMMITMENTS
8,800 1,791 5,022 19,861 27,407 33,683 34,220 2,173 1,635
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -246)
-49 66 71 -284 -432 -262 -294 15 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 5.0 14.0 55.4 76.4 93.9 95.4 6.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 4 8 14 14 26 25
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 315,026
COMMITMENTS
26,552 4,433 54,151 230,140 248,327 310,843 306,912 4,183 8,114
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,048)
-406 -451 -259 -2,426 -2,169 -3,091 -2,879 44 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.4 17.2 73.1 78.8 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 33 33 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,682
COMMITMENTS
6,717 1,347 8,593 53,089 53,632 68,399 63,572 2,283 7,110
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -339)
40 0 12 -463 -418 -411 -406 72 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.9 12.2 75.1 75.9 96.8 89.9 3.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 6 17 16 27 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,321
COMMITMENTS
2,555 4,098 11,094 35,591 34,237 49,240 49,429 2,081 1,892
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 986)
226 50 0 770 936 996 986 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.0 21.6 69.3 66.7 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 4 14 12 18 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,184
COMMITMENTS
0 4,285 1,059 33,798 28,941 34,857 34,285 23,327 23,899
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,172)
0 786 -622 1,833 1,776 1,211 1,940 -39 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 1.8 58.1 49.7 59.9 58.9 40.1 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 4 16 18 20 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,565
COMMITMENTS
3,486 5,853 10,876 15,778 12,489 30,140 29,218 2,425 3,347
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 668)
-20 -33 347 291 214 618 528 50 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 18.0 33.4 48.5 38.3 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 8 13 14 24 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,188
COMMITMENTS
2,101 705 269 3,202 4,820 5,572 5,794 616 394
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -628)
-239 -32 -45 -304 -522 -587 -598 -40 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 11.4 4.4 51.7 77.9 90.0 93.6 10.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 1 11 10 19 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,917
COMMITMENTS
3,812 775 4,993 77,499 79,042 86,304 84,810 7,613 9,108
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 288)
-20 85 -265 612 481 327 300 -39 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 5.3 82.5 84.2 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 22 30 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,096
COMMITMENTS
16,120 2,409 1,143 5,802 20,746 23,066 24,298 2,030 798
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,579)
1,206 -814 125 -344 2,753 986 2,063 593 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 9.6 4.6 23.1 82.7 91.9 96.8 8.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
81 21 20 34 40 122 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,325
COMMITMENTS
44,553 6,367 1,948 11,011 55,856 57,512 64,172 7,813 1,153
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,738)
2,573 -227 197 -280 3,202 2,490 3,171 248 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 9.7 3.0 16.9 85.5 88.0 98.2 12.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
114 24 22 33 39 153 81
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,672
COMMITMENTS
108,594 34,073 40,100 111,539 196,076 260,232 270,249 23,440 13,423
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -16,397)
6,279 1,082 -6,515 -14,850 -10,149 -15,086 -15,583 -1,311 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 12.0 14.1 39.3 69.1 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
75 28 56 79 86 184 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,180
COMMITMENTS
4,693 1,491 329 11,354 12,824 16,376 14,644 1,804 3,536
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 181)
203 0 -71 24 335 156 264 25 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.2 1.8 62.5 70.5 90.1 80.6 9.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 18 19 23 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,834
COMMITMENTS
100 0 100 8,689 9,559 8,889 9,659 945 175
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.0 88.4 97.2 90.4 98.2 9.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 18 20 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,344
COMMITMENTS
9,786 800 792 9,484 16,861 20,062 18,453 1,282 2,891
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388)
1,841 0 75 -528 1,163 1,388 1,238 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 3.7 3.7 44.4 79.0 94.0 86.5 6.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 18 17 20
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,994
COMMITMENTS
700 465 135 7,968 8,394 8,803 8,994 191 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 41)
40 0 0 0 41 40 41 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.2 1.5 88.6 93.3 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 11 14 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,063
COMMITMENTS
0 4,929 321 11,742 6,659 12,063 11,909 0 154
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 356)
0 162 0 356 194 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.9 2.7 97.3 55.2 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 6 4 32 28 36 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,501
COMMITMENTS
2,008 950 0 38,087 39,489 40,095 40,439 406 62
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 119)
112 100 0 -113 19 -1 119 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.3 0.0 94.0 97.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 0 44 30 50 32
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,219
COMMITMENTS
800 650 0 6,297 6,569 7,097 7,219 122 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -150)
-100 -75 0 -50 -75 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.0 0.0 87.2 91.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 8 15 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,847
COMMITMENTS
451 150 0 10,163 10,697 10,614 10,847 233 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 326)
213 0 0 113 326 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.4 0.0 93.7 98.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 17 24 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,064
COMMITMENTS
1,000 6,054 200 13,864 8,810 15,064 15,064 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,030)
150 675 0 1,060 355 1,210 1,030 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 40.2 1.3 92.0 58.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 28 23 32 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,011
COMMITMENTS
1,981 25 0 5,947 7,986 7,928 8,011 83 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 50)
175 0 0 -125 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.3 0.0 74.2 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 12 12 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,636
COMMITMENTS
3,640 4,457 12,282 52,534 51,837 68,456 68,576 180 60
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388)
150 480 47 1,191 861 1,388 1,388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.5 17.9 76.5 75.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 6 7 44 47 55 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,893
COMMITMENTS
1,033 0 100 5,477 6,307 6,610 6,407 283 486
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 96)
0 0 0 96 96 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 1.5 79.5 91.5 95.9 92.9 4.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 1 15 15 19 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,515
COMMITMENTS
857 5,968 2,013 17,477 12,086 20,347 20,067 168 448
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 192)
-116 923 -649 957 -162 192 112 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 29.1 9.8 85.2 58.9 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 23 24 28 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,958
COMMITMENTS
3,863 2,586 726 21,174 20,208 25,763 23,520 2,195 4,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 611)
-659 126 367 1,680 -280 1,388 213 -777 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 9.2 2.6 75.7 72.3 92.1 84.1 7.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 18 25 22 29
Updated December 5, 2012