GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,913
COMMITMENTS
548 977 2,003 43,094 42,921 45,645 45,901 268 12
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 2,315)
-162 -157 266 2,211 2,209 2,315 2,318 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 4.4 93.9 93.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 40 44 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,430
COMMITMENTS
0 0 0 16,222 16,265 16,222 16,265 208 165
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 516 510 516 510 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 25 30 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,005
COMMITMENTS
147 621 735 14,132 13,669 15,014 15,025 991 980
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 228)
4 100 99 167 69 270 268 -42 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.9 4.6 88.3 85.4 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 5 44 47 49 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,460
COMMITMENTS
329 88 543 6,832 7,274 7,704 7,905 756 555
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 559)
50 25 47 373 474 470 546 89 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 6.4 80.8 86.0 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 3 7 51 54 59 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,188
COMMITMENTS
15 0 120 5,548 5,572 5,683 5,692 505 496
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 265)
0 0 0 205 265 205 265 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.9 89.7 90.0 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 22 24 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,980
COMMITMENTS
115 295 879 6,592 6,612 7,586 7,786 394 194
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 17)
0 -71 0 83 89 83 18 -66 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.7 11.0 82.6 82.9 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 32 29 35 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,482
COMMITMENTS
125 45 10 3,070 2,842 3,205 2,897 277 585
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 321)
0 45 -20 331 270 311 295 10 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 0.3 88.2 81.6 92.0 83.2 8.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,889
COMMITMENTS
35 84 77 2,257 2,238 2,369 2,399 520 490
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 222)
-23 -5 12 207 141 196 148 26 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.9 2.7 78.1 77.5 82.0 83.0 18.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 27 25 29 29
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,606
COMMITMENTS
0 0 0 2,571 2,586 2,571 2,586 35 20
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 113)
0 0 0 506 541 506 541 -393 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,520
COMMITMENTS
0 0 0 9,395 9,482 9,395 9,482 125 38
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 385 375 385 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 23 24 23
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,449
COMMITMENTS
0 207 260 7,894 7,898 8,154 8,365 295 84
CHANGES FROM 12/11/12 (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 3.1 93.4 93.5 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 19 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,059
COMMITMENTS
0 2,334 725 28,314 26,000 29,039 29,059 20 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,967)
0 -75 200 1,767 1,842 1,967 1,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 2.5 97.4 89.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,089
COMMITMENTS
48,167 25,815 59,212 148,030 179,642 255,408 264,670 36,681 27,420
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17,441)
4,063 -5,172 5,086 -24,979 -14,451 -15,830 -14,537 -1,611 -2,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.8 20.3 50.7 61.5 87.4 90.6 12.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
32 38 43 75 77 137 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,987
COMMITMENTS
0 3,978 0 7,868 4,321 7,868 8,299 3,119 2,688
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 258)
0 158 0 22 -100 22 58 236 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 36.2 0.0 71.6 39.3 71.6 75.5 28.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 13 13 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,208,376
COMMITMENTS
254,909 395,748 426,461 451,261 337,076 1132630 1159285 75,745 49,090
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 32,836)
12,153 21,850 -7,761 32,838 15,388 37,230 29,477 -4,394 3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 32.8 35.3 37.3 27.9 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
114 109 158 82 71 292 257
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,429,454
COMMITMENTS
99,660 39,181 467,176 857,338 918,562 1424174 1424920 5,280 4,534
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 26,470)
1,969 -322 13,320 11,041 13,062 26,330 26,060 140 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.7 32.7 60.0 64.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
51 23 57 62 56 129 120
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 148,045
COMMITMENTS
45,770 55,227 27,321 71,564 62,451 144,655 144,999 3,390 3,046
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12,839)
-205 322 4,166 8,681 8,019 12,642 12,507 197 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 37.3 18.5 48.3 42.2 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 12 17 24 24 47 44
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,018
COMMITMENTS
25,008 17,510 16,605 7,983 15,351 49,596 49,466 422 552
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 626)
2,423 824 -1,193 -676 913 553 543 73 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 35.0 33.2 16.0 30.7 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 10 12 11 16 24 33
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,449,578
COMMITMENTS
586,544 27,557 671,143 1151009 1724911 2408696 2423611 40,882 25,967
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,745)
9,794 -12,745 -9,446 -5,273 17,638 -4,925 -4,553 2,180 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.1 27.4 47.0 70.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 8 42 84 78 136 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,675
COMMITMENTS
89,059 234,057 195,454 667,910 522,418 952,423 951,929 3,252 3,746
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,423)
-10,015 -8,783 4,488 4,009 3,352 -1,518 -943 95 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 24.5 20.5 69.9 54.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 28 33 38 40 79 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,675
COMMITMENTS
1,699 30 773 4,615 6,455 7,087 7,258 588 417
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 65)
50 0 220 -445 -230 -175 -10 240 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.4 10.1 60.1 84.1 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 12 14 18 19
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,193
COMMITMENTS
1,979 672 628 6,460 7,644 9,067 8,944 126 249
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -162)
495 30 105 -717 -207 -117 -72 -45 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.3 6.8 70.3 83.2 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 15 16 19
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,943
COMMITMENTS
9,425 10,168 8,107 13,176 12,463 30,708 30,738 235 205
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,712)
402 262 600 695 865 1,697 1,727 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 32.9 26.2 42.6 40.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 14 21 13 13 35 37
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,295
COMMITMENTS
5,000 3,425 3,570 3,325 4,865 11,895 11,860 400 435
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 420)
75 295 380 25 -50 480 625 -60 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 27.9 29.0 27.0 39.6 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 17 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,190
COMMITMENTS
1,425 582 858 19,783 20,587 22,066 22,027 124 163
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 496)
-228 -13 -24 868 687 616 650 -120 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.6 3.9 89.2 92.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 6 32 40 40 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,783
COMMITMENTS
58 0 35 1,871 2,052 1,964 2,087 819 696
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 -69 39 -69 39 132 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.3 67.2 73.7 70.6 75.0 29.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 18 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,541
COMMITMENTS
136 584 50 1,986 1,701 2,172 2,335 369 206
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 239)
1 43 0 168 171 169 214 70 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 23.0 2.0 78.2 66.9 85.5 91.9 14.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 27 26 31 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 110,947
COMMITMENTS
3,583 2,354 10,447 95,074 96,977 109,104 109,778 1,843 1,169
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 714)
29 -557 279 350 1,024 659 747 55 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.1 9.4 85.7 87.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 5 32 31 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140
COMMITMENTS
84 0 0 5,655 5,549 5,739 5,549 401 591
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 255 -256 255 -256 -255 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 15 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,605
COMMITMENTS
2,424 294 1,576 14,479 17,219 18,479 19,089 1,126 516
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 30)
15 0 0 3 38 18 38 12 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.5 8.0 73.9 87.8 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 19 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,664
COMMITMENTS
0 1,544 0 6,346 4,760 6,346 6,304 1,318 1,360
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -38 10 -38 10 24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 0.0 82.8 62.1 82.8 82.3 17.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,835
COMMITMENTS
1,818 440 814 8,635 10,101 11,267 11,355 568 479
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 11)
-130 0 14 120 9 4 23 7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.7 6.9 73.0 85.4 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,628
COMMITMENTS
578 1,080 598 15,823 16,220 16,999 17,898 1,629 730
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -164)
48 0 0 -212 -164 -164 -164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.8 3.2 84.9 87.1 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 28 25 32 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,880
COMMITMENTS
962 0 168 4,919 5,835 6,049 6,003 1,831 1,877
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 24)
-48 0 48 20 0 20 48 4 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 2.1 62.4 74.0 76.8 76.2 23.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853
COMMITMENTS
490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -120)
-120 0 0 20 -120 -100 -120 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,676
COMMITMENTS
0 1,936 780 8,433 7,468 9,213 10,184 1,463 492
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 60)
0 60 0 60 0 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 7.3 79.0 70.0 86.3 95.4 13.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 19 13 22 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,145
COMMITMENTS
0 0 0 55,145 55,145 55,145 55,145 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 233)
0 0 0 233 233 233 233 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: 32)
0 0 0 26 19 26 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822
COMMITMENTS
0 0 0 851,822 851,822 851,822 851,822 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 20,695)
0 0 0 20,695 20,695 20,695 20,695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206
COMMITMENTS
41,680 377,417 0 408,526 72,789 450,206 450,206 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 83.8 0.0 90.7 16.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722
COMMITMENTS
805 0 0 66,662 67,595 67,467 67,595 255 127
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 17 29 19 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446
COMMITMENTS
848 0 0 888,598 889,446 889,446 889,446 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 24 21 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200
COMMITMENTS
5,530 0 2,260 47,155 52,940 54,945 55,200 255 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678
COMMITMENTS
32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.9 0.8 96.3 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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192
COMMITMENTS
0 3,457 0 39,172 35,480 39,172 38,937 20 255
CHANGES FROM 12/11/12 (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 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890
COMMITMENTS
200 5,200 0 35,690 30,690 35,890 35,890 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 21 17 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957
COMMITMENTS
5,425 0 3,305 15,227 20,652 23,957 23,957 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,280)
-1,280 0 1,280 1,280 0 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.0 13.8 63.6 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,780
COMMITMENTS
126 0 0 8,379 7,400 8,505 7,400 275 1,380
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 256)
0 0 0 256 256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 95.4 84.3 96.9 84.3 3.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,196
COMMITMENTS
60 3,166 0 20,073 18,010 20,133 21,176 1,063 20
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.9 0.0 94.7 85.0 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 20 15 21 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,864
COMMITMENTS
0 60 0 12,527 12,611 12,527 12,671 337 193
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 554)
0 0 0 554 510 554 510 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 97.4 98.0 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899
COMMITMENTS
0 20,963 23,400 583,499 562,536 606,899 606,899 0 0
CHANGES FROM 12/11/12 (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 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738
COMMITMENTS
4,240 119,360 0 844,498 729,378 848,738 848,738 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 16 21 17 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,231
COMMITMENTS
77,317 1,018 62,614 342,300 418,599 482,231 482,231 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.2 13.0 71.0 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 14 17 17 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 233,896
COMMITMENTS
0 4,680 0 233,896 229,216 233,896 233,896 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,194
COMMITMENTS
302 109 142 8,730 8,943 9,174 9,194 20 -0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -179)
-66 -17 -9 -103 -152 -179 -179 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.2 1.5 95.0 97.3 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 20 21 23 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,361
COMMITMENTS
1,275 0 63 30,395 32,006 31,733 32,069 628 292
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 630)
-360 0 0 855 630 495 630 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.2 93.9 98.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 35 35 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,566
COMMITMENTS
1,710 0 0 4,421 6,382 6,131 6,382 435 184
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 234)
0 0 0 234 204 234 204 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 0.0 0.0 67.3 97.2 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 13 18 15 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,362
COMMITMENTS
92 1,060 41 5,919 4,802 6,052 5,903 310 459
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -16)
-20 240 -17 10 61 -27 284 11 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.7 0.6 93.0 75.5 95.1 92.8 4.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 22 25 24 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,723
COMMITMENTS
795 0 0 8,438 9,329 9,233 9,329 490 394
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 157)
100 0 0 44 117 144 117 13 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 86.8 95.9 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364
COMMITMENTS
104 0 0 3,884 4,206 3,988 4,206 376 158
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 38)
0 0 0 38 38 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 16 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,140,858
COMMITMENTS
357,890 128,017 745,326 954,080 1184823 2057297 2058166 83,561 82,691
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -98,464)
-3,729 -19,547 -43,862 -36,233 -30,673 -83,823 -94,081 -14,640 -4,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.0 34.8 44.6 55.3 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
144 87 179 92 99 315 303
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,648
COMMITMENTS
253 15,232 12,120 58,971 42,997 71,344 70,348 2,304 3,299
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -23,666)
169 -10,744 -4,851 -20,185 -8,261 -24,867 -23,857 1,200 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 20.7 16.5 80.1 58.4 96.9 95.5 3.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 6 5 14 13 20 20
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,226
COMMITMENTS
55,772 15,826 413 71,464 106,346 127,649 122,585 41,577 46,641
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,382)
-2,234 912 -247 3,545 313 1,064 978 318 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 9.4 0.2 42.2 62.8 75.4 72.4 24.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 4 17 20 24 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,255
COMMITMENTS
8,540 1,347 4,020 19,818 27,302 32,378 32,668 1,878 1,587
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -439)
-35 -201 -950 838 786 -147 -365 -292 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.9 11.7 57.9 79.7 94.5 95.4 5.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 1 7 14 14 25 22
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 295,036
COMMITMENTS
26,815 3,523 48,297 215,914 236,305 291,027 288,125 4,009 6,910
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,180)
1,565 -284 724 1,594 3,836 3,884 4,277 296 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.2 16.4 73.2 80.1 98.6 97.7 1.4 2.3
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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,677
COMMITMENTS
6,908 1,347 7,226 55,602 56,236 69,736 64,809 1,941 6,868
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -73)
-940 0 -940 2,234 1,144 354 204 -427 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.9 10.1 77.6 78.5 97.3 90.4 2.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 6 18 17 27 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,871
COMMITMENTS
2,925 3,348 13,234 37,626 37,397 53,785 53,979 2,086 1,892
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -304)
78 -50 0 -462 -254 -384 -304 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.0 23.7 67.3 66.9 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 4 14 13 18 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,890
COMMITMENTS
0 3,532 496 29,147 27,333 29,643 31,361 24,247 22,529
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 50)
0 -770 43 -8 213 35 -514 15 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.9 54.1 50.7 55.0 58.2 45.0 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 17 18 20 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,064
COMMITMENTS
4,222 7,244 7,973 16,003 13,576 28,197 28,793 3,867 3,271
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,541)
-1,469 2,314 -1,939 705 -1,007 -2,703 -633 1,162 -909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.6 24.9 49.9 42.3 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 7 13 14 22 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,401
COMMITMENTS
1,565 764 196 3,000 3,893 4,761 4,853 640 547
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -190)
5 -68 -64 -138 -58 -198 -190 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 14.1 3.6 55.6 72.1 88.2 89.9 11.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 1 12 11 19 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,193
COMMITMENTS
3,393 585 3,738 69,650 71,203 76,781 75,526 7,412 8,667
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,268)
-178 129 86 1,175 1,079 1,082 1,293 186 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.7 4.4 82.7 84.6 91.2 89.7 8.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,682
COMMITMENTS
21,368 2,822 1,072 5,692 25,577 28,133 29,471 2,549 1,211
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,483)
1,652 752 -225 149 661 1,576 1,188 -93 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 9.2 3.5 18.6 83.4 91.7 96.1 8.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
83 27 13 31 40 120 76
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,305
COMMITMENTS
48,524 4,410 2,121 10,350 60,166 60,995 66,697 7,310 1,608
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -304)
887 -956 -229 -145 1,049 513 -135 -817 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.0 6.5 3.1 15.2 88.1 89.3 97.6 10.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
119 23 21 32 38 160 75
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,954
COMMITMENTS
90,003 26,859 41,092 140,654 213,669 271,749 281,620 24,205 14,334
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 14,181)
-5,808 -7,661 -1,383 19,732 22,992 12,541 13,948 1,640 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 9.1 13.9 47.5 72.2 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
71 25 56 80 85 180 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,799
COMMITMENTS
3,814 995 221 7,197 7,933 11,232 9,149 1,567 3,650
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 474)
175 0 37 175 212 387 249 87 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 7.8 1.7 56.2 62.0 87.8 71.5 12.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 17 19 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,978
COMMITMENTS
0 0 200 7,818 7,968 8,018 8,168 960 810
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.2 87.1 88.8 89.3 91.0 10.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 1 17 15 18 16
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,240
COMMITMENTS
8,396 400 216 9,129 16,459 17,741 17,075 1,499 2,165
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17)
-641 0 0 624 133 -17 133 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 2.1 1.1 47.4 85.5 92.2 88.7 7.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,550
COMMITMENTS
5,499 5,804 804 3,825 3,762 10,128 10,370 422 180
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -518)
204 -921 48 -770 355 -518 -518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 55.0 7.6 36.3 35.7 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 3 5 7 14 13
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,759
COMMITMENTS
615 465 135 7,979 8,159 8,729 8,759 30 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -24)
0 0 0 150 -24 150 -24 -174 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.3 1.5 91.1 93.1 99.7 100.0 0.3 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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,218
COMMITMENTS
50 3,162 500 9,668 6,359 10,218 10,021 0 197
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 527)
0 170 200 327 157 527 527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 30.9 4.9 94.6 62.2 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 5 30 26 35 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,610
COMMITMENTS
2,505 675 0 39,587 41,895 42,092 42,570 518 40
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,865)
224 -125 0 4,602 5,009 4,826 4,884 39 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.6 0.0 92.9 98.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 2 0 43 34 51 36
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,983
COMMITMENTS
650 650 0 7,177 7,333 7,827 7,983 156 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,594)
-25 0 0 1,559 1,594 1,534 1,594 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.1 0.0 89.9 91.9 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 17 10 18 11
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,596
COMMITMENTS
539 400 0 14,834 15,196 15,373 15,596 223 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,402)
30 50 0 1,372 1,352 1,402 1,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.6 0.0 95.1 97.4 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 22 18 24 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,579
COMMITMENTS
1,325 8,579 100 14,154 6,900 15,579 15,579 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 730)
-75 1,075 0 805 -345 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 55.1 0.6 90.9 44.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 3 31 19 37 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,999
COMMITMENTS
1,623 25 0 5,346 6,974 6,969 6,999 30 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 40)
-35 0 0 75 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.4 0.0 76.4 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,255
COMMITMENTS
2,275 4,990 11,506 49,420 46,637 63,201 63,133 54 122
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,146)
32 -1,214 996 118 1,364 1,146 1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.9 18.2 78.1 73.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 10 7 43 46 52 59
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736
COMMITMENTS
521 0 50 4,949 5,227 5,520 5,277 216 459
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 13 17 14
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849
COMMITMENTS
1,544 0 180 2,115 3,399 3,839 3,579 10 270
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 16 8 20 10
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,597
COMMITMENTS
358 4,974 1,280 16,827 11,887 18,465 18,141 132 456
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 711)
-101 678 -322 1,104 355 681 711 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 26.7 6.9 90.5 63.9 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 4 28 22 32 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,029
COMMITMENTS
3,626 1,882 785 19,804 18,337 24,215 21,004 1,814 5,025
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,643)
455 -180 0 1,236 1,331 1,691 1,151 -48 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.2 3.0 76.1 70.4 93.0 80.7 7.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 1 20 22 24 25
Updated December 21, 2012