GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,771
COMMITMENTS
1,880 888 970 37,627 38,903 40,477 40,761 294 10
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,732)
1,215 -33 -1,136 -6,793 -5,573 -6,714 -6,742 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.2 2.4 92.3 95.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 1 36 45 38 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,293
COMMITMENTS
0 0 0 14,072 14,119 14,072 14,119 221 174
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,774)
0 0 0 -2,780 -2,783 -2,780 -2,783 6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 98.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 23 21 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,093
COMMITMENTS
51 514 598 11,062 10,616 11,711 11,728 1,382 1,365
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,921)
-179 -248 -52 -2,936 -2,879 -3,167 -3,179 246 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 3.9 4.6 84.5 81.1 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 4 34 37 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,547
COMMITMENTS
570 164 234 5,152 5,610 5,956 6,008 591 539
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,132)
150 56 -369 -1,800 -1,792 -2,019 -2,105 -113 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.5 3.6 78.7 85.7 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 4 42 48 46 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,314
COMMITMENTS
60 569 522 5,115 4,926 5,697 6,017 617 297
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,932)
-55 289 -384 -1,716 -1,925 -2,155 -2,020 223 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 9.0 8.3 81.0 78.0 90.2 95.3 9.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 24 23 26 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,049
COMMITMENTS
85 15 10 2,749 2,468 2,844 2,493 205 556
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -561)
-50 -30 0 -448 -499 -498 -529 -63 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.5 0.3 90.2 80.9 93.3 81.8 6.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 23 25 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,873
COMMITMENTS
114 27 139 2,230 2,370 2,483 2,536 390 337
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -336)
64 -48 -13 -300 -176 -249 -237 -87 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.9 4.8 77.6 82.5 86.4 88.3 13.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 4 23 23 27 27
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,867
COMMITMENTS
0 0 0 7,747 7,847 7,747 7,847 120 20
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,870)
0 0 0 -2,865 -2,852 -2,865 -2,852 -5 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 17 24 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,692
COMMITMENTS
0 3,316 332 31,360 28,044 31,692 31,692 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,224)
0 667 -493 1,737 1,050 1,244 1,224 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 1.0 99.0 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 23 29 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,395
COMMITMENTS
57,596 25,610 44,648 145,185 194,976 247,429 265,234 40,966 23,161
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 25,645)
3,651 565 1,858 16,830 23,919 22,339 26,342 3,306 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 8.9 15.5 50.3 67.6 85.8 92.0 14.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
43 28 37 66 78 134 125
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,175,043
COMMITMENTS
250,723 403,704 399,609 461,718 325,221 1112050 1128534 62,993 46,509
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 10,228)
10,524 3,056 -2,134 4,602 6,291 12,992 7,213 -2,764 3,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 34.4 34.0 39.3 27.7 94.6 96.0 5.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
98 106 127 76 62 253 231
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,397
COMMITMENTS
46,174 48,039 26,516 59,839 58,371 132,529 132,926 2,868 2,471
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,443)
100 -730 1,704 1,440 2,382 3,244 3,356 199 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 35.5 19.6 44.2 43.1 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 8 13 21 22 41 36
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,311,690
COMMITMENTS
528,478 37,058 649,411 1090899 1601817 2268788 2288286 42,902 23,404
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 47,040)
18,026 4,829 22,872 5,625 20,017 46,523 47,718 517 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.6 28.1 47.2 69.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
33 12 38 81 75 127 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,372
COMMITMENTS
49,470 161,819 189,023 626,852 517,060 865,345 867,902 9,027 6,470
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 36,189)
13,977 22,116 782 21,606 13,773 36,365 36,671 -176 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 18.5 21.6 71.7 59.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 25 26 35 35 68 68
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,170
COMMITMENTS
1,779 310 438 4,440 5,995 6,657 6,743 513 427
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -365)
40 0 -195 -145 -275 -300 -470 -65 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.3 6.1 61.9 83.6 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 4 9 12 15 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,034
COMMITMENTS
9,466 9,806 7,329 13,009 12,345 29,804 29,480 230 554
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,381)
-399 -1,172 -428 -564 -85 -1,391 -1,685 10 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 32.6 24.4 43.3 41.1 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 11 20 12 13 33 36
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,665
COMMITMENTS
5,815 3,450 2,430 2,775 5,115 11,020 10,995 645 670
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,135)
315 -10 -905 -795 -265 -1,385 -1,180 250 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 29.6 20.8 23.8 43.8 94.5 94.3 5.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 10 12 7 10 20 25
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,770
COMMITMENTS
1,536 644 1,196 16,918 17,790 19,650 19,630 120 140
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,682)
272 27 260 -2,205 -1,912 -1,673 -1,625 -9 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 3.3 6.0 85.6 90.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 7 30 31 41 40
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,782
COMMITMENTS
30 201 106 1,205 1,120 1,341 1,427 441 355
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,006)
-136 -335 16 -1,020 -771 -1,140 -1,090 134 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.3 5.9 67.6 62.9 75.3 80.1 24.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 21 21 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,702
COMMITMENTS
3,320 2,027 1,824 48,879 50,680 54,023 54,531 1,679 1,171
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 251)
0 120 0 -102 94 -102 214 353 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 3.6 3.3 87.8 91.0 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 24 28 29 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,973
COMMITMENTS
1,506 208 1,320 9,125 10,661 11,951 12,189 1,022 784
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -917)
256 -86 -256 -875 -843 -875 -1,185 -42 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.6 10.2 70.3 82.2 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 14 20 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,630
COMMITMENTS
1,758 480 774 8,602 9,549 11,134 10,803 496 827
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 8)
0 0 0 0 -108 0 -108 8 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 4.1 6.7 74.0 82.1 95.7 92.9 4.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 16 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,110
COMMITMENTS
456 880 550 14,433 14,936 15,439 16,366 1,671 744
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,478)
-122 -200 -48 -1,350 -1,244 -1,520 -1,492 42 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.1 3.2 84.4 87.3 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,383
COMMITMENTS
82 0 0 51,301 51,383 51,383 51,383 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,392)
82 0 0 -4,474 -4,392 -4,392 -4,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 803,366
COMMITMENTS
0 0 0 803,366 803,366 803,366 803,366 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -53,552)
0 0 0 -53,552 -53,552 -53,552 -53,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,450
COMMITMENTS
1,020 0 0 60,175 61,343 61,195 61,343 255 107
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,338)
215 0 0 -6,553 -6,318 -6,338 -6,318 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 97.9 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 16 27 17 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 787,574
COMMITMENTS
0 0 0 787,574 787,574 787,574 787,574 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -113,632)
-848 0 0 -112,784 -113,632 -113,632 -113,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 33)
0 0 0 18 21 18 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,287
COMMITMENTS
6,275 1,226 215 45,542 50,846 52,032 52,287 255 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,360)
745 845 -2,045 -2,060 -2,160 -3,360 -3,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 2.3 0.4 87.1 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 18 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,080,862
COMMITMENTS
29,076 116,920 5,781 1046005 958,161 1080862 1080862 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -33,840)
-3,816 19,080 -2,544 -27,480 -50,376 -33,840 -33,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 10.8 0.5 96.8 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 24 22 27 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,295
COMMITMENTS
0 3,500 0 35,040 31,540 35,040 35,040 255 255
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,960)
0 -20 0 -4,195 -3,940 -4,195 -3,960 235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.0 99.3 89.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 9 15 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,100
COMMITMENTS
0 5,100 0 33,100 28,000 33,100 33,100 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,120)
-200 -100 0 -2,920 -3,020 -3,120 -3,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.4 0.0 100.0 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 15 13 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,626
COMMITMENTS
0 2,586 0 21,583 20,040 21,583 22,626 1,043 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -617)
-60 -580 0 -537 -17 -597 -597 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.4 0.0 95.4 88.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 16 11 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 531,915
COMMITMENTS
1,680 11,555 23,480 506,755 496,880 531,915 531,915 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -74,984)
1,680 -9,408 80 -76,744 -65,656 -74,984 -74,984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.2 4.4 95.3 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 9 15 11
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 843,282
COMMITMENTS
0 91,800 23,320 819,962 728,162 843,282 843,282 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -34,344)
-4,240 -27,560 23,320 -53,424 -30,104 -34,344 -34,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 2.8 97.2 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 18 15 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 458,149
COMMITMENTS
78,299 34,634 27,726 352,124 395,789 458,149 458,149 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -49,050)
982 28,408 -29,680 -20,352 -47,778 -49,050 -49,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 7.6 6.1 76.9 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 15 17 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 228,600
COMMITMENTS
0 9,551 0 228,600 219,049 228,600 228,600 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -8,416)
0 1,760 0 -8,416 -10,176 -8,416 -8,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 12 14 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,157
COMMITMENTS
955 0 63 27,585 28,652 28,603 28,715 554 442
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,497)
-140 0 0 -3,199 -3,653 -3,339 -3,653 -158 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.2 94.6 98.3 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 30 32 32 33
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,257
COMMITMENTS
13 905 45 4,901 3,851 4,959 4,801 298 456
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,260)
-109 -105 4 -1,188 -1,213 -1,293 -1,314 33 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 17.2 0.9 93.2 73.3 94.3 91.3 5.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 20 18 21 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,877
COMMITMENTS
730 47 60 7,635 8,295 8,425 8,402 452 475
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -906)
-65 47 60 -863 -1,094 -868 -987 -38 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.5 0.7 86.0 93.4 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 16 17 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,477,695
COMMITMENTS
347,860 133,082 477,557 574,621 793,007 1400038 1403646 77,657 74,049
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 4,350)
10,908 -5,792 -3,226 -10,188 8,505 -2,506 -513 6,856 4,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 9.0 32.3 38.9 53.7 94.7 95.0 5.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
116 78 143 84 96 278 261
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,769
COMMITMENTS
55,496 14,109 3,521 60,012 99,469 119,029 117,099 47,740 49,670
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -10,293)
-4,789 -949 -30 -7,597 -10,302 -12,416 -11,281 2,123 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 8.5 2.1 36.0 59.6 71.4 70.2 28.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 4 13 16 20 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,534
COMMITMENTS
7,862 2,553 6,252 52,187 53,225 66,301 62,030 3,233 7,504
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,044)
907 0 371 -193 841 1,085 1,212 959 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.7 9.0 75.1 76.5 95.4 89.2 4.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 7 15 14 25 21
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,842
COMMITMENTS
3,398 2,073 8,870 36,573 37,907 48,841 48,850 2,001 1,992
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,657)
363 -450 -2,464 -421 257 -2,522 -2,657 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 4.1 17.4 71.9 74.6 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 14 13 19 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,432
COMMITMENTS
5,107 7,419 9,243 13,086 9,730 27,436 26,392 1,996 3,040
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 577)
928 86 513 75 -413 1,516 186 -939 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 25.2 31.4 44.5 33.1 93.2 89.7 6.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 12 13 12 25 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,462
COMMITMENTS
20,074 2,920 616 4,359 23,010 25,049 26,546 2,413 916
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,070)
-2,617 -229 319 1,467 -1,265 -831 -1,175 -239 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.1 10.6 2.2 15.9 83.8 91.2 96.7 8.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
84 25 13 22 35 116 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 62,313
COMMITMENTS
45,267 7,394 99 10,515 52,144 55,881 59,637 6,432 2,676
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,720)
1,788 -29 -346 1,658 2,665 3,100 2,290 -380 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 11.9 0.2 16.9 83.7 89.7 95.7 10.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
93 36 9 27 30 122 73
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,760
COMMITMENTS
107,395 29,757 40,402 124,706 216,887 272,503 287,046 26,257 11,714
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 17,061)
7,903 577 1,746 6,497 13,280 16,146 15,603 915 1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 10.0 13.5 41.7 72.6 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
85 22 48 71 84 179 141
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,232
COMMITMENTS
537 465 135 7,530 7,612 8,202 8,212 30 20
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -313)
-148 0 0 -165 -333 -313 -333 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 5.6 1.6 91.5 92.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 9 13 14 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,560
COMMITMENTS
439 1,267 137 5,984 4,802 6,560 6,206 0 354
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,997)
289 -2,278 -299 -3,987 -1,577 -3,997 -4,154 0 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.3 2.1 91.2 73.2 100.0 94.6 0.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 22 32 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,172
COMMITMENTS
937 950 100 36,486 37,092 37,523 38,142 649 30
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -7,617)
-1,775 100 100 -6,073 -7,807 -7,748 -7,607 131 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.5 0.3 95.6 97.2 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 1 33 29 38 33
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,573
COMMITMENTS
900 0 0 6,563 7,573 7,463 7,573 110 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,636)
250 -50 -300 -1,540 -1,286 -1,590 -1,636 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 0.0 0.0 86.7 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 8 16 8
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,125
COMMITMENTS
503 400 0 15,379 15,725 15,882 16,125 243 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,206)
-86 0 0 -1,140 -1,206 -1,226 -1,206 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.5 0.0 95.4 97.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 21 20 23 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119
COMMITMENTS
1,350 7,829 25 12,694 6,215 14,069 14,069 50 50
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,760)
50 -600 -75 -1,735 -1,085 -1,760 -1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 55.5 0.2 89.9 44.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 1 27 15 32 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,590
COMMITMENTS
2,619 4,911 10,983 41,867 39,591 55,469 55,485 121 105
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -9,239)
-1,364 672 -1,083 -6,795 -8,811 -9,242 -9,222 3 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 8.8 19.8 75.3 71.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 8 6 39 39 48 51
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,346
COMMITMENTS
807 648 668 11,739 11,673 13,214 12,989 132 357
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,065)
575 -4,427 -592 -6,048 -947 -6,065 -5,966 0 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.9 5.0 88.0 87.5 99.0 97.3 1.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 25 27 29
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,126
COMMITMENTS
1,953 0 447 17,712 19,292 20,112 19,739 3,014 3,387
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,300)
-1,789 -1,966 -338 -4,500 -1,525 -6,627 -3,829 2,327 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 1.9 76.6 83.4 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 23 19 24
Updated January 15, 2013