GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,768
COMMITMENTS
2,189 768 850 37,435 39,129 40,474 40,747 294 21
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 520)
83 0 -120 557 629 520 509 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.9 2.1 91.8 96.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 37 47 39 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,975
COMMITMENTS
0 0 0 20,754 20,763 20,754 20,763 221 212
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,174)
0 0 0 3,174 3,163 3,174 3,163 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 25 22 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,385
COMMITMENTS
175 669 578 11,247 10,790 12,000 12,037 1,385 1,348
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -2)
88 95 -36 -59 -83 -7 -24 5 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.0 4.3 84.0 80.6 89.7 89.9 10.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 5 38 39 43 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,337
COMMITMENTS
650 159 362 5,715 6,254 6,727 6,775 610 562
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 423)
48 0 135 374 409 557 544 -134 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.2 4.9 77.9 85.2 91.7 92.3 8.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 5 45 48 51 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,667
COMMITMENTS
90 584 582 5,340 5,186 6,012 6,352 655 315
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 175)
0 -5 0 152 162 152 157 23 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.8 8.7 80.1 77.8 90.2 95.3 9.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 25 23 27 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,365
COMMITMENTS
120 95 0 2,941 2,635 3,061 2,730 304 635
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 135)
25 70 0 51 66 76 136 59 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 0.0 87.4 78.3 91.0 81.1 9.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 24 23 25 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,600
COMMITMENTS
125 17 162 2,909 3,056 3,196 3,235 404 365
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 377)
6 -5 35 361 343 402 373 -25 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.5 4.5 80.8 84.9 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 4 27 29 31 33
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,061
COMMITMENTS
0 0 0 9,941 10,031 9,941 10,031 120 30
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 18 24 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,788
COMMITMENTS
84 3,601 332 32,306 28,855 32,722 32,788 66 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 192)
0 60 0 192 132 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.0 1.0 98.5 88.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 28 23 30 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,524
COMMITMENTS
58,126 30,881 63,320 158,436 202,810 279,881 297,011 44,642 27,513
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 7,607)
-3 2,530 6,712 -1,359 -2,582 5,350 6,659 2,257 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 9.5 19.5 48.8 62.5 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 32 41 73 77 137 130
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,217,919
COMMITMENTS
245,644 393,663 461,647 447,946 316,082 1155237 1171393 62,681 46,526
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,297)
-1,703 -6,768 15,852 -9,460 -990 4,689 8,094 -2,392 -5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 32.3 37.9 36.8 26.0 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
117 105 164 78 75 291 261
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,416,684
COMMITMENTS
79,874 28,686 472,796 859,510 912,295 1412180 1413777 4,503 2,907
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 29,729)
4,321 2,064 15,154 10,031 12,260 29,506 29,478 223 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.0 33.4 60.7 64.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 32 63 69 62 139 133
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 157,846
COMMITMENTS
53,789 48,454 31,096 67,804 74,427 152,689 153,976 5,157 3,869
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 9,119)
5,887 3,945 833 668 4,090 7,388 8,868 1,731 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 30.7 19.7 43.0 47.2 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 8 15 22 23 43 39
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,382
COMMITMENTS
26,580 17,430 18,204 7,200 16,083 51,984 51,717 398 665
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 293)
83 233 82 149 -19 314 295 -20 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 33.3 34.8 13.7 30.7 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 12 13 17 26 36
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,348,650
COMMITMENTS
571,805 34,415 617,352 1117853 1672678 2307010 2324445 41,640 24,205
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 16,821)
38,431 -2,377 -24,923 2,430 43,437 15,938 16,137 883 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 1.5 26.3 47.6 71.2 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
37 12 43 82 77 133 123
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 934,443
COMMITMENTS
56,931 180,154 211,098 657,176 536,657 925,205 927,909 9,238 6,534
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 48,031)
5,305 22,235 9,093 34,116 16,742 48,514 48,070 -483 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 19.3 22.6 70.3 57.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 25 29 34 34 70 68
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 32,136
COMMITMENTS
8,850 9,955 9,369 13,519 12,405 31,738 31,729 398 407
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,662)
-435 105 1,207 770 380 1,542 1,692 120 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 31.0 29.2 42.1 38.6 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 22 14 12 38 36
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,990
COMMITMENTS
6,095 4,055 2,915 3,430 5,480 12,440 12,450 550 540
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,000)
35 335 360 725 415 1,120 1,110 -120 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 31.2 22.4 26.4 42.2 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 12 14 8 10 23 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,623
COMMITMENTS
1,515 886 1,310 20,554 21,196 23,378 23,392 245 232
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 965)
-10 110 -80 979 941 889 970 76 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.7 5.5 87.0 89.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 6 5 31 36 40 43
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,598
COMMITMENTS
0 90 0 1,783 1,896 1,783 1,986 815 612
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 129)
0 90 0 127 101 127 191 2 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 68.6 73.0 68.6 76.4 31.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 20 17 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,251
COMMITMENTS
107 402 126 1,535 1,346 1,768 1,874 483 377
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 204)
2 81 10 169 105 181 196 23 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 17.9 5.6 68.2 59.8 78.5 83.3 21.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 20 19 23 24
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,286
COMMITMENTS
104 50 5 976 1,173 1,085 1,228 201 58
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.9 0.4 75.9 91.2 84.4 95.5 15.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 11 17 13 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,572
COMMITMENTS
3,240 1,986 8,863 94,250 96,131 106,354 106,980 2,218 1,591
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -860)
-191 -22 -160 -465 -692 -815 -874 -45 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 8.2 86.8 88.5 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 5 27 29 33 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,232
COMMITMENTS
2,543 158 1,320 13,347 15,960 17,210 17,438 1,022 794
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -32)
-79 0 0 47 -32 -32 -32 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.9 7.2 73.2 87.5 94.4 95.6 5.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 14 21 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,780
COMMITMENTS
1,970 480 582 8,726 9,885 11,278 10,947 502 833
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 25)
212 0 -192 4 216 24 24 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.1 4.9 74.1 83.9 95.7 92.9 4.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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 14,864 15,439 16,294 1,671 816
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -72 0 -72 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.1 3.2 84.4 86.9 90.2 95.2 9.8 4.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,405
COMMITMENTS
210 0 0 52,195 52,385 52,405 52,385 0 20
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 788)
0 0 0 788 788 788 788 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 17 22 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 840,957
COMMITMENTS
0 0 0 840,957 840,957 840,957 840,957 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 17,328)
0 0 0 17,328 17,328 17,328 17,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,821
COMMITMENTS
1,020 0 0 61,546 62,714 62,566 62,714 255 107
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,220)
0 0 0 1,220 1,220 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 815,882
COMMITMENTS
0 0 0 815,882 815,882 815,882 815,882 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 22,774)
0 0 0 22,774 22,774 22,774 22,774 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: 33)
0 0 0 18 21 18 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,562
COMMITMENTS
7,550 1,226 215 45,542 52,121 53,307 53,562 255 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.3 0.4 85.0 97.3 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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 01/15/13 (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 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,375
COMMITMENTS
0 6,375 0 34,375 28,000 34,375 34,375 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 0.0 100.0 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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 22,349 20,040 22,349 22,626 277 0
CHANGES FROM 01/15/13 (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 11.4 0.0 98.8 88.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 11 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,650
COMMITMENTS
0 103,560 23,320 856,330 752,770 879,650 879,650 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 16,936)
0 0 0 16,936 16,936 16,936 16,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 2.7 97.3 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 18 16 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 470,840
COMMITMENTS
90,059 34,634 27,726 353,055 408,480 470,840 470,840 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.4 5.9 75.0 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 16 17 17
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 229,007
COMMITMENTS
0 9,551 0 229,007 219,456 229,007 229,007 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 407)
0 0 0 407 407 407 407 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 25)
0 3 0 15 12 15 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,477
COMMITMENTS
90 51 44 4,342 4,382 4,477 4,477 0 -0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -5)
-4 2 0 -1 -8 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 1.0 97.0 97.9 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 19 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,547
COMMITMENTS
570 0 63 29,370 30,114 30,003 30,177 544 370
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 423)
-110 0 0 588 465 478 465 -55 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.2 96.1 98.6 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 1 36 35 38 36
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,467
COMMITMENTS
13 1,080 45 7,071 5,911 7,129 7,036 338 431
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 97)
0 25 0 122 97 122 122 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.5 0.6 94.7 79.2 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 22 18 23 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,105
COMMITMENTS
630 62 60 7,956 8,498 8,646 8,620 459 485
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 30)
0 0 0 33 20 33 20 -3 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.7 0.7 87.4 93.3 95.0 94.7 5.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 15 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,171,909
COMMITMENTS
382,909 97,473 790,671 908,514 1196491 2082093 2084635 89,817 87,274
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -37,490)
15,686 374 -13,839 -36,594 -26,267 -34,747 -39,732 -2,743 2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.5 36.4 41.8 55.1 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
156 94 204 96 101 346 327
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,583
COMMITMENTS
887 13,690 25,046 67,791 53,161 93,725 91,897 1,858 3,686
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -2,230)
-1,673 -1,097 2,065 -2,408 -3,582 -2,016 -2,614 -213 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.3 26.2 70.9 55.6 98.1 96.1 1.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 7 7 16 17 24 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,015
COMMITMENTS
61,118 14,390 3,507 64,521 107,684 129,146 125,581 44,869 48,434
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,226)
2,907 18 -105 4,722 6,238 7,524 6,151 -3,298 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 8.3 2.0 37.1 61.9 74.2 72.2 25.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 3 14 17 21 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,987
COMMITMENTS
8,493 1,780 5,022 19,774 26,910 33,289 33,712 1,698 1,275
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -665)
68 440 -150 -2 108 -83 398 -582 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.1 14.4 56.5 76.9 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 3 8 15 16 27 26
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 294,399
COMMITMENTS
15,736 5,152 52,540 217,729 228,520 286,006 286,213 8,393 8,186
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 6,555)
-2,644 1,480 2,780 5,888 2,344 6,024 6,604 531 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 17.8 74.0 77.6 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 4 12 28 28 40 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,616
COMMITMENTS
8,539 2,394 8,763 49,107 50,663 66,409 61,820 3,207 7,796
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -2,175)
184 -1,648 945 -3,203 -1,766 -2,074 -2,469 -101 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.4 12.6 70.5 72.8 95.4 88.8 4.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 7 15 14 25 21
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,261
COMMITMENTS
4,283 2,323 8,520 37,382 38,913 50,185 49,756 2,076 2,505
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -266)
250 250 -150 -276 -326 -176 -226 -90 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.4 16.3 71.5 74.5 96.0 95.2 4.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 3 14 12 19 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,708
COMMITMENTS
7,396 9,736 12,957 18,988 16,602 39,340 39,294 3,368 3,414
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 6,568)
873 1,369 1,394 3,927 3,732 6,194 6,495 374 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 22.8 30.3 44.5 38.9 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 8 12 13 14 28 27
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,728
COMMITMENTS
1,400 991 192 3,462 3,877 5,054 5,060 674 669
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 304)
-151 162 181 162 -82 191 262 112 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 17.3 3.4 60.4 67.7 88.2 88.3 11.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 2 14 14 21 20
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,724
COMMITMENTS
4,930 231 2,170 60,554 66,599 67,654 68,999 10,071 8,725
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 590)
-64 -48 34 678 824 648 810 -58 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.3 2.8 77.9 85.7 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 5 16 18 21 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 37,420
COMMITMENTS
24,518 3,641 1,937 7,738 31,027 34,194 36,605 3,227 816
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,738)
2,384 167 12 -61 2,577 2,336 2,757 402 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 9.7 5.2 20.7 82.9 91.4 97.8 8.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
99 30 17 33 40 143 83
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 72,304
COMMITMENTS
50,054 3,541 2,162 12,556 64,621 64,773 70,325 7,532 1,979
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1,114)
2,602 268 125 -4,273 -1,155 -1,546 -762 432 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 4.9 3.0 17.4 89.4 89.6 97.3 10.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
113 16 16 31 37 149 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 334,155
COMMITMENTS
109,779 30,191 44,856 149,291 245,239 303,927 320,286 30,228 13,869
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,923)
3,676 2,191 2,286 -3,232 -488 2,731 3,989 1,192 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.0 13.4 44.7 73.4 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
89 21 49 80 89 190 146
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,073
COMMITMENTS
200 0 0 10,370 10,580 10,570 10,580 503 493
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 723)
0 0 0 1,049 873 1,049 873 -326 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 93.7 95.5 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 16 18 16
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,555
COMMITMENTS
542 465 135 7,848 7,930 8,525 8,530 30 25
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -3)
0 0 0 -3 -3 -3 -3 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.4 1.6 91.7 92.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 13 15 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,777
COMMITMENTS
389 1,764 187 7,111 5,472 7,687 7,423 90 354
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 754)
-50 217 50 664 487 664 754 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.7 2.4 91.4 70.4 98.8 95.4 1.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 30 25 33 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,492
COMMITMENTS
1,037 1,600 100 41,841 41,750 42,978 43,450 514 42
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 828)
100 100 0 993 816 1,093 916 -265 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 0.2 96.2 96.0 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 1 37 36 42 40
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,672
COMMITMENTS
975 0 0 8,587 9,672 9,562 9,672 110 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,150)
150 0 0 1,000 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 88.8 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 16 10 18 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,414
COMMITMENTS
503 400 0 16,806 17,014 17,309 17,414 105 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 187)
0 0 0 400 262 400 262 -213 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 0.0 96.5 97.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 22 24 24 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,569
COMMITMENTS
1,400 8,529 25 14,094 6,965 15,519 15,519 50 50
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 425)
0 200 0 425 225 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 54.8 0.2 90.5 44.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 1 29 19 34 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,634
COMMITMENTS
1,868 2,428 0 5,766 5,206 7,634 7,634 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 175)
-50 0 0 225 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 31.8 0.0 75.5 68.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 9 14 12 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,779
COMMITMENTS
3,986 4,325 11,087 42,567 42,262 57,640 57,674 139 105
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,116)
756 -130 -152 494 1,398 1,098 1,116 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.5 19.2 73.7 73.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 7 9 42 41 54 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,855
COMMITMENTS
396 225 0 6,006 6,153 6,402 6,378 453 477
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 315)
0 75 0 315 240 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.3 0.0 87.6 89.8 93.4 93.0 6.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,951
COMMITMENTS
1,139 0 160 2,652 3,531 3,951 3,691 0 260
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.0 4.0 67.1 89.4 100.0 93.4 0.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 13 9 17 11
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,107
COMMITMENTS
787 1,200 651 13,603 12,968 15,041 14,819 66 288
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 830)
-70 -125 25 941 972 896 872 -66 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.9 4.3 90.0 85.8 99.6 98.1 0.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 2 27 29 30 36
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,431
COMMITMENTS
1,963 0 102 20,959 23,679 23,024 23,781 3,407 2,650
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,365)
496 0 -370 118 2,020 244 1,650 1,121 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.4 79.3 89.6 87.1 90.0 12.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 26 19 27
Updated January 25, 2013