GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,583
COMMITMENTS
1,026 60 583 51,872 52,507 53,481 53,150 102 433
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,411)
240 60 80 4,087 4,180 4,407 4,320 4 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 1.1 96.8 98.0 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 1 45 45 48 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,689
COMMITMENTS
0 0 0 12,476 12,574 12,476 12,574 213 115
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 293)
0 0 0 243 293 243 293 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.1 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 30 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,015
COMMITMENTS
132 364 193 9,618 9,194 9,943 9,751 1,072 1,264
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 234)
30 12 -8 174 228 196 232 38 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 1.8 87.3 83.5 90.3 88.5 9.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 5 34 40 39 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,051
COMMITMENTS
911 63 97 6,670 7,039 7,678 7,199 373 852
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 712)
118 20 30 661 777 809 827 -97 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.8 1.2 82.8 87.4 95.4 89.4 4.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 2 2 54 56 60 59
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,086
COMMITMENTS
0 0 0 3,258 2,527 3,258 2,527 828 1,559
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 125)
0 0 0 209 103 209 103 -84 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.7 61.8 79.7 61.8 20.3 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,378
COMMITMENTS
390 599 90 2,417 2,522 2,897 3,211 481 167
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 231)
30 105 0 284 201 314 306 -83 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 17.7 2.7 71.6 74.7 85.8 95.1 14.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 22 20 26 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,214
COMMITMENTS
0 140 101 1,628 1,698 1,729 1,939 485 275
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8)
0 0 0 -9 12 -9 12 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 4.6 73.5 76.7 78.1 87.6 21.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 22 23 24
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,641
COMMITMENTS
0 0 0 10,596 10,354 10,596 10,354 45 287
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,648)
0 0 0 1,648 1,648 1,648 1,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 97.3 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 18 26 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,970
COMMITMENTS
0 1,247 436 22,534 21,287 22,970 22,970 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,083)
0 330 0 2,083 1,753 2,083 2,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 1.9 98.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 27 29 28 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,734
COMMITMENTS
55,328 33,351 72,023 192,847 235,306 320,198 340,680 43,536 23,053
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,441)
4,519 3,987 -1,782 -2,699 551 37 2,756 -3,478 -6,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.2 19.8 53.0 64.7 88.0 93.7 12.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
42 25 44 83 91 150 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 68,590
COMMITMENTS
117 6,170 26,113 40,261 35,194 66,491 67,477 2,098 1,113
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -15,793)
-369 -1,332 -6,670 -8,344 -7,635 -15,382 -15,637 -411 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.0 38.1 58.7 51.3 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 8 10 17 17 27 27
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,132
COMMITMENTS
435 205 765 15,932 16,155 17,132 17,125 0 7
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,801)
50 -200 650 1,101 1,451 1,801 1,901 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 4.5 93.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 1 5 44 47 50 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,314
COMMITMENTS
1,224 410 100 5,900 6,714 7,224 7,224 90 90
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -597)
213 -205 -100 -690 -272 -577 -577 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.6 1.4 80.7 91.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 1 22 21 28 25
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,610
COMMITMENTS
0 0 0 1,560 1,610 1,560 1,610 50 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 991,974
COMMITMENTS
144,086 305,942 362,675 416,953 274,840 923,714 943,458 68,261 48,517
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -29,850)
282 -192 -19,930 -10,062 -10,829 -29,710 -30,951 -140 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 30.8 36.6 42.0 27.7 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
74 135 138 95 86 261 277
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,708,135
COMMITMENTS
60,887 83,971 595,815 1045808 1021650 1702510 1701436 5,624 6,698
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -99,701)
-11,489 -15,054 -47,557 -40,773 -37,257 -99,820 -99,868 119 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.9 34.9 61.2 59.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
37 29 53 68 63 130 120
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 57,464
COMMITMENTS
25,675 23,493 20,142 10,760 13,663 56,577 57,298 887 166
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,014)
-240 -204 1,886 -574 -398 1,071 1,284 -57 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 40.9 35.1 18.7 23.8 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 10 15 12 15 28 34
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,223
COMMITMENTS
618 8,256 2,538 53,693 43,676 56,849 54,470 2,374 4,753
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,808)
-480 -1,168 -180 -3,628 -2,815 -4,288 -4,163 -520 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.9 4.3 90.7 73.7 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 13 18 16 21
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,550
COMMITMENTS
3,723 3,564 581 45,910 45,645 50,214 49,790 7,336 7,760
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,200)
-16 0 -100 -2,958 -2,813 -3,074 -2,913 -126 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.2 1.0 79.8 79.3 87.3 86.5 12.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 16 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 94,576
COMMITMENTS
3,646 0 2,848 78,144 87,487 84,638 90,336 9,938 4,240
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -5,257)
-438 0 -162 -3,804 -4,549 -4,404 -4,710 -853 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 3.0 82.6 92.5 89.5 95.5 10.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,388,800
COMMITMENTS
460,683 161,405 652,115 1242320 1554215 2355118 2367735 33,682 21,065
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -101,281)
-3,439 15,420 -34,323 -64,038 -82,913 -101,800 -101,816 519 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 6.8 27.3 52.0 65.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 22 49 99 90 159 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,050,908
COMMITMENTS
154,042 86,137 216,037 675,841 744,055 1045920 1046229 4,988 4,679
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -56,331)
-36,182 -1,518 -17,657 -2,628 -30,498 -56,467 -49,673 136 -6,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.2 20.6 64.3 70.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 18 32 40 40 75 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,278
COMMITMENTS
116 1,321 160 16,687 15,557 16,963 17,038 315 240
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,552)
-305 -278 26 -2,219 -2,259 -2,498 -2,511 -54 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.6 0.9 96.6 90.0 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 6 4 38 45 43 52
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,491
COMMITMENTS
0 333 112 1,481 1,195 1,593 1,640 898 851
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 149)
0 48 34 101 214 135 296 14 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 4.5 59.5 48.0 64.0 65.8 36.0 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 3 19 19 22 24
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,513
COMMITMENTS
52 48 41 947 1,052 1,040 1,141 473 372
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 98)
-28 0 -60 219 255 131 195 -33 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.2 2.7 62.6 69.5 68.7 75.4 31.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 24 22 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 191,783
COMMITMENTS
19,742 2,726 21,330 148,650 166,278 189,722 190,335 2,061 1,448
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -9,059)
-30 -691 -1,266 -7,731 -7,469 -9,028 -9,426 -31 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.4 11.1 77.5 86.7 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 6 35 33 42 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,568
COMMITMENTS
675 1,012 2,793 22,873 23,103 26,340 26,908 1,228 660
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -277)
100 434 47 -376 -656 -229 -175 -48 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 10.1 83.0 83.8 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 21 26 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,027
COMMITMENTS
510 858 290 7,136 7,536 7,936 8,684 2,091 1,343
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -131)
-25 120 0 62 -379 37 -259 -168 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.6 2.9 71.2 75.2 79.1 86.6 20.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,808
COMMITMENTS
3,037 232 290 7,616 9,965 10,944 10,488 864 1,320
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 34)
1,679 -434 23 -1,584 617 117 206 -83 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 2.0 2.5 64.5 84.4 92.7 88.8 7.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 15 15 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,278
COMMITMENTS
2,550 3,190 228 22,299 22,394 25,077 25,812 2,201 1,466
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 133)
328 390 -86 204 9 446 313 -313 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.7 0.8 81.7 82.1 91.9 94.6 8.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 23 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,388
COMMITMENTS
3,528 0 0 4,249 8,040 7,777 8,040 1,611 1,348
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -507)
-322 0 -218 -318 18 -858 -200 351 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 0.0 0.0 45.3 85.6 82.8 85.6 17.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 15 18 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,662
COMMITMENTS
0 1,244 550 10,060 9,096 10,610 10,890 1,052 772
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -287)
0 -350 6 -568 97 -562 -247 275 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 4.7 86.3 78.0 91.0 93.4 9.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 20 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,219
COMMITMENTS
0 0 0 52,177 52,219 52,177 52,219 42 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,436)
-2,151 0 -399 135 -2,016 -2,415 -2,415 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,535
COMMITMENTS
0 0 0 891,535 891,535 891,535 891,535 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -36,312)
-32,918 0 0 -3,394 -36,312 -36,312 -36,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 15 18 15
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972
COMMITMENTS
0 0 0 342,972 342,972 342,972 342,972 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -31,008)
-16,652 0 -9,408 -4,948 -21,600 -31,008 -31,008 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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309
COMMITMENTS
0 0 0 39,309 39,309 39,309 39,309 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,192)
0 0 0 -3,192 -3,192 -3,192 -3,192 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: 23)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626
COMMITMENTS
0 0 0 727,626 727,626 727,626 727,626 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -64,056)
0 0 0 -64,056 -64,056 -64,056 -64,056 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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,774
COMMITMENTS
210 0 0 125,309 125,774 125,519 125,774 255 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -9,541)
-1,291 0 -1,113 -7,137 -8,428 -9,541 -9,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 17 28 18 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,169,599
COMMITMENTS
7,930 0 0 2161669 2169599 2169599 2169599 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -186,939)
0 -30,405 -14,886 -172,053 -141,648 -186,939 -186,939 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: 40)
1 0 0 19 29 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,736
COMMITMENTS
2,004 1,223 678 43,054 43,835 45,736 45,736 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 990)
-1,885 -315 -525 3,400 1,830 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.7 1.5 94.1 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 2 28 23 31 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,101,438
COMMITMENTS
46,920 55,450 9,285 1045233 1036703 1101438 1101438 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,119)
-12,900 45,408 -3,875 23,894 -34,414 7,119 7,119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.0 0.8 94.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 22 30 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,854
COMMITMENTS
0 612 0 51,812 50,987 51,812 51,599 42 255
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -888)
0 -1,086 -105 -762 303 -867 -888 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.9 98.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,396
COMMITMENTS
0 5,226 0 17,396 12,170 17,396 17,396 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -630)
0 -751 -211 -419 332 -630 -630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.0 0.0 100.0 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 7 13 9
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,630
COMMITMENTS
126 0 0 22,504 22,630 22,630 22,630 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,593)
0 0 0 -1,593 -1,572 -1,593 -1,572 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,866
COMMITMENTS
0 855 420 43,320 42,549 43,740 43,824 126 42
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,575)
0 -2,703 -357 -1,197 1,506 -1,554 -1,554 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.0 98.8 97.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 15 16 16 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,428
COMMITMENTS
17,548 0 2,917 12,708 30,511 33,173 33,428 255 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,023)
-1,500 0 -1,230 1,707 207 -1,023 -1,023 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 0.0 8.7 38.0 91.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 9 14 11 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,611
COMMITMENTS
765 772 147 18,657 18,437 19,569 19,356 42 255
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,672)
0 407 -21 -1,630 -2,058 -1,651 -1,672 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.9 0.7 95.1 94.0 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 14 18 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 942,499
COMMITMENTS
23,400 40,931 1,224 917,875 900,344 942,499 942,499 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -33,307)
0 -1,205 -2,760 -30,547 -29,342 -33,307 -33,307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.3 0.1 97.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 22 22 24 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 919,931
COMMITMENTS
93,855 0 0 826,076 919,931 919,931 919,931 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 4,998)
-17,133 -225 -26,037 48,168 31,260 4,998 4,998 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 89.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 14 19 14
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 120,185
COMMITMENTS
0 3,965 0 120,185 116,220 120,185 120,185 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,539)
0 -2,040 0 -11,539 -9,499 -11,539 -11,539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 100.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,071
COMMITMENTS
88 1,515 973 8,978 7,542 10,040 10,031 31 40
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 15.0 9.7 89.1 74.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 4 13 15 18 19
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,589
COMMITMENTS
185 66 207 23,989 24,120 24,381 24,393 208 196
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -105)
-10 0 30 -125 -118 -105 -88 0 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.8 97.6 98.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 4 41 39 45 43
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,365
COMMITMENTS
120 0 0 9,032 9,016 9,152 9,016 213 349
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,304)
-15 -35 -130 -1,243 -1,240 -1,388 -1,405 84 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.4 96.3 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 18 18 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,630
COMMITMENTS
40 70 0 6,306 6,285 6,346 6,355 284 275
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -920)
40 -10 0 -810 -716 -770 -726 -150 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 0.0 95.1 94.8 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 20 24 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,534
COMMITMENTS
0 0 0 9,185 9,426 9,185 9,426 1,349 1,108
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,195)
0 0 0 -1,319 -1,137 -1,319 -1,137 124 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 89.5 87.2 89.5 12.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,556,137
COMMITMENTS
331,601 107,974 854,265 1291655 1519344 2477522 2481584 78,615 74,553
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -69,654)
-12,835 -10,986 -37,261 -24,289 -17,414 -74,385 -65,661 4,731 -3,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.2 33.4 50.5 59.4 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
142 102 191 97 104 334 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,490
COMMITMENTS
102,719 17,352 24,550 98,100 182,231 225,369 224,133 1,121 2,358
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -909)
-5,860 1,124 3,913 1,097 -5,705 -849 -669 -59 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 7.7 10.8 43.3 80.5 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 14 18 27 27 46 49
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,190
COMMITMENTS
45,890 16,686 4,225 115,361 139,780 165,476 160,691 33,714 38,499
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -10,691)
-2,397 -4,338 -1,154 -2,822 -3,444 -6,373 -8,936 -4,318 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.4 2.1 57.9 70.2 83.1 80.7 16.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 19 23 30 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,473
COMMITMENTS
19,095 1,428 16,495 64,638 83,377 100,228 101,300 3,245 2,173
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -6,507)
732 -399 -1,406 -5,778 -4,569 -6,452 -6,374 -55 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.4 15.9 62.5 80.6 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 7 23 27 25 58 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 487,162
COMMITMENTS
30,425 3,900 85,458 358,276 383,858 474,159 473,215 13,003 13,947
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -31,632)
-1,037 -318 -10,376 -18,900 -19,748 -30,314 -30,442 -1,319 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.8 17.5 73.5 78.8 97.3 97.1 2.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 3 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,131
COMMITMENTS
525 1,216 125 11,459 10,790 12,109 12,131 22 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,096)
25 167 -225 -3,896 -4,038 -4,096 -4,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.0 1.0 94.5 88.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 27 25 30 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,939
COMMITMENTS
4,003 15,061 4,823 64,025 50,085 72,851 69,969 2,088 4,970
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 637)
97 235 -692 1,070 270 475 -187 162 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 20.1 6.4 85.4 66.8 97.2 93.4 2.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 13 25 22 39 35
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835
COMMITMENTS
3,941 1,178 2,513 24,946 27,807 31,400 31,498 3,435 3,337
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,197)
-120 -1,151 -1,122 -425 512 -1,667 -1,761 470 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.4 7.2 71.6 79.8 90.1 90.4 9.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 16 17 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,590
COMMITMENTS
3,227 100 0 8,315 11,410 11,542 11,510 48 80
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,095)
-100 -50 0 -1,895 -1,920 -1,995 -1,970 -100 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.9 0.0 71.7 98.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 17 17 19 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,613
COMMITMENTS
4,500 1,934 7,840 11,190 13,402 23,530 23,177 4,082 4,436
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,096)
-27 -352 -175 -1,502 -1,055 -1,703 -1,582 607 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 7.0 28.4 40.5 48.5 85.2 83.9 14.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 10 12 12 26 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,061
COMMITMENTS
2,239 3,243 1,618 17,385 16,026 21,241 20,887 820 1,175
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,958)
186 -118 -375 -1,708 -1,558 -1,897 -2,051 -61 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.7 7.3 78.8 72.6 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 17 13 19 22 34 43
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,864
COMMITMENTS
5,524 844 7,526 58,401 60,937 71,452 69,308 12,412 14,556
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,659)
-510 1 -1,128 -3,931 -2,914 -5,569 -4,041 909 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.0 9.0 69.6 72.7 85.2 82.6 14.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 5 18 19 23 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,537
COMMITMENTS
10,850 3,726 790 7,703 14,624 19,344 19,141 1,193 1,396
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 79)
-138 -298 56 138 322 56 80 23 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 18.1 3.8 37.5 71.2 94.2 93.2 5.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 36 10 26 36 73 78
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,478
COMMITMENTS
26,518 5,417 851 9,718 33,533 37,086 39,801 5,392 2,677
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 531)
648 -205 -156 324 1,305 816 945 -286 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 12.8 2.0 22.9 78.9 87.3 93.7 12.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
69 33 9 25 37 97 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,275
COMMITMENTS
80,111 20,810 35,101 153,735 219,982 268,947 275,893 19,327 12,382
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -12,989)
-5,732 -2,877 -531 -6,221 -9,119 -12,484 -12,526 -505 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 7.2 12.2 53.3 76.3 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
75 18 52 78 91 172 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,502
COMMITMENTS
6,843 0 996 6,771 14,172 14,610 15,168 5,892 5,334
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,684)
-1,465 -280 0 -816 -3,123 -2,281 -3,403 -1,403 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.0 4.9 33.0 69.1 71.3 74.0 28.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 11 16 15 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,925
COMMITMENTS
0 0 0 28,345 26,525 28,345 26,525 580 2,400
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,070)
0 0 0 2,970 2,260 2,970 2,260 100 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 91.7 98.0 91.7 2.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,082
COMMITMENTS
100 0 0 6,949 7,062 7,049 7,062 33 20
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 262)
0 0 0 262 262 262 262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.1 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 34 30 35 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,650
COMMITMENTS
300 411 2 54,435 54,497 54,737 54,910 913 740
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 499)
0 69 -25 345 194 320 238 179 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.0 97.8 97.9 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 1 43 32 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,577
COMMITMENTS
0 250 0 15,457 15,302 15,457 15,552 120 25
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -195)
0 -50 0 -195 -145 -195 -195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.2 98.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 18 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,545
COMMITMENTS
0 3,250 0 6,545 3,295 6,545 6,545 0 0
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 100)
0 -50 0 100 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 49.7 0.0 100.0 50.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 0 29 17 29 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,950
COMMITMENTS
114 0 118 5,409 5,742 5,641 5,860 309 90
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 31)
-50 0 50 31 -19 31 31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.0 90.9 96.5 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 17 20 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,391
COMMITMENTS
677 2,323 833 17,799 16,133 19,309 19,289 82 102
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,457)
-139 -113 57 -2,452 -2,468 -2,534 -2,524 77 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.0 4.3 91.8 83.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 6 5 40 41 45 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,451
COMMITMENTS
1,358 0 928 9,101 10,469 11,387 11,397 64 54
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,135)
-56 0 71 -2,113 -2,156 -2,098 -2,085 -37 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 8.1 79.5 91.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 0 2 32 29 38 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,956
COMMITMENTS
10,289 690 676 20,749 29,845 31,714 31,211 242 745
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,372)
-922 -175 -57 -1,363 -2,234 -2,342 -2,466 -30 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 2.2 2.1 64.9 93.4 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 26 36 33 44
Updated November 10, 2011