GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,078
COMMITMENTS
818 0 471 41,680 42,254 42,969 42,725 109 353
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,892)
1 0 42 1,850 1,851 1,893 1,893 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 1.1 96.8 98.1 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 1 46 44 48 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,297
COMMITMENTS
0 0 0 12,134 12,182 12,134 12,182 163 115
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,842)
0 0 0 1,842 1,842 1,842 1,842 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 29 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,838
COMMITMENTS
105 347 191 9,482 9,066 9,778 9,604 1,060 1,234
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 530)
0 33 -25 655 602 630 610 -100 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.2 1.8 87.5 83.7 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 33 39 37 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,669
COMMITMENTS
736 83 107 5,385 5,540 6,228 5,730 441 939
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 323)
73 83 -11 195 15 257 87 66 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 1.2 1.6 80.7 83.1 93.4 85.9 6.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 4 45 48 51 52
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,900
COMMITMENTS
0 0 0 2,988 2,382 2,988 2,382 912 1,518
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 79)
0 0 0 79 49 79 49 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 76.6 61.1 76.6 61.1 23.4 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 19 17 19
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,093
COMMITMENTS
360 399 90 2,084 2,346 2,534 2,835 559 258
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 239)
0 170 0 314 71 314 241 -75 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 12.9 2.9 67.4 75.8 81.9 91.7 18.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 20 24 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,125
COMMITMENTS
0 170 81 1,567 1,597 1,648 1,848 477 277
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 127)
-25 -5 0 171 156 146 151 -19 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 3.8 73.7 75.2 77.6 87.0 22.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 20 20 22 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,184
COMMITMENTS
0 0 0 8,139 7,902 8,139 7,902 45 282
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,833)
0 0 0 1,833 1,833 1,833 1,833 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 96.6 99.5 96.6 0.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 17 21 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,292
COMMITMENTS
0 949 436 19,856 18,907 20,292 20,292 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,130)
0 32 110 2,020 1,988 2,130 2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 2.1 97.9 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 26 28 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,894
COMMITMENTS
47,460 32,731 38,263 173,269 201,047 258,992 272,041 39,902 26,853
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,593)
9,322 -3,313 -4,880 236 17,159 4,678 8,966 -1,085 -5,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 11.0 12.8 58.0 67.3 86.7 91.0 13.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 25 49 83 86 150 138
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,879
COMMITMENTS
335 305 115 13,429 13,452 13,879 13,872 0 7
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,396)
-15 115 15 2,416 2,266 2,416 2,396 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.2 0.8 96.8 96.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 2 3 44 42 48 46
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,976
COMMITMENTS
411 915 0 6,505 6,001 6,916 6,916 60 60
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 13.1 0.0 93.2 86.0 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 0 21 17 24 21
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| 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 10/11/11 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 996,833
COMMITMENTS
150,030 318,673 350,564 427,966 276,739 928,560 945,976 68,273 50,857
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 28,376)
6,043 2,592 21,129 3,766 967 30,938 24,688 -2,562 3,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 32.0 35.2 42.9 27.8 93.2 94.9 6.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
78 135 126 92 81 252 273
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,573
COMMITMENTS
1,402 9,424 2,718 57,321 46,491 61,441 58,633 2,132 4,940
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 14.8 4.3 90.2 73.1 96.6 92.2 3.4 7.8
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
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,976
COMMITMENTS
3,739 4,044 681 49,286 48,204 53,706 52,929 7,270 8,047
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 11)
-140 0 80 71 -69 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 6.6 1.1 80.8 79.1 88.1 86.8 11.9 13.2
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
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,461
COMMITMENTS
4,141 0 2,976 80,553 90,698 87,670 93,674 10,791 4,787
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 35)
-417 0 285 167 -250 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 3.0 81.8 92.1 89.0 95.1 11.0 4.9
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
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,463,139
COMMITMENTS
465,842 140,165 696,940 1267997 1601586 2430779 2438691 32,360 24,448
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 55,545)
7,481 2,760 26,247 23,531 27,878 57,259 56,885 -1,714 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 5.7 28.3 51.5 65.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
37 23 51 100 93 161 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,063,862
COMMITMENTS
195,927 93,000 203,258 659,467 762,892 1058652 1059150 5,210 4,712
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 44,619)
10,847 10,430 9,764 23,769 24,209 44,380 44,403 239 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 8.7 19.1 62.0 71.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 20 35 42 40 80 79
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,281
COMMITMENTS
297 1,209 139 20,504 19,680 20,940 21,028 341 253
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,491)
-16 110 -70 1,466 1,465 1,380 1,505 111 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.7 0.7 96.3 92.5 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 5 4 38 44 43 52
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,170
COMMITMENTS
0 313 72 1,420 913 1,492 1,298 678 872
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.4 3.3 65.4 42.1 68.8 59.8 31.2 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 17 16 18 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,359
COMMITMENTS
49 48 117 707 764 873 929 486 430
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 3.5 8.6 52.0 56.2 64.2 68.4 35.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 14 18 17 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,511
COMMITMENTS
21,306 380 2,754 29,016 50,652 53,076 53,786 1,435 725
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 324)
284 40 240 -189 -185 335 95 -11 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 0.7 5.1 53.2 92.9 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 4 34 29 39 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,489
COMMITMENTS
182 1,322 664 13,291 12,849 14,137 14,835 1,352 654
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 262)
0 54 0 180 208 180 262 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 8.5 4.3 85.8 83.0 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 21 24 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,796
COMMITMENTS
547 720 278 6,464 7,677 7,289 8,675 2,507 1,121
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -36)
-120 0 120 -384 -370 -384 -250 348 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 7.3 2.8 66.0 78.4 74.4 88.6 25.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,294
COMMITMENTS
1,242 666 86 9,019 9,050 10,347 9,802 947 1,492
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 336)
552 0 -24 -72 168 456 144 -120 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 5.9 0.8 79.9 80.1 91.6 86.8 8.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 11 14 15 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,601
COMMITMENTS
1,710 2,800 314 21,981 21,695 24,005 24,809 2,596 1,792
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 752)
480 0 0 190 550 670 550 82 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 10.5 1.2 82.6 81.6 90.2 93.3 9.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 21 19 24 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,895
COMMITMENTS
3,850 0 218 4,567 8,022 8,635 8,240 1,260 1,655
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 0.0 2.2 46.2 81.1 87.3 83.3 12.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 16 13 19 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,103
COMMITMENTS
0 954 320 10,102 8,773 10,422 10,047 681 1,056
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 196)
0 24 0 136 168 136 192 60 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.6 2.9 91.0 79.0 93.9 90.5 6.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 21 16 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,633
COMMITMENTS
2,235 0 315 52,020 54,297 54,570 54,612 63 21
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 1,600 1,579 1,600 1,579 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.6 95.2 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 14 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,487
COMMITMENTS
32,918 0 0 894,569 927,487 927,487 927,487 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 29,392)
0 0 0 29,392 29,392 29,392 29,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 14 18 14
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,188
COMMITMENTS
750 0 510 21,695 22,678 22,955 23,188 233 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 2.2 93.6 97.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 11 11 12 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 373,980
COMMITMENTS
16,652 0 9,408 347,920 364,572 373,980 373,980 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 2.5 93.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 10 12 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,501
COMMITMENTS
0 0 0 42,501 42,501 42,501 42,501 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,682
COMMITMENTS
0 0 0 791,682 791,682 791,682 791,682 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,765
COMMITMENTS
1,501 0 1,113 129,896 131,652 132,510 132,765 255 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 42)
-630 0 420 252 -378 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.8 97.8 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 18 26 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,311,415
COMMITMENTS
7,930 27,325 14,886 2288599 2269204 2311415 2311415 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 768)
0 3,840 -3,072 3,840 0 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.2 0.6 99.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 18 27 20 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,515
COMMITMENTS
3,379 1,538 1,203 39,933 41,774 44,515 44,515 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.5 2.7 89.7 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 22 31 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,079,279
COMMITMENTS
54,815 10,042 13,160 1011304 1056077 1079279 1079279 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,840)
3,840 0 0 0 3,840 3,840 3,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.9 1.2 93.7 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 24 18 28 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,700
COMMITMENTS
0 1,656 105 52,532 50,684 52,637 52,445 63 255
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.2 99.7 96.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 18 21 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,081
COMMITMENTS
650 5,352 616 17,815 13,113 19,081 19,081 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 28.0 3.2 93.4 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 13 8 14 11
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,948
COMMITMENTS
126 0 0 22,822 22,927 22,948 22,927 0 21
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.5 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,716
COMMITMENTS
0 4,323 777 45,792 41,553 46,569 46,653 147 63
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 1.7 98.0 88.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 15 16 17 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,482
COMMITMENTS
933 88 0 18,549 19,394 19,482 19,482 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.5 0.0 95.2 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 14 14 16 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 975,421
COMMITMENTS
24,936 38,282 2,833 947,652 934,306 975,421 975,421 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.9 0.3 97.2 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 21 21 24 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,458
COMMITMENTS
110,988 0 14,412 766,058 877,046 891,458 891,458 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 1.6 85.9 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 12 18 13
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,724
COMMITMENTS
0 6,005 0 131,724 125,719 131,724 131,724 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 0.0 100.0 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,252
COMMITMENTS
195 66 177 23,667 23,796 24,039 24,039 213 213
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -45)
0 0 0 33 329 33 329 -78 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.3 0.7 97.6 98.1 99.1 99.1 0.9 0.9
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
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,672
COMMITMENTS
135 35 130 10,230 10,226 10,495 10,391 177 281
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 168)
0 0 0 130 110 130 110 38 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.3 1.2 95.9 95.8 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 19 21 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,355
COMMITMENTS
0 80 0 6,951 6,836 6,951 6,916 404 439
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 20)
0 0 0 33 60 33 60 -13 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 94.5 92.9 94.5 94.0 5.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 21 24 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,372
COMMITMENTS
0 0 0 10,005 10,196 10,005 10,196 1,367 1,176
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 394)
0 0 0 315 334 315 334 79 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.0 89.7 88.0 89.7 12.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,431,563
COMMITMENTS
323,224 178,853 365,369 684,996 817,265 1373589 1361487 57,974 70,076
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 6,929)
10,931 -12,379 -5,925 10,765 22,469 15,771 4,165 -8,842 2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 12.5 25.5 47.8 57.1 96.0 95.1 4.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
109 93 151 96 101 287 278
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,152
COMMITMENTS
48,566 18,475 5,645 116,922 143,934 171,133 168,054 37,019 40,098
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 753)
345 2,424 -1,610 1,053 -1,813 -212 -999 965 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 8.9 2.7 56.2 69.1 82.2 80.7 17.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 18 23 29 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,803
COMMITMENTS
500 1,049 350 14,933 14,404 15,783 15,803 20 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 450)
275 -100 0 175 550 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 6.6 2.2 94.5 91.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 3 33 31 37 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,147
COMMITMENTS
3,606 17,257 11,945 63,497 47,663 79,048 76,865 2,099 4,282
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -976)
723 -24 70 -1,025 -374 -232 -328 -744 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 21.3 14.7 78.2 58.7 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 10 16 25 22 41 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,866
COMMITMENTS
3,330 3,953 5,669 27,146 26,585 36,145 36,207 2,721 2,659
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,922)
-1,210 -320 96 -708 -1,748 -1,822 -1,972 -100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 10.2 14.6 69.8 68.4 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 7 16 17 25 28
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,535
COMMITMENTS
3,975 150 0 9,460 13,180 13,435 13,330 100 205
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 105)
-375 0 0 480 75 105 75 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 1.1 0.0 69.9 97.4 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 16 15 18 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,472
COMMITMENTS
4,919 892 5,742 5,697 8,957 16,358 15,591 2,114 2,881
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 282)
918 52 1,004 -738 -277 1,184 779 -902 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 4.8 31.1 30.8 48.5 88.6 84.4 11.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 9 8 9 17 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,398
COMMITMENTS
11,616 4,454 490 6,086 12,779 18,192 17,723 1,206 1,675
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 331)
-11 -220 47 220 174 256 1 75 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 23.0 2.5 31.4 65.9 93.8 91.4 6.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
47 43 9 18 31 71 80
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,657
COMMITMENTS
25,759 5,579 328 6,190 28,764 32,277 34,671 5,380 2,986
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -862)
63 -440 19 -946 -479 -864 -900 2 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 14.8 0.9 16.4 76.4 85.7 92.1 14.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
66 37 6 22 27 91 68
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,350
COMMITMENTS
78,080 26,080 27,457 153,249 214,300 258,786 267,837 19,564 10,513
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 11,047)
7,498 455 -4,520 6,864 17,656 9,842 13,591 1,205 -2,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 9.4 9.9 55.1 77.0 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
70 24 46 74 94 166 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,930
COMMITMENTS
8,552 280 816 7,441 16,728 16,809 17,824 7,121 6,106
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,071)
418 0 -21 274 457 671 436 400 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 1.2 3.4 31.1 69.9 70.2 74.5 29.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 3 10 16 14 20
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,785
COMMITMENTS
0 0 0 24,305 23,765 24,305 23,765 480 1,020
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 95.9 98.1 95.9 1.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,370
COMMITMENTS
100 0 0 6,237 6,350 6,337 6,350 33 20
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 829)
0 0 0 829 955 829 955 0 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 97.9 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 32 29 33 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,445
COMMITMENTS
300 850 25 52,148 52,419 52,473 53,294 972 151
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 5,339)
0 -125 0 5,301 5,479 5,301 5,354 38 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.6 0.0 97.6 98.1 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 1 41 32 43 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,707
COMMITMENTS
0 300 0 15,587 15,382 15,587 15,682 120 25
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.0 99.2 97.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 18 20 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,235
COMMITMENTS
0 3,000 0 5,190 2,235 5,190 5,235 45 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 225)
0 100 0 225 125 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 57.3 0.0 99.1 42.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 0 26 13 26 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| 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
194 0 38 5,409 5,822 5,641 5,860 309 90
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -16)
50 0 -50 -25 25 -25 -25 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.6 90.9 97.8 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 16 18 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,582
COMMITMENTS
723 2,436 800 20,029 18,286 21,552 21,522 30 60
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,080)
35 90 -3 1,048 993 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 11.3 3.7 92.8 84.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 5 5 42 41 48 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,232
COMMITMENTS
945 0 777 11,418 12,360 13,140 13,137 92 95
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 705)
170 0 162 412 498 744 660 -39 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 5.9 86.3 93.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 2 31 30 35 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,675
COMMITMENTS
11,541 865 733 21,129 31,426 33,403 33,024 272 651
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,090)
342 57 -120 1,868 2,153 2,090 2,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 2.6 2.2 62.7 93.3 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 27 36 34 44
Updated October 21, 2011