GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,097
COMMITMENTS
1,822 75 156 42,087 43,476 44,065 43,707 32 390
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,975)
56 0 -19 2,938 2,984 2,975 2,965 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.4 95.4 98.6 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 1 47 44 49 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,674
COMMITMENTS
0 0 0 9,484 9,507 9,484 9,507 190 167
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,130)
0 0 0 1,130 1,130 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 31 28 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,964
COMMITMENTS
0 335 209 8,476 8,053 8,685 8,597 1,279 1,367
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 62)
-121 31 -11 55 -103 -77 -83 139 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 2.1 85.1 80.8 87.2 86.3 12.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 3 35 38 38 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,304
COMMITMENTS
613 143 76 6,003 6,232 6,692 6,451 612 853
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 487)
88 48 -18 464 417 534 447 -47 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.0 1.0 82.2 85.3 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 4 5 45 52 52 58
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,852
COMMITMENTS
15 0 48 2,942 2,410 3,005 2,458 847 1,394
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 120)
0 0 0 115 155 115 155 5 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.2 76.4 62.6 78.0 63.8 22.0 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 20 18 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,635
COMMITMENTS
289 235 4 1,786 2,165 2,079 2,404 556 231
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 225)
-36 180 -30 262 95 196 245 29 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.9 0.2 67.8 82.2 78.9 91.2 21.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 17 19 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,133
COMMITMENTS
0 90 20 1,680 1,770 1,700 1,880 433 253
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 139)
0 0 0 78 116 78 116 61 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.9 78.8 83.0 79.7 88.1 20.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,238
COMMITMENTS
0 0 0 8,158 7,946 8,158 7,946 80 292
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 392)
0 0 0 392 392 392 392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 96.5 99.0 96.5 1.0 3.5
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 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,871
COMMITMENTS
0 2,177 90 20,781 18,604 20,871 20,871 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,247)
0 406 80 1,167 761 1,247 1,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.4 99.6 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 30 25 31 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 385,374
COMMITMENTS
49,934 28,720 63,829 228,442 261,495 342,204 354,044 43,169 31,330
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,521)
2,822 -3,858 -2,612 2,951 8,114 3,160 1,643 360 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.5 16.6 59.3 67.9 88.8 91.9 11.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
41 26 42 79 89 144 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 88,249
COMMITMENTS
278 4,347 25,236 59,591 56,943 85,105 86,525 3,144 1,724
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,172)
-50 -405 1,044 1,984 2,071 2,978 2,710 -806 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.9 28.6 67.5 64.5 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 9 14 14 23 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,965
COMMITMENTS
305 474 140 12,370 12,074 12,815 12,688 150 277
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 727)
-50 -50 0 827 707 777 657 -50 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 1.1 95.4 93.1 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 3 40 39 44 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,052
COMMITMENTS
486 886 164 6,315 5,942 6,965 6,992 87 60
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -265)
-150 -300 0 -195 50 -345 -250 80 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.6 2.3 89.5 84.3 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 2 25 19 31 23
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,847
COMMITMENTS
96 336 0 2,883 2,889 2,979 3,225 868 622
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -21)
0 -84 0 -21 63 -21 -21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.7 0.0 74.9 75.1 77.4 83.8 22.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 14 16 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 998,871
COMMITMENTS
157,475 337,227 318,858 439,284 292,631 915,618 948,716 83,253 50,155
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,758)
2,345 11,194 1,991 -750 -12,202 3,586 983 171 2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 33.8 31.9 44.0 29.3 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
93 130 139 85 80 262 273
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,664
COMMITMENTS
0 768 0 27,094 31,583 27,094 32,351 8,570 3,313
CHANGES FROM 09/13/11 (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 2.2 0.0 76.0 88.6 76.0 90.7 24.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,742
COMMITMENTS
2,059 174 1,446 25,416 24,930 28,921 26,550 3,821 6,192
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 214)
0 0 0 0 0 0 0 214 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.5 4.4 77.6 76.1 88.3 81.1 11.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,690,507
COMMITMENTS
85,140 82,014 558,587 1041703 1046425 1685430 1687027 5,077 3,480
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 40,947)
5,848 5,057 22,182 12,748 13,263 40,779 40,502 168 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.9 33.0 61.6 61.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
39 37 64 70 67 139 138
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 59,361
COMMITMENTS
4,361 10,018 33,892 19,991 14,967 58,245 58,878 1,117 484
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,476)
857 599 3,134 -1,522 -912 2,469 2,821 8 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 16.9 57.1 33.7 25.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 9 16 16 21 36 39
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,980
COMMITMENTS
1,216 9,099 3,260 61,589 52,241 66,065 64,600 2,915 4,380
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,417)
1,216 1,216 1,201 0 -62 2,417 2,355 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.2 4.7 89.3 75.7 95.8 93.7 4.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 15 23 18 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,566
COMMITMENTS
4,131 4,043 632 50,284 51,380 55,047 56,055 9,518 8,511
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.3 1.0 77.9 79.6 85.3 86.8 14.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 17 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,898
COMMITMENTS
4,229 0 4,102 87,553 97,411 95,884 101,513 10,013 4,384
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 407)
111 -64 141 155 329 407 407 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 3.9 82.7 92.0 90.5 95.9 9.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 3 22 23 26 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,473,972
COMMITMENTS
520,220 140,799 639,267 1279203 1664837 2438690 2444903 35,282 29,069
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 77,532)
8,141 34,185 21,864 44,839 20,386 74,844 76,435 2,688 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.7 25.8 51.7 67.3 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 24 50 96 88 158 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,044,895
COMMITMENTS
163,969 122,824 191,943 683,232 724,724 1039144 1039491 5,751 5,404
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 47,158)
-7,427 15,294 15,962 37,316 15,733 45,851 46,989 1,307 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.8 18.4 65.4 69.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
21 27 36 46 43 88 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,311
COMMITMENTS
345 570 150 15,553 15,256 16,048 15,976 263 335
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 380)
50 -516 85 246 787 381 356 -0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.5 0.9 95.4 93.5 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 3 37 40 42 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 197,948
COMMITMENTS
19,661 3,245 20,664 155,635 172,980 195,959 196,890 1,989 1,058
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,600)
-466 -437 880 3,291 3,152 3,704 3,595 -105 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.6 10.4 78.6 87.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 5 32 31 38 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,984
COMMITMENTS
127 1,004 2,270 21,945 21,670 24,342 24,944 1,642 1,040
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 92)
24 -6 1 45 525 70 520 22 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 8.7 84.5 83.4 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 22 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,310
COMMITMENTS
657 848 194 7,495 8,342 8,346 9,384 1,964 926
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 99)
0 -10 6 141 79 147 75 -48 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.2 1.9 72.7 80.9 81.0 91.0 19.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 14 20 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,497
COMMITMENTS
200 276 498 10,085 8,916 10,783 9,690 714 1,807
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.4 4.3 87.7 77.6 93.8 84.3 6.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 13 14 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,942
COMMITMENTS
1,912 3,050 386 21,956 21,878 24,254 25,314 2,688 1,628
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -240)
0 0 0 40 -120 40 -120 -280 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.3 1.4 81.5 81.2 90.0 94.0 10.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 22 20 24 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,572
COMMITMENTS
362 0 48 10,178 10,100 10,588 10,148 984 1,424
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 200)
126 0 0 80 200 206 200 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.4 88.0 87.3 91.5 87.7 8.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 15 15 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,190
COMMITMENTS
0 804 330 9,642 8,992 9,972 10,126 1,218 1,064
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 52)
0 4 0 -16 48 -16 52 68 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.9 86.2 80.4 89.1 90.5 10.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 20 16 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,517
COMMITMENTS
2,277 0 273 50,883 53,244 53,433 53,517 84 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,166)
-105 0 105 2,166 2,061 2,166 2,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.5 95.1 99.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 14 17 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 784,988
COMMITMENTS
26,145 0 3,170 755,673 781,818 784,988 784,988 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 38,232)
0 0 0 38,232 38,232 38,232 38,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.4 96.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 15 12 16 13
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 332,964
COMMITMENTS
26,252 0 9,408 297,304 323,556 332,964 332,964 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,072)
0 0 0 3,072 3,072 3,072 3,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 2.8 89.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 9 12 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,175
COMMITMENTS
0 0 0 43,175 43,175 43,175 43,175 0 0
CHANGES FROM 09/13/11 (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 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 797,410
COMMITMENTS
0 0 0 797,410 797,410 797,410 797,410 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 7,680)
0 0 0 7,680 7,680 7,680 7,680 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 15 11 15 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,705
COMMITMENTS
1,585 0 924 135,690 137,781 138,199 138,705 506 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 575)
0 0 0 260 575 260 575 315 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 97.8 99.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 19 24 20 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,403,829
COMMITMENTS
3,965 14,657 17,958 2381906 2371214 2403829 2403829 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 9,002)
3,965 -2,040 0 5,037 11,042 9,002 9,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.7 99.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 18 28 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,186
COMMITMENTS
3,232 1,727 1,350 38,604 40,109 43,186 43,186 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 195)
0 0 0 195 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.0 3.1 89.4 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 20 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,132,327
COMMITMENTS
47,130 34,733 15,080 1070117 1082514 1132327 1132327 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,501)
0 -47,040 0 3,501 50,541 3,501 3,501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.1 1.3 94.5 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 25 17 29 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,291
COMMITMENTS
0 1,191 189 50,018 48,656 50,207 50,036 84 255
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 105)
-105 0 105 105 0 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.4 99.5 96.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 19 20 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,529
COMMITMENTS
650 1,380 616 14,263 13,533 15,529 15,529 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.9 4.0 91.8 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 10 8 11 11
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,498
COMMITMENTS
0 4,386 714 38,616 34,314 39,330 39,414 168 84
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,275)
-630 645 630 1,275 0 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 1.8 97.8 86.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 14 13 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,603
COMMITMENTS
510 305 189 21,649 22,088 22,348 22,582 255 21
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -98)
0 25 0 -98 -123 -98 -98 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 0.8 95.8 97.7 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 938,509
COMMITMENTS
24,936 30,532 4,753 908,820 903,224 938,509 938,509 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 23,520)
-913 22,607 913 23,520 0 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.5 96.8 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 20 20 23 22
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,461
COMMITMENTS
116,225 0 9,175 749,061 865,286 874,461 874,461 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -47,040)
-47,040 0 0 0 -47,040 -47,040 -47,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 1.0 85.7 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 10 18 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,556
COMMITMENTS
0 6,005 0 140,556 134,551 140,556 140,556 0 0
CHANGES FROM 09/13/11 (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 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,106
COMMITMENTS
150 61 172 22,469 22,205 22,791 22,438 315 668
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 435)
25 51 52 390 415 467 518 -32 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.7 97.2 96.1 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 4 39 36 43 40
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,535
COMMITMENTS
245 45 145 11,075 11,142 11,465 11,332 70 203
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 305)
0 32 57 362 347 419 436 -114 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 1.3 96.0 96.6 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 21 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,284
COMMITMENTS
5 95 30 7,940 7,676 7,975 7,801 309 483
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 107)
5 0 30 199 143 234 173 -127 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.4 95.8 92.7 96.3 94.2 3.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 22 26 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,320
COMMITMENTS
20 0 30 10,150 10,162 10,200 10,192 1,120 1,128
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 89)
0 0 0 124 64 124 64 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 89.7 89.8 90.1 90.0 9.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 20 20 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,572,794
COMMITMENTS
332,649 120,473 844,031 1320444 1540521 2497124 2505026 75,670 67,768
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -162,531)
-7,352 5,059 -79,628 -66,704 -74,449 -153,684 -149,018 -8,847 -13,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.7 32.8 51.3 59.9 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
144 106 183 94 101 329 310
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 278,163
COMMITMENTS
128,647 26,635 29,358 118,740 219,582 276,746 275,576 1,417 2,587
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,790)
-3,510 -177 819 5,040 2,281 2,348 2,923 442 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 9.6 10.6 42.7 78.9 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 17 24 24 41 45
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,097
COMMITMENTS
55,299 23,528 4,741 123,306 146,418 183,346 174,687 30,751 39,410
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,596)
597 1,571 -334 3,779 1,830 4,042 3,067 -1,446 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 11.0 2.2 57.6 68.4 85.6 81.6 14.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 8 11 20 25 33 38
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,725
COMMITMENTS
17,610 3,164 18,712 72,253 87,497 108,575 109,373 3,150 2,351
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -9,648)
486 222 -5,954 -3,916 -3,621 -9,384 -9,353 -264 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.8 16.7 64.7 78.3 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 6 22 27 25 55 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 525,159
COMMITMENTS
30,533 4,230 98,737 379,971 406,234 509,241 509,202 15,918 15,957
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -5,416)
-1,877 -997 -392 -3,337 -4,362 -5,606 -5,752 191 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.8 18.8 72.4 77.4 97.0 97.0 3.0 3.0
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 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,008
COMMITMENTS
663 751 448 18,877 18,809 19,988 20,008 20 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,769)
175 25 200 1,574 1,544 1,949 1,769 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 2.2 94.3 94.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 5 39 37 45 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,318
COMMITMENTS
3,310 18,014 10,162 63,459 45,894 76,931 74,070 2,387 5,248
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,001)
42 -192 -9 -1,098 -1,465 -1,065 -1,666 64 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 22.7 12.8 80.0 57.9 97.0 93.4 3.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 9 15 25 22 41 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,905
COMMITMENTS
2,848 4,410 3,272 26,742 25,095 32,862 32,777 3,043 3,128
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,909)
-157 -250 200 -1,876 -1,943 -1,833 -1,993 -76 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.3 9.1 74.5 69.9 91.5 91.3 8.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 5 15 16 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,235
COMMITMENTS
3,850 150 0 11,385 15,010 15,235 15,160 0 75
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 600)
600 0 0 0 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.0 0.0 74.7 98.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,185
COMMITMENTS
2,784 2,982 2,218 19,489 19,092 24,490 24,292 695 894
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -701)
-37 175 -46 -626 -850 -708 -720 8 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.8 8.8 77.4 75.8 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 15 14 18 22 35 40
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,293
COMMITMENTS
6,213 1,169 9,277 63,169 65,387 78,659 75,834 9,633 12,459
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,469)
-620 -157 530 1,584 530 1,494 903 -24 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.3 10.5 71.5 74.1 89.1 85.9 10.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 5 20 21 26 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,955
COMMITMENTS
12,596 2,591 330 6,218 16,745 19,145 19,667 1,811 1,289
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 208)
-668 -88 -8 1,103 64 427 -32 -219 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 12.4 1.6 29.7 79.9 91.4 93.8 8.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
61 31 8 29 33 95 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,264
COMMITMENTS
26,192 1,969 462 8,625 39,178 35,279 41,609 7,985 1,655
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -3,632)
-2,747 241 -348 -261 -3,609 -3,356 -3,716 -276 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 4.6 1.1 19.9 90.6 81.5 96.2 18.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
90 16 10 21 38 114 61
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,858
COMMITMENTS
70,956 29,457 36,202 172,739 220,831 279,896 286,489 20,962 14,369
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,485)
-4,673 -1,329 2,857 7,624 962 5,808 2,490 -2,322 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 9.8 12.0 57.4 73.4 93.0 95.2 7.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
69 25 59 72 85 167 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,146
COMMITMENTS
9,598 280 148 7,950 20,065 17,696 20,493 6,450 3,653
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 208)
-1,018 0 69 401 204 -548 273 756 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 1.2 0.6 32.9 83.1 73.3 84.9 26.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 17 20 21 24
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,970
COMMITMENTS
0 0 0 26,508 25,895 26,508 25,895 1,462 2,075
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,780)
0 0 0 1,810 700 1,810 700 -30 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 92.6 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,920
COMMITMENTS
214 250 0 5,663 5,544 5,877 5,794 43 126
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,006)
0 0 0 1,048 880 1,048 880 -42 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.2 0.0 95.7 93.6 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 29 27 30 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,200
COMMITMENTS
400 150 0 51,447 52,457 51,847 52,607 1,353 593
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,783)
0 75 -75 2,858 2,783 2,783 2,783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.0 96.7 98.6 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 0 40 35 41 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,207
COMMITMENTS
0 0 0 18,087 18,182 18,087 18,182 120 25
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 15 22 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,833
COMMITMENTS
25 2,633 25 4,783 2,175 4,833 4,833 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 395)
0 425 0 395 -30 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 54.5 0.5 99.0 45.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 1 26 13 27 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,069
COMMITMENTS
802 210 38 6,977 7,578 7,817 7,826 252 243
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 217)
260 210 -118 75 0 217 92 0 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.6 0.5 86.5 93.9 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 18 25 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,874
COMMITMENTS
992 3,599 577 19,211 16,574 20,780 20,750 94 124
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,194)
0 449 55 1,075 626 1,130 1,130 64 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 17.2 2.8 92.0 79.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 6 4 43 43 50 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,816
COMMITMENTS
1,857 134 540 10,290 12,079 12,687 12,753 129 63
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 561)
-124 0 81 662 480 619 561 -58 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.0 4.2 80.3 94.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 27 30 31 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,058
COMMITMENTS
10,035 983 730 17,737 26,513 28,502 28,226 556 832
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,872)
918 0 -25 979 1,897 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 3.4 2.5 61.0 91.2 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 4 6 30 34 39 44
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,154
COMMITMENTS
4,591 0 0 11,442 15,776 16,033 15,776 2,121 2,378
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,161)
2,227 0 -84 879 3,485 3,022 3,401 139 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.0 0.0 63.0 86.9 88.3 86.9 11.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 18 21 21 21
Updated September 23, 2011