GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,186
COMMITMENTS
817 0 429 39,830 40,403 41,076 40,832 110 354
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,446)
-142 0 125 2,444 2,302 2,427 2,427 19 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.0 96.7 98.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 0 1 44 42 46 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455
COMMITMENTS
0 0 0 10,292 10,340 10,292 10,340 163 115
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,368)
0 0 0 2,380 2,368 2,380 2,368 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 27 29 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,308
COMMITMENTS
105 314 216 8,827 8,464 9,148 8,994 1,160 1,314
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 469)
-5 -8 50 379 404 424 446 45 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.0 2.1 85.6 82.1 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 31 37 35 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,346
COMMITMENTS
663 0 118 5,190 5,525 5,971 5,643 375 703
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 317)
130 -5 -5 256 386 381 376 -64 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 1.9 81.8 87.1 94.1 88.9 5.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 0 4 46 50 53 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,821
COMMITMENTS
0 0 0 2,909 2,333 2,909 2,333 912 1,488
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 259)
0 0 0 274 157 274 157 -15 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.1 61.1 76.1 61.1 23.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,854
COMMITMENTS
360 229 90 1,770 2,275 2,220 2,594 634 260
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 337)
75 20 90 170 248 335 358 2 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.0 3.2 62.0 79.7 77.8 90.9 22.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 19 21 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,998
COMMITMENTS
25 175 81 1,396 1,441 1,502 1,697 496 301
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 158)
0 6 0 155 78 155 84 3 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.8 4.1 69.9 72.1 75.2 84.9 24.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 20 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,351
COMMITMENTS
0 0 0 6,306 6,069 6,306 6,069 45 282
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -180 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 95.6 99.3 95.6 0.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 16 19 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,162
COMMITMENTS
0 917 326 17,836 16,919 18,162 18,162 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 799)
0 -198 136 663 861 799 799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 1.8 98.2 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 24 26 25 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,162
COMMITMENTS
38,197 29,570 73,466 208,443 226,224 320,106 329,261 43,056 33,902
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -23,157)
733 -3,425 1,365 -29,604 -23,203 -27,506 -25,263 4,350 2,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 8.1 20.2 57.4 62.3 88.1 90.7 11.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 31 44 77 86 133 140
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 78,636
COMMITMENTS
653 6,735 21,887 53,787 48,925 76,326 77,547 2,310 1,090
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,037)
219 -772 2,566 4,043 5,062 6,828 6,857 209 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.6 27.8 68.4 62.2 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 10 17 17 27 27
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,483
COMMITMENTS
350 190 100 11,013 11,186 11,463 11,476 20 7
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 458)
-150 20 100 568 418 518 538 -60 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.7 0.9 95.9 97.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 2 41 38 45 41
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,256
COMMITMENTS
411 915 0 5,785 5,281 6,196 6,196 60 60
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.6 0.0 92.5 84.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 0 21 14 24 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,260
COMMITMENTS
0 0 0 1,210 1,260 1,210 1,260 50 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 100.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 11 13 11
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,009,885
COMMITMENTS
150,953 316,102 351,128 432,255 293,026 934,336 960,256 75,550 49,629
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 33,236)
3,878 7,070 31,249 -1,651 -4,821 33,476 33,498 -240 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 31.3 34.8 42.8 29.0 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
77 136 140 89 82 259 278
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,724,482
COMMITMENTS
60,752 96,136 601,491 1056381 1020314 1718624 1717940 5,857 6,541
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 77,379)
-1,425 5,063 44,018 34,320 27,744 76,913 76,825 466 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.6 34.9 61.3 59.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 28 53 67 63 129 118
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 50,388
COMMITMENTS
18,756 18,352 18,816 11,831 13,057 49,402 50,224 986 164
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 13,105)
10,157 10,262 1,803 1,154 1,265 13,114 13,329 -9 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 36.4 37.3 23.5 25.9 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 12 11 15 25 31
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,965
COMMITMENTS
3,879 4,044 601 49,215 48,273 53,695 52,918 7,270 8,047
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 16)
-44 0 16 -0 -0 -28 16 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.6 1.0 80.7 79.2 88.1 86.8 11.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,739
COMMITMENTS
4,390 0 2,859 81,699 92,093 88,948 94,952 10,791 4,787
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2)
-239 0 121 147 -91 29 29 -27 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.9 81.9 92.3 89.2 95.2 10.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 19 21 22 24
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,407,594
COMMITMENTS
458,361 137,405 670,693 1244466 1573708 2373520 2381806 34,074 25,788
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 16,715)
-11,245 -9,277 36,867 -6,233 -6,595 19,389 20,995 -2,674 -4,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.7 27.9 51.7 65.4 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
38 21 52 95 89 156 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,019,243
COMMITMENTS
185,080 82,570 193,494 635,698 738,683 1014272 1014747 4,971 4,496
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 28,699)
9,628 21,453 -4,645 24,008 12,064 28,991 28,872 -292 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 8.1 19.0 62.4 72.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 19 33 40 40 75 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,897
COMMITMENTS
313 1,099 209 19,141 18,322 19,663 19,630 234 267
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 3,722)
-44 70 -21 3,761 3,636 3,696 3,685 27 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.5 1.1 96.2 92.1 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 7 4 39 41 45 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 198,148
COMMITMENTS
18,246 3,086 23,227 154,752 170,996 196,226 197,309 1,922 839
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 6,123)
-106 -109 1,461 5,079 5,085 6,435 6,437 -312 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.6 11.7 78.1 86.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 7 35 33 43 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,925
COMMITMENTS
885 888 2,663 23,108 23,720 26,655 27,271 1,270 654
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,614)
441 -78 77 1,106 1,595 1,624 1,594 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.2 9.5 82.7 84.9 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 23 21 25 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,912
COMMITMENTS
667 720 158 6,928 8,127 7,753 9,005 2,159 907
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 165)
3 0 0 164 224 167 224 -2 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.3 1.6 69.9 82.0 78.2 90.8 21.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 18 15 20 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,438
COMMITMENTS
806 666 292 9,273 9,180 10,371 10,138 1,067 1,300
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 26)
350 0 -148 -166 150 36 2 -10 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.8 2.6 81.1 80.3 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 11 14 15 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,849
COMMITMENTS
1,230 2,800 314 21,791 21,145 23,335 24,259 2,514 1,590
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 332)
0 0 0 308 456 308 456 24 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.8 1.2 84.3 81.8 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 21 19 23 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,907
COMMITMENTS
0 930 320 9,966 8,605 10,286 9,855 621 1,052
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -64)
0 -68 0 188 28 188 -40 -252 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 2.9 91.4 78.9 94.3 90.4 5.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 22 16 23 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,033
COMMITMENTS
2,235 0 315 50,420 52,718 52,970 53,033 63 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,592)
0 0 0 1,592 1,592 1,592 1,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.6 95.1 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 14 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 898,095
COMMITMENTS
32,918 0 0 865,177 898,095 898,095 898,095 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 141,287)
0 0 0 141,287 141,287 141,287 141,287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 13 18 13
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (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: 22)
0 0 0 13 12 13 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,723
COMMITMENTS
2,131 0 693 129,644 132,030 132,468 132,723 255 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.5 97.7 99.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,310,647
COMMITMENTS
7,930 23,485 17,958 2284759 2269204 2310647 2310647 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 8,645)
3,965 3,965 0 4,680 4,680 8,645 8,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.8 98.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,075,439
COMMITMENTS
50,975 10,042 13,160 1011304 1052237 1075439 1075439 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,840)
3,965 3,965 0 3,875 3,875 7,840 7,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.9 1.2 94.0 97.8 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,425
COMMITMENTS
0 1,656 105 51,257 49,409 51,362 51,170 63 255
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 3,315)
0 0 0 3,315 3,315 3,315 3,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 99.7 96.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 126)
0 0 0 126 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 168)
0 0 0 168 231 168 231 0 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 21)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,441
COMMITMENTS
0 4,323 777 44,517 40,278 45,294 45,378 147 63
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 1.7 98.0 88.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,340
COMMITMENTS
765 471 168 19,407 19,701 20,340 20,340 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -72)
0 134 0 -72 -206 -72 -72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 0.8 95.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 14 17 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (CHANGE IN OPEN INTEREST: 71,330)
0 0 0 71,330 71,330 71,330 71,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 867,938
COMMITMENTS
110,988 0 14,412 742,538 853,526 867,938 867,938 0 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 1.7 85.6 98.3 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| 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 10/04/11 (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 4.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,297
COMMITMENTS
195 66 177 23,634 23,467 24,006 23,710 291 587
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -478)
-60 0 0 -439 -470 -499 -470 21 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.7 97.3 96.6 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 39 36 43 40
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,504
COMMITMENTS
135 35 130 10,100 10,116 10,365 10,281 139 223
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 34)
0 0 0 54 24 54 24 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 1.2 96.2 96.3 98.7 97.9 1.3 2.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,335
COMMITMENTS
0 80 0 6,918 6,776 6,918 6,856 417 479
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 55)
0 0 0 -35 60 -35 60 90 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.3 92.4 94.3 93.5 5.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 21 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,978
COMMITMENTS
0 0 0 9,690 9,862 9,690 9,862 1,288 1,116
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 306)
0 0 0 228 291 228 291 78 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 89.8 88.3 89.8 11.7 10.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,731,547
COMMITMENTS
317,895 120,072 977,969 1358156 1554213 2654021 2652255 77,527 79,293
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -63,039)
-7,903 -24,489 -15,466 -33,042 -29,753 -56,412 -69,709 -6,628 6,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.4 35.8 49.7 56.9 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
137 112 202 97 104 338 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 257,349
COMMITMENTS
115,670 19,458 29,621 110,963 206,154 256,253 255,232 1,096 2,117
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -14,392)
-5,198 -767 361 -9,396 -13,739 -14,233 -14,145 -158 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 7.6 11.5 43.1 80.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 14 17 26 26 43 49
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,399
COMMITMENTS
48,221 16,051 7,255 115,869 145,747 171,345 169,053 36,054 38,346
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,656)
80 -1,499 1,471 -953 2,575 598 2,547 1,058 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.7 3.5 55.9 70.3 82.6 81.5 17.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 18 23 29 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,146
COMMITMENTS
17,529 3,703 16,901 67,850 82,694 102,280 103,298 2,866 1,848
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,109)
100 -1,489 -505 -708 1,274 -1,112 -720 4 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.5 16.1 64.5 78.6 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 8 22 27 25 55 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 503,628
COMMITMENTS
27,012 3,603 93,580 368,252 391,329 488,844 488,511 14,784 15,117
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -18,855)
-13,240 844 -2,300 -2,302 -16,425 -17,843 -17,880 -1,013 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.7 18.6 73.1 77.7 97.1 97.0 2.9 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 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,353
COMMITMENTS
225 1,149 350 14,758 13,854 15,333 15,353 20 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 100)
0 100 25 75 -25 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.5 2.3 96.1 90.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 3 33 32 36 39
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,123
COMMITMENTS
2,883 17,281 11,875 64,522 48,037 79,280 77,193 2,843 4,930
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -35)
33 37 179 -266 106 -54 322 19 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 21.0 14.5 78.6 58.5 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 15 25 22 40 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,788
COMMITMENTS
4,540 4,273 5,573 27,854 28,333 37,967 38,179 2,821 2,609
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -899)
2,021 -3,691 385 -2,895 2,732 -489 -574 -410 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.5 13.7 68.3 69.5 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 9 16 17 26 30
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,430
COMMITMENTS
4,350 150 0 8,980 13,105 13,330 13,255 100 175
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -750)
0 0 0 -720 -750 -720 -750 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 1.1 0.0 66.9 97.6 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 15 15 17 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,585
COMMITMENTS
3,739 1,483 6,754 12,974 15,395 23,467 23,632 4,118 3,954
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,605)
-408 -292 -994 -835 -567 -2,237 -1,852 632 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 5.4 24.5 47.0 55.8 85.1 85.7 14.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 11 12 11 23 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,143
COMMITMENTS
2,856 2,321 1,780 17,704 17,990 22,340 22,091 803 1,052
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -5,064)
-5 -1,465 -847 -4,001 -2,607 -4,853 -4,919 -211 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.0 7.7 76.5 77.7 96.5 95.5 3.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 12 19 22 34 40
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,277
COMMITMENTS
5,873 754 8,331 59,269 61,063 73,473 70,148 10,804 14,129
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 523)
-1,981 415 -1,052 3,259 840 226 203 296 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 9.9 70.3 72.5 87.2 83.2 12.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 5 19 20 24 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,737
COMMITMENTS
11,542 4,599 695 7,364 14,073 19,602 19,368 1,135 1,369
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -555)
557 -235 140 -1,331 -344 -634 -439 80 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 22.2 3.4 35.5 67.9 94.5 93.4 5.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
45 49 12 25 32 77 89
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,121
COMMITMENTS
26,012 5,997 1,002 10,707 33,164 37,722 40,164 5,400 2,958
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,334)
762 1,033 37 444 -15 1,243 1,055 91 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 13.9 2.3 24.8 76.9 87.5 93.1 12.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
69 35 12 29 31 103 74
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 287,835
COMMITMENTS
70,677 24,300 41,042 157,537 209,168 269,256 274,510 18,579 13,325
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -5,506)
6,297 -615 -2,903 -10,675 -1,326 -7,281 -4,845 1,775 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 8.4 14.3 54.7 72.7 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
67 24 52 73 88 162 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,859
COMMITMENTS
8,134 280 837 7,167 16,271 16,138 17,388 6,721 5,471
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 798)
-43 0 564 108 632 629 1,196 169 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 1.2 3.7 31.4 71.2 70.6 76.1 29.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 3 10 16 14 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,541
COMMITMENTS
100 0 0 5,408 5,395 5,508 5,395 33 146
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 493)
0 0 0 493 493 493 493 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.6 97.4 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 29 27 30 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,106
COMMITMENTS
300 975 25 46,847 46,940 47,172 47,940 934 166
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,473)
0 0 0 1,407 1,448 1,407 1,448 66 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 0.1 97.4 97.6 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 1 43 32 45 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,592
COMMITMENTS
0 300 0 15,472 15,267 15,472 15,567 120 25
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 640)
0 0 0 640 640 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 28)
0 1 0 21 19 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,010
COMMITMENTS
0 2,900 0 4,965 2,110 4,965 5,010 45 0
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 825)
0 775 0 825 50 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 57.9 0.0 99.1 42.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 0 25 12 25 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,966
COMMITMENTS
144 0 88 5,434 5,797 5,666 5,885 300 81
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 296)
-50 0 50 305 255 305 305 -9 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.5 91.1 97.2 95.0 98.6 5.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 15 18 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,502
COMMITMENTS
688 2,346 803 18,981 17,293 20,472 20,442 30 60
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,137)
-88 -247 184 1,105 1,264 1,201 1,201 -64 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.4 3.9 92.6 84.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 4 5 40 41 45 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,527
COMMITMENTS
775 0 615 11,006 11,862 12,396 12,477 131 50
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 241)
-491 0 126 604 115 239 241 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 4.9 87.9 94.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 2 28 31 32 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,585
COMMITMENTS
11,199 808 853 19,261 29,273 31,313 30,934 272 651
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 989)
6 120 108 873 776 987 1,004 2 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 2.6 2.7 61.0 92.7 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 5 26 33 33 41
Updated October 14, 2011