GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,193
COMMITMENTS
405 0 250 47,424 47,597 48,079 47,847 114 346
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -592)
-128 0 -90 -396 -549 -614 -639 22 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 98.4 98.8 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 0 1 42 50 44 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,097
COMMITMENTS
0 0 0 14,959 14,997 14,959 14,997 138 100
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 544)
0 0 0 544 544 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 25 31 25 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,214
COMMITMENTS
52 348 253 9,880 9,605 10,185 10,206 1,029 1,008
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 205)
28 55 -30 136 208 134 233 71 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.1 2.3 88.1 85.7 90.8 91.0 9.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 4 36 42 40 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,462
COMMITMENTS
589 76 326 6,057 6,305 6,972 6,707 490 755
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 376)
-32 0 38 376 301 382 339 -6 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.0 4.4 81.2 84.5 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 2 3 51 53 57 58
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,813
COMMITMENTS
0 0 0 3,284 2,470 3,284 2,470 529 1,343
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 78)
0 0 0 223 174 223 174 -145 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.1 64.8 86.1 64.8 13.9 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 21 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,274
COMMITMENTS
190 583 96 2,327 2,370 2,613 3,049 661 225
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 141)
-120 35 0 215 131 95 166 46 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 17.8 2.9 71.1 72.4 79.8 93.1 20.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 25 23 28 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,537
COMMITMENTS
25 85 30 1,259 1,055 1,314 1,170 223 367
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 160)
25 -10 15 100 130 140 135 20 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.5 2.0 81.9 68.6 85.5 76.1 14.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 18 13 21 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,710
COMMITMENTS
0 60 45 1,127 1,262 1,172 1,367 538 343
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 69)
-58 -75 39 40 125 21 89 48 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 2.6 65.9 73.8 68.5 79.9 31.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 15 18 16 20
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,466
COMMITMENTS
0 0 0 3,451 3,451 3,451 3,451 15 15
CHANGES FROM 11/22/11 (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 99.6 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,550
COMMITMENTS
0 0 0 9,520 9,263 9,520 9,263 30 287
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -45 -75 -45 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 97.0 99.7 97.0 0.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 18 27 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,894
COMMITMENTS
0 523 226 26,668 26,145 26,894 26,894 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -911)
0 100 -50 -861 -961 -911 -911 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.8 99.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 30 29 31 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,864
COMMITMENTS
51,467 30,429 47,561 164,081 202,262 263,109 280,252 43,755 26,612
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -48,427)
-5,554 -1,744 -21,342 -18,464 -25,457 -45,360 -48,543 -3,067 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.9 15.5 53.5 65.9 85.7 91.3 14.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
47 18 38 76 88 139 131
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 68,776
COMMITMENTS
98 7,675 25,293 41,276 34,641 66,667 67,609 2,110 1,167
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,710)
17 593 -1,062 -599 -1,211 -1,644 -1,679 -66 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.2 36.8 60.0 50.4 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 6 8 17 17 25 25
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,298
COMMITMENTS
1,050 1,016 500 13,724 13,682 15,274 15,198 24 100
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,050)
100 165 -50 1,050 985 1,100 1,100 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.6 3.3 89.7 89.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 6 2 46 47 50 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,499
COMMITMENTS
853 410 100 7,360 7,824 8,313 8,334 186 165
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.8 1.2 86.6 92.1 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 1 24 21 30 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 981,582
COMMITMENTS
170,049 340,941 332,757 414,432 260,854 917,238 934,551 64,344 47,031
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -53,851)
-9,548 -8,009 -24,208 -13,800 -17,255 -47,556 -49,472 -6,294 -4,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 34.7 33.9 42.2 26.6 93.4 95.2 6.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
93 124 132 90 79 257 270
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,772,345
COMMITMENTS
84,637 107,762 636,659 1046333 1021204 1767629 1765625 4,716 6,719
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -179,364)
11,293 -1,152 -104,619 -84,858 -72,982 -178,184 -178,752 -1,181 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.1 35.9 59.0 57.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
43 24 49 63 59 125 113
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 22,354
COMMITMENTS
12,456 10,965 3,962 3,700 5,270 20,118 20,197 2,235 2,157
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,498)
-657 481 -1,378 -204 -127 -2,239 -1,024 -259 -1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 49.0 17.7 16.6 23.6 90.0 90.4 10.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 10 6 8 18 20
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 67,165
COMMITMENTS
32,826 30,357 21,034 11,417 14,939 65,277 66,330 1,887 835
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -183)
122 67 -707 212 498 -373 -142 190 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 45.2 31.3 17.0 22.2 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 10 13 11 16 27 33
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,784
COMMITMENTS
0 9,391 2,928 55,149 43,960 58,077 56,279 2,707 4,505
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 558)
0 -992 558 548 1,116 1,106 682 -548 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 4.8 90.7 72.3 95.5 92.6 4.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 16 20 19 23
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,794
COMMITMENTS
3,995 3,564 629 45,786 45,841 50,410 50,034 7,384 7,760
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.2 1.1 79.2 79.3 87.2 86.6 12.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 16 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,005
COMMITMENTS
2,786 779 2,898 79,404 86,589 85,088 90,266 9,917 4,739
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 28)
-52 36 36 125 38 109 109 -81 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 3.1 83.6 91.1 89.6 95.0 10.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,503,774
COMMITMENTS
445,324 163,340 738,115 1285820 1582228 2469259 2483683 34,515 20,091
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -94,565)
-21,373 -13,981 955 -74,096 -79,664 -94,514 -92,690 -51 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.5 29.5 51.4 63.2 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
32 25 47 96 86 152 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,048,969
COMMITMENTS
186,281 115,200 191,358 665,942 738,794 1043581 1045352 5,388 3,617
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -97,725)
-15,966 24,990 -54,038 -28,629 -67,429 -98,633 -96,477 908 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.0 18.2 63.5 70.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 18 32 40 39 75 73
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,409
COMMITMENTS
456 1,549 108 18,744 17,435 19,308 19,092 100 317
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 255)
20 115 -52 305 266 273 329 -18 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.0 0.6 96.6 89.8 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 8 5 39 46 46 54
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,872
COMMITMENTS
30 143 220 1,884 1,771 2,134 2,134 738 738
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 203)
0 -13 17 108 170 125 174 78 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 7.7 65.6 61.7 74.3 74.3 25.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 20 20 24 24
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,858
COMMITMENTS
104 132 0 1,377 1,443 1,481 1,575 377 283
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 421)
-24 132 0 343 297 319 429 102 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.1 0.0 74.1 77.7 79.7 84.8 20.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 24 24 25 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 198,056
COMMITMENTS
20,111 2,721 26,244 148,160 166,665 194,515 195,630 3,541 2,427
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -10,409)
1,013 -521 -2,041 -9,328 -8,322 -10,355 -10,884 -54 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.4 13.3 74.8 84.2 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 35 33 41 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,421
COMMITMENTS
1,796 1,062 3,015 24,432 25,780 29,242 29,856 1,179 565
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -765)
-288 -118 -66 -410 -660 -764 -844 -1 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.5 9.9 80.3 84.7 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 23 26 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,907
COMMITMENTS
862 720 308 7,500 9,170 8,670 10,198 2,237 709
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 96)
120 0 -120 -24 106 -24 -14 120 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.6 2.8 68.8 84.1 79.5 93.5 20.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 16 18 19
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,632
COMMITMENTS
3,615 348 247 7,831 10,937 11,694 11,532 938 1,100
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 91)
118 -4 11 -37 85 92 92 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.8 2.0 62.0 86.6 92.6 91.3 7.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 15 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,384
COMMITMENTS
2,648 3,190 240 23,023 22,376 25,911 25,806 2,473 2,578
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2)
-30 0 2 24 -140 -4 -138 2 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.2 0.8 81.1 78.8 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 23 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,811
COMMITMENTS
4,248 98 660 4,612 8,531 9,520 9,289 1,291 1,522
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 70)
0 -70 90 -20 -70 70 -50 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 0.9 6.1 42.7 78.9 88.1 85.9 11.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 16 20 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,050
COMMITMENTS
0 1,844 604 11,330 9,976 11,934 12,424 1,116 626
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 68)
0 56 12 36 0 48 68 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 4.6 86.8 76.4 91.4 95.2 8.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 20 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,411
COMMITMENTS
0 0 0 65,369 65,411 65,369 65,411 42 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,570)
0 0 0 2,570 2,570 2,570 2,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 17 19 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,053,480
COMMITMENTS
0 0 0 1053480 1053480 1053480 1053480 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 792)
0 0 0 792 792 792 792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 17 19 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,541
COMMITMENTS
105 21,126 0 36,436 15,415 36,541 36,541 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 57.8 0.0 99.7 42.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 8 14 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972
COMMITMENTS
0 0 0 342,972 342,972 342,972 342,972 0 0
CHANGES FROM 11/22/11 (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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309
COMMITMENTS
0 0 0 39,309 39,309 39,309 39,309 0 0
CHANGES FROM 11/22/11 (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 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626
COMMITMENTS
0 0 0 727,626 727,626 727,626 727,626 0 0
CHANGES FROM 11/22/11 (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 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,614
COMMITMENTS
210 0 0 127,149 127,614 127,359 127,614 255 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 16 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,170,823
COMMITMENTS
7,930 0 0 2162893 2170823 2170823 2170823 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 19 29 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,393
COMMITMENTS
1,275 2,404 2,047 48,071 46,942 51,393 51,393 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,334)
0 510 0 -1,334 -1,844 -1,334 -1,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.7 4.0 93.5 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 2 28 23 31 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,217,297
COMMITMENTS
46,920 55,450 9,285 1161092 1152562 1217297 1217297 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 24,744)
0 0 0 24,744 24,744 24,744 24,744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.6 0.8 95.4 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 23 30 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,489
COMMITMENTS
0 612 0 53,447 52,622 53,447 53,234 42 255
CHANGES FROM 11/22/11 (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 1.1 0.0 99.9 98.4 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,005
COMMITMENTS
0 4,932 294 17,711 12,779 18,005 18,005 0 0
CHANGES FROM 11/22/11 (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 27.4 1.6 98.4 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 8 14 10
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,797
COMMITMENTS
126 0 0 24,671 24,797 24,797 24,797 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 106)
0 0 0 106 106 106 106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,987
COMMITMENTS
2,550 855 420 45,891 47,712 48,861 48,987 126 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.7 0.9 93.7 97.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 16 20 18 21
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,228
COMMITMENTS
18,583 0 2,917 13,473 32,311 34,973 35,228 255 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 0.0 8.3 38.2 91.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,395
COMMITMENTS
765 196 147 18,465 18,747 19,377 19,090 1,018 1,305
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 166)
0 -895 0 -44 11 -44 -884 210 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.0 0.7 90.5 91.9 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,723
COMMITMENTS
23,400 40,941 1,224 946,099 928,558 970,723 970,723 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.2 0.1 97.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 22 22 24 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 985,974
COMMITMENTS
95,735 0 0 890,239 985,974 985,974 985,974 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 5,755)
5,755 0 0 0 5,755 5,755 5,755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 90.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 17 19 17
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,780
COMMITMENTS
0 3,965 0 131,780 127,815 131,780 131,780 0 0
CHANGES FROM 11/22/11 (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 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 12 11 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,987
COMMITMENTS
365 1,575 985 9,600 8,376 10,950 10,936 37 51
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -74)
-54 -63 22 -54 -53 -86 -93 12 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 14.3 9.0 87.4 76.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 15 17 20 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,227
COMMITMENTS
295 56 112 21,717 21,909 22,124 22,077 103 150
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -210)
15 0 0 -180 -190 -165 -190 -45 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 0.5 97.7 98.6 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 4 40 40 45 44
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,598
COMMITMENTS
150 90 0 10,192 10,009 10,342 10,099 256 499
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 152)
0 90 0 152 86 152 176 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 96.2 94.4 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 20 19 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,446
COMMITMENTS
5 60 30 7,138 7,136 7,173 7,226 273 220
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 203)
5 60 30 158 188 193 278 10 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.4 95.9 95.8 96.3 97.0 3.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 23 24 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,628
COMMITMENTS
0 0 0 9,246 9,436 9,246 9,436 1,382 1,192
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 16)
0 0 0 299 28 299 28 -283 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 88.8 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 22 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,243,121
COMMITMENTS
325,459 105,789 756,648 1069881 1309922 2151988 2172359 91,134 70,763
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 17,165)
-7,760 -1,907 13,335 8,880 4,526 14,455 15,953 2,710 1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.7 33.7 47.7 58.4 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
137 93 175 92 107 314 300
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,505
COMMITMENTS
86,423 13,758 22,219 76,185 147,701 184,827 183,678 1,678 2,827
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -6,463)
5,417 -340 -4,685 -7,003 -289 -6,271 -5,314 -192 -1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 7.4 11.9 40.8 79.2 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 9 19 18 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,247
COMMITMENTS
47,595 18,806 5,259 118,212 142,463 171,066 166,528 37,181 41,719
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 797)
401 3,351 221 737 781 1,359 4,353 -562 -3,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.0 2.5 56.8 68.4 82.1 80.0 17.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 9 20 23 31 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,741
COMMITMENTS
17,720 1,520 13,378 48,911 66,075 80,009 80,973 3,731 2,768
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,824)
-510 -86 5,072 -375 -766 4,187 4,219 637 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 1.8 16.0 58.4 78.9 95.5 96.7 4.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 6 18 22 23 45 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 543,320
COMMITMENTS
39,996 2,493 92,742 398,653 435,738 531,391 530,973 11,929 12,347
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 5,014)
1,310 148 623 3,069 4,050 5,002 4,822 11 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 17.1 73.4 80.2 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 1 14 35 36 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,717
COMMITMENTS
275 1,158 375 17,238 16,375 17,888 17,908 829 809
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,901)
-250 392 250 2,350 1,727 2,350 2,369 551 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.2 2.0 92.1 87.5 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 36 30 39 36
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,131
COMMITMENTS
3,823 12,105 2,068 47,635 36,933 53,526 51,106 3,605 6,025
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 837)
925 27 446 45 -169 1,416 304 -579 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 21.2 3.6 83.4 64.6 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 8 21 16 30 24
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,963
COMMITMENTS
2,592 4,410 600 23,547 20,949 26,739 25,959 2,224 3,004
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,682)
-61 1,518 400 1,343 448 1,682 2,366 0 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.2 2.1 81.3 72.3 92.3 89.6 7.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 2 13 15 17 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,335
COMMITMENTS
2,627 100 0 8,660 11,185 11,287 11,285 48 50
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.9 0.0 76.4 98.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 17 17 19 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,932
COMMITMENTS
4,585 4,073 6,940 9,578 9,637 21,103 20,650 3,829 4,282
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 471)
1,371 7 942 -1,872 -274 441 675 31 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.3 27.8 38.4 38.7 84.6 82.8 15.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 8 10 10 21 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,278
COMMITMENTS
1,829 2,524 1,389 14,750 14,291 17,968 18,204 1,310 1,074
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 232)
102 -81 -33 140 156 208 42 23 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 13.1 7.2 76.5 74.1 93.2 94.4 6.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 10 7 14 15 24 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,629
COMMITMENTS
8,298 634 10,234 70,341 74,192 88,873 85,060 12,755 16,568
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,000)
1,622 -43 1,349 1,867 2,241 4,838 3,548 -838 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.6 10.1 69.2 73.0 87.4 83.7 12.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 6 18 20 25 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,851
COMMITMENTS
10,992 5,311 267 8,556 13,798 19,815 19,376 1,036 1,475
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 124)
-102 386 -180 623 -4 341 203 -218 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 25.5 1.3 41.0 66.2 95.0 92.9 5.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
45 38 11 32 31 81 78
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,773
COMMITMENTS
26,999 6,396 483 8,086 31,855 35,567 38,734 6,206 3,040
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -114)
-419 165 44 -510 -735 -885 -526 772 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 15.3 1.2 19.4 76.3 85.1 92.7 14.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
65 36 10 24 35 94 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,499
COMMITMENTS
74,668 23,944 34,261 149,566 202,916 258,496 261,120 16,003 13,378
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -31,591)
-4,302 -1,103 -4,615 -20,567 -24,118 -29,483 -29,836 -2,108 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 8.7 12.5 54.5 73.9 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
61 20 47 87 93 167 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,122
COMMITMENTS
8,638 0 1,068 7,476 15,971 17,182 17,039 5,940 6,083
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 334)
111 0 105 166 17 382 122 -48 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.0 4.6 32.3 69.1 74.3 73.7 25.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 3 13 16 18 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,905
COMMITMENTS
0 0 0 25,410 23,965 25,410 23,965 495 1,940
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 92.5 98.1 92.5 1.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 17 12 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,546
COMMITMENTS
0 0 0 8,334 8,533 8,334 8,533 1,212 1,013
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.3 89.4 87.3 89.4 12.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,504
COMMITMENTS
400 507 50 8,034 7,927 8,484 8,484 20 20
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,910)
400 337 50 1,460 1,523 1,910 1,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.0 0.6 94.5 93.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 31 30 33 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,746
COMMITMENTS
575 133 2 58,300 59,163 58,877 59,298 869 448
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -174)
50 14 -49 -144 -94 -143 -129 -31 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 97.6 99.0 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 1 44 34 48 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,041
COMMITMENTS
0 0 0 14,921 15,041 14,921 15,041 120 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 241)
0 -50 -19 260 310 241 241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,845
COMMITMENTS
550 2,825 0 6,295 4,020 6,845 6,845 0 0
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 750)
100 325 0 650 425 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 41.3 0.0 92.0 58.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 0 27 19 29 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,271
COMMITMENTS
0 76 87 4,721 4,976 4,808 5,139 463 132
CHANGES FROM 11/22/11 (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 1.4 1.7 89.6 94.4 91.2 97.5 8.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 17 22 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,291
COMMITMENTS
620 4,069 1,199 24,452 20,945 26,271 26,213 20 78
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,043)
0 436 100 943 507 1,043 1,043 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 15.5 4.6 93.0 79.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 6 4 40 43 44 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,115
COMMITMENTS
1,908 1,870 0 4,143 4,021 6,051 5,891 64 224
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 232)
0 150 0 232 82 232 232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 30.6 0.0 67.8 65.8 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 8 14 9 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,452
COMMITMENTS
1,718 492 943 10,692 11,948 13,353 13,383 99 69
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 508)
-20 12 -27 549 535 502 520 6 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.7 7.0 79.5 88.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 2 32 33 37 36
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,711
COMMITMENTS
11,229 2,150 1,076 23,164 32,012 35,469 35,238 242 473
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 630)
300 600 0 330 30 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.0 3.0 64.9 89.6 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 28 39 35 47
Updated December 2, 2011