GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,592
COMMITMENTS
394 0 12 39,076 39,293 39,482 39,305 110 287
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,601)
-11 0 -238 -8,348 -8,304 -8,597 -8,542 -4 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.7 99.2 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 0 1 39 50 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,829
COMMITMENTS
0 0 0 13,680 13,745 13,680 13,745 149 84
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,268)
0 0 0 -1,279 -1,252 -1,279 -1,252 11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,160
COMMITMENTS
112 318 165 8,854 8,730 9,131 9,213 1,029 947
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,054)
60 -30 -88 -1,026 -875 -1,054 -993 0 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.1 1.6 87.1 85.9 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 32 37 36 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,937
COMMITMENTS
355 71 322 4,716 4,762 5,393 5,155 544 782
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,525)
-234 -5 -4 -1,341 -1,543 -1,579 -1,552 54 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.2 5.4 79.4 80.2 90.8 86.8 9.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 3 41 41 45 46
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,895
COMMITMENTS
95 493 96 1,833 1,985 2,024 2,574 871 321
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -379)
-95 -90 0 -494 -385 -589 -475 210 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 17.0 3.3 63.3 68.6 69.9 88.9 30.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 17 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,640
COMMITMENTS
0 0 0 8,469 8,509 8,469 8,509 171 131
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -910)
0 0 0 -1,051 -754 -1,051 -754 141 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.5 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,384
COMMITMENTS
0 448 126 22,258 21,810 22,384 22,384 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,510)
0 -75 -100 -4,410 -4,335 -4,510 -4,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.6 99.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 26 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,785
COMMITMENTS
48,960 32,497 46,959 172,189 206,373 268,108 285,829 42,677 24,956
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,921)
-2,507 2,067 -601 8,108 4,111 5,000 5,577 -1,078 -1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.5 15.1 55.4 66.4 86.3 92.0 13.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
43 18 35 80 86 140 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,315
COMMITMENTS
0 8,058 17,029 31,732 24,366 48,762 49,453 1,553 862
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -18,461)
-98 383 -8,263 -9,543 -10,276 -17,905 -18,156 -556 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 33.8 63.1 48.4 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 7 17 17 25 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,235
COMMITMENTS
500 821 150 10,585 10,164 11,235 11,135 0 100
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,063)
-550 -195 -350 -3,139 -3,518 -4,039 -4,063 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.3 1.3 94.2 90.5 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 1 40 38 44 43
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,107
COMMITMENTS
1,020 205 0 6,929 7,757 7,949 7,962 158 145
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -392)
167 -205 -100 -431 -67 -364 -372 -28 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.5 0.0 85.5 95.7 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 0 25 22 31 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 972,861
COMMITMENTS
170,102 338,268 323,823 410,510 262,035 904,434 924,125 68,426 48,735
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,721)
53 -2,673 -8,934 -3,923 1,181 -12,804 -10,426 4,083 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 34.8 33.3 42.2 26.9 93.0 95.0 7.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
94 130 140 82 71 263 264
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,833,591
COMMITMENTS
79,590 110,441 672,968 1076854 1044286 1829411 1827695 4,179 5,896
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 61,246)
-5,047 2,679 36,309 30,520 23,082 61,782 62,070 -536 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.0 36.7 58.7 57.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 28 54 63 60 127 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 26,022
COMMITMENTS
12,527 11,426 6,726 4,679 5,839 23,932 23,992 2,090 2,030
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,668)
70 461 2,764 979 570 3,814 3,795 -146 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 43.9 25.8 18.0 22.4 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 11 6 8 19 21
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,844
COMMITMENTS
37,603 33,283 22,234 12,265 17,495 72,103 73,012 1,741 832
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,679)
4,777 2,926 1,200 848 2,556 6,825 6,682 -146 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 45.1 30.1 16.6 23.7 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 11 14 11 14 28 32
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,087
COMMITMENTS
0 9,982 1,852 49,643 33,725 51,495 45,559 3,592 9,528
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,697)
0 591 -1,076 -5,506 -10,235 -6,582 -10,720 885 5,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 3.4 90.1 61.2 93.5 82.7 6.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 11 14 14 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,288
COMMITMENTS
2,224 327 2,998 74,196 75,928 79,418 79,253 9,870 10,035
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,716)
-562 -451 100 -5,207 -10,661 -5,669 -11,012 -47 5,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 3.4 83.1 85.0 88.9 88.8 11.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 16 16 19 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,494,503
COMMITMENTS
466,806 184,523 707,793 1285120 1581008 2459719 2473324 34,784 21,179
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -9,271)
21,482 21,183 -30,322 -700 -1,220 -9,540 -10,359 269 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.4 28.4 51.5 63.4 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 28 46 95 86 151 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,770
COMMITMENTS
195,492 115,234 199,637 662,132 743,933 1057261 1058804 4,509 2,966
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,801)
9,211 34 8,279 -3,810 5,139 13,680 13,452 -879 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.9 18.8 62.4 70.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 15 33 42 40 78 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,420
COMMITMENTS
193 1,178 120 13,949 13,011 14,262 14,309 157 111
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,989)
-263 -371 12 -4,795 -4,424 -5,046 -4,783 57 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.2 0.8 96.7 90.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 8 5 36 42 42 50
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,498
COMMITMENTS
44 123 174 1,641 1,635 1,859 1,932 639 566
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -374)
14 -20 -46 -243 -136 -275 -202 -99 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 7.0 65.7 65.5 74.4 77.3 25.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 19 20 22 24
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,491
COMMITMENTS
46 182 0 1,040 1,046 1,086 1,228 405 263
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -367)
-58 50 0 -337 -397 -395 -347 28 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.2 0.0 69.8 70.2 72.8 82.4 27.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 15 19 16 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 202,737
COMMITMENTS
17,256 1,556 29,790 153,228 170,066 200,273 201,412 2,464 1,325
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,681)
-2,855 -1,165 3,546 5,067 3,401 5,758 5,783 -1,077 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.8 14.7 75.6 83.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 35 34 41 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,853
COMMITMENTS
2,298 1,082 3,073 24,337 26,291 29,709 30,447 1,144 406
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 431)
503 20 59 -95 512 466 590 -35 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.5 10.0 78.9 85.2 96.3 98.7 3.7 1.3
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,622
COMMITMENTS
707 720 428 7,100 8,689 8,235 9,837 2,387 785
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -285)
-155 0 120 -400 -481 -435 -361 150 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.8 4.0 66.8 81.8 77.5 92.6 22.5 7.4
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,446
COMMITMENTS
3,592 438 232 7,733 10,938 11,557 11,608 889 838
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -187)
-23 90 -15 -98 1 -137 76 -50 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 3.5 1.9 62.1 87.9 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 16 16 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,037
COMMITMENTS
2,954 3,180 142 22,422 22,329 25,518 25,651 2,519 2,386
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -347)
306 -10 -98 -601 -47 -393 -155 46 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.3 0.5 80.0 79.6 91.0 91.5 9.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 24 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,999
COMMITMENTS
4,770 0 638 4,377 8,620 9,785 9,258 1,214 1,741
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 188)
522 -98 -22 -235 89 265 -31 -77 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 0.0 5.8 39.8 78.4 89.0 84.2 11.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,684
COMMITMENTS
0 1,878 586 11,114 9,639 11,700 12,103 984 581
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -366)
0 34 -18 -216 -337 -234 -321 -132 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 4.6 87.6 76.0 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 16 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,247
COMMITMENTS
0 0 0 63,226 63,247 63,226 63,247 21 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,164)
0 0 0 -2,143 -2,164 -2,143 -2,164 -21 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 N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,029,530
COMMITMENTS
0 0 0 1029530 1029530 1029530 1029530 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,950)
0 0 0 -23,950 -23,950 -23,950 -23,950 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 20 17 20 17
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637
COMMITMENTS
0 0 0 315,637 315,637 315,637 315,637 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -27,335)
0 0 0 -27,335 -27,335 -27,335 -27,335 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,697
COMMITMENTS
0 0 0 35,697 35,697 35,697 35,697 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,612)
0 0 0 -3,612 -3,612 -3,612 -3,612 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481
COMMITMENTS
0 0 0 659,481 659,481 659,481 659,481 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -68,145)
0 0 0 -68,145 -68,145 -68,145 -68,145 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 119,139
COMMITMENTS
105 0 0 118,779 119,139 118,884 119,139 255 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,475)
-105 0 0 -8,370 -8,475 -8,475 -8,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.7 100.0 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078
COMMITMENTS
4,080 0 0 2001998 2006078 2006078 2006078 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -164,745)
-3,850 0 0 -160,895 -164,745 -164,745 -164,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 17 28 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,104
COMMITMENTS
1,579 824 3,018 44,507 45,262 49,104 49,104 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,289)
304 -1,580 971 -3,564 -1,680 -2,289 -2,289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.7 6.1 90.6 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 27 22 30 26
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,182,422
COMMITMENTS
37,512 44,995 13,965 1130945 1123462 1182422 1182422 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -34,875)
-9,408 -10,455 4,680 -30,147 -29,100 -34,875 -34,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 1.2 95.6 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 27 22 30 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,399
COMMITMENTS
0 790 0 51,378 50,354 51,378 51,144 21 255
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,090)
0 178 0 -2,069 -2,268 -2,069 -2,090 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.0 100.0 99.5 0.0 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962
COMMITMENTS
0 4,806 294 24,668 19,862 24,962 24,962 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,957)
0 -126 0 6,957 7,083 6,957 6,957 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.3 1.2 98.8 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771
COMMITMENTS
2,550 2,340 210 45,906 46,221 48,666 48,771 105 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -216)
0 1,485 -210 15 -1,491 -195 -216 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.8 0.4 94.1 94.8 99.8 100.0 0.2 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,446
COMMITMENTS
18,515 0 2,770 19,906 38,676 41,191 41,446 255 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,218)
-68 0 -147 6,433 6,365 6,218 6,218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 0.0 6.7 48.0 93.3 99.4 100.0 0.6 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,147
COMMITMENTS
765 1,267 21 16,574 16,604 17,360 17,892 787 255
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,248)
0 1,071 -126 -1,891 -2,143 -2,017 -1,198 -231 -1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.0 0.1 91.3 91.5 95.7 98.6 4.3 1.4
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,333
COMMITMENTS
23,400 35,926 1,224 890,709 878,183 915,333 915,333 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -55,390)
0 -5,015 0 -55,390 -50,375 -55,390 -55,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 0.1 97.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 21 23 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452
COMMITMENTS
95,735 0 0 881,717 977,452 977,452 977,452 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,522)
0 0 0 -8,522 -8,522 -8,522 -8,522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 90.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 18 18 18
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845
COMMITMENTS
0 2,040 0 119,845 117,805 119,845 119,845 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,935)
0 -1,925 0 -11,935 -10,010 -11,935 -11,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,443
COMMITMENTS
401 1,717 1,092 9,926 8,601 11,418 11,410 25 34
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 456)
36 142 107 326 225 468 474 -12 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.0 9.5 86.7 75.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 4 16 17 21 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,200
COMMITMENTS
230 36 77 18,790 18,908 19,097 19,021 103 179
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,027)
-65 -20 -35 -2,927 -3,001 -3,027 -3,056 0 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.4 97.9 98.5 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 3 40 37 45 40
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,288
COMMITMENTS
145 90 0 8,858 8,744 9,003 8,834 285 454
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,310)
-5 0 0 -1,334 -1,265 -1,339 -1,265 29 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.0 0.0 95.4 94.1 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,713
COMMITMENTS
0 45 25 6,508 6,400 6,533 6,470 180 243
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -733)
-5 -15 -5 -630 -736 -640 -756 -93 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.4 96.9 95.3 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 21 23 22 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,643
COMMITMENTS
0 0 0 8,355 8,511 8,355 8,511 1,288 1,132
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -985)
0 0 0 -891 -925 -891 -925 -94 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.6 88.3 86.6 88.3 13.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,297,224
COMMITMENTS
330,152 102,680 793,375 1077226 1331886 2200754 2227942 96,470 69,282
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 54,103)
4,693 -3,108 36,727 7,346 21,964 48,766 55,583 5,336 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 4.5 34.5 46.9 58.0 95.8 97.0 4.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
142 93 182 89 106 318 305
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,558
COMMITMENTS
82,246 13,397 24,949 79,674 147,089 186,868 185,434 1,690 3,124
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,053)
-4,177 -361 2,730 3,489 -612 2,041 1,756 11 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 7.1 13.2 42.3 78.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 9 19 19 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,946
COMMITMENTS
46,438 15,476 3,987 110,782 133,298 161,207 152,761 35,739 44,185
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,301)
-1,157 -3,330 -1,272 -7,430 -9,165 -9,859 -13,767 -1,442 2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 7.9 2.0 56.2 67.7 81.9 77.6 18.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 8 21 23 31 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,601
COMMITMENTS
18,738 1,329 15,194 49,585 67,827 83,517 84,350 4,085 3,251
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,860)
1,018 -191 1,815 674 1,752 3,507 3,376 353 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 1.5 17.3 56.6 77.4 95.3 96.3 4.7 3.7
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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 512,599
COMMITMENTS
36,179 2,038 84,098 381,149 414,454 501,426 500,589 11,174 12,010
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -30,721)
-3,817 -455 -8,644 -17,505 -21,285 -29,965 -30,383 -756 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 16.4 74.4 80.9 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 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,528
COMMITMENTS
200 1,175 575 15,732 14,777 16,507 16,527 21 1
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,189)
-75 17 200 -1,506 -1,598 -1,381 -1,381 -808 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.1 3.5 95.2 89.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 3 32 29 36 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,181
COMMITMENTS
4,006 12,105 2,030 47,635 36,721 53,671 50,856 3,510 6,325
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 50)
183 0 -38 0 -212 145 -250 -95 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 21.2 3.6 83.3 64.2 93.9 88.9 6.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 7 21 16 30 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,974
COMMITMENTS
2,632 2,702 1,418 22,940 22,390 26,990 26,510 1,984 2,464
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11)
40 -1,708 818 -607 1,441 251 551 -240 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 9.3 4.9 79.2 77.3 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 4 13 15 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270
COMMITMENTS
2,227 50 0 6,965 9,195 9,192 9,245 78 25
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,065)
-400 -50 0 -1,695 -1,990 -2,095 -2,040 30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.5 0.0 75.1 99.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,264
COMMITMENTS
4,439 4,218 6,082 9,383 9,485 19,904 19,785 4,360 4,479
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -669)
-146 144 -858 -195 -152 -1,199 -865 530 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 17.4 25.1 38.7 39.1 82.0 81.5 18.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 9 8 10 10 21 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,011
COMMITMENTS
1,720 2,191 1,280 13,842 13,793 16,843 17,264 1,168 746
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,267)
-109 -333 -108 -908 -498 -1,125 -939 -142 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.2 7.1 76.9 76.6 93.5 95.9 6.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 6 14 15 23 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,369
COMMITMENTS
7,424 785 9,306 65,962 68,271 82,692 78,362 11,676 16,007
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -7,260)
-874 151 -928 -4,380 -5,922 -6,181 -6,698 -1,079 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 9.9 69.9 72.3 87.6 83.0 12.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 6 18 19 25 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,213
COMMITMENTS
11,240 4,857 289 8,284 14,381 19,814 19,526 1,399 1,686
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 362)
249 -454 22 -272 583 -1 151 363 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 22.9 1.4 39.1 67.8 93.4 92.1 6.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
44 38 9 33 36 80 81
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,705
COMMITMENTS
29,233 8,162 582 8,195 32,477 38,011 41,221 6,695 3,484
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,932)
2,235 1,766 99 109 622 2,443 2,487 488 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 18.3 1.3 18.3 72.6 85.0 92.2 15.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
72 36 12 25 36 101 80
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,490
COMMITMENTS
78,063 22,268 32,696 149,910 212,313 260,669 267,277 19,821 13,213
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,991)
3,395 -1,676 -1,565 343 9,397 2,173 6,156 3,818 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 7.9 11.7 53.4 75.7 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
68 16 41 80 93 164 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,280
COMMITMENTS
7,241 0 993 6,407 12,221 14,641 13,214 4,639 6,066
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,842)
-1,397 0 -75 -1,069 -3,750 -2,541 -3,825 -1,301 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 0.0 5.2 33.2 63.4 75.9 68.5 24.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 3 11 14 16 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,497
COMMITMENTS
0 0 0 7,469 7,056 7,469 7,056 1,028 1,441
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,049)
0 0 0 -865 -1,477 -865 -1,477 -184 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 83.0 87.9 83.0 12.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,164
COMMITMENTS
400 633 200 6,544 6,311 7,144 7,144 20 20
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,340)
0 126 150 -1,490 -1,616 -1,340 -1,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.8 2.8 91.3 88.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 25 27 28 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,315
COMMITMENTS
575 134 0 50,079 50,823 50,654 50,957 661 358
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,431)
0 1 -2 -8,221 -8,340 -8,223 -8,341 -208 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 97.6 99.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 0 43 35 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,076
COMMITMENTS
0 0 0 12,956 13,076 12,956 13,076 120 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,965)
0 0 0 -1,965 -1,965 -1,965 -1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015
COMMITMENTS
50 2,425 0 5,965 3,590 6,015 6,015 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -830)
-500 -400 0 -330 -430 -830 -830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 40.3 0.0 99.2 59.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 0 29 18 30 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,845
COMMITMENTS
9 0 78 3,346 3,665 3,433 3,743 412 102
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,426)
9 -76 -9 -1,375 -1,311 -1,375 -1,396 -51 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.0 87.0 95.3 89.3 97.3 10.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 12 18 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,494
COMMITMENTS
752 3,734 933 21,799 18,724 23,484 23,391 10 103
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,797)
132 -335 -266 -2,653 -2,221 -2,787 -2,822 -10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 15.9 4.0 92.8 79.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 38 39 42 46
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,370
COMMITMENTS
264 2,026 0 4,074 2,190 4,338 4,216 32 154
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,745)
-1,644 156 0 -69 -1,831 -1,713 -1,675 -32 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 46.4 0.0 93.2 50.1 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,603
COMMITMENTS
1,814 749 612 9,126 10,227 11,552 11,588 51 15
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,849)
96 257 -331 -1,566 -1,721 -1,801 -1,795 -48 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.5 5.3 78.7 88.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 28 29 33 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,840
COMMITMENTS
10,796 2,276 816 21,018 29,345 32,630 32,437 210 403
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,871)
-433 126 -260 -2,146 -2,667 -2,839 -2,801 -32 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 6.9 2.5 64.0 89.4 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 28 37 35 45
Updated December 9, 2011