GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,831
COMMITMENTS
394 0 400 47,802 48,049 48,596 48,449 235 382
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,077)
0 0 400 1,604 1,604 2,004 2,004 73 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.8 97.9 98.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 0 1 43 51 46 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,154
COMMITMENTS
0 0 0 18,027 18,051 18,027 18,051 127 103
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -465 -479 -465 -479 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 29 24 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,241
COMMITMENTS
138 533 202 9,953 9,546 10,293 10,281 948 960
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 231)
-22 50 47 196 -31 221 66 10 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.7 1.8 88.5 84.9 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 4 37 40 42 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,134
COMMITMENTS
433 115 407 5,738 5,910 6,578 6,432 556 702
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 168)
-45 69 40 206 146 201 255 -33 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.6 5.7 80.4 82.8 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 45 44 50 50
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,962
COMMITMENTS
126 0 62 3,457 2,744 3,645 2,806 317 1,156
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 71)
0 0 0 209 159 209 159 -138 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 1.6 87.3 69.3 92.0 70.8 8.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 25 23 26
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
215 528 6 2,222 2,285 2,443 2,819 704 328
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 52)
75 0 0 56 52 131 52 -79 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 16.8 0.2 70.6 72.6 77.6 89.6 22.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 21 22 25 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,854
COMMITMENTS
40 2 76 1,169 1,502 1,285 1,580 569 274
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 364)
0 -36 46 322 369 368 379 -4 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.1 4.1 63.1 81.0 69.3 85.2 30.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 17 19 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,110
COMMITMENTS
0 0 0 9,939 9,979 9,939 9,979 171 131
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 830)
0 0 0 830 830 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 98.7 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,178
COMMITMENTS
0 448 126 28,052 27,604 28,178 28,178 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,593)
0 0 0 3,593 3,593 3,593 3,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.4 99.6 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 29 29 30 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 269,405
COMMITMENTS
50,203 32,684 26,668 152,242 184,100 229,113 243,452 40,292 25,953
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -7,713)
3,360 -3,076 601 -12,785 -2,922 -8,824 -5,397 1,111 -2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 12.1 9.9 56.5 68.3 85.0 90.4 15.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
43 21 32 67 86 125 128
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,309
COMMITMENTS
400 1,458 200 15,709 14,401 16,309 16,059 0 250
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,189)
0 -160 50 2,139 2,199 2,189 2,089 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 8.9 1.2 96.3 88.3 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 3 2 48 43 55 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,954
COMMITMENTS
720 0 0 7,120 7,879 7,840 7,879 114 75
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,442)
-213 -580 0 -1,185 -792 -1,398 -1,372 -44 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 0.0 89.5 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 20 20 23 20
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,981
COMMITMENTS
0 52 0 1,977 1,925 1,977 1,977 4 4
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.0 99.8 97.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,016,237
COMMITMENTS
178,941 336,961 363,684 406,192 268,822 948,817 969,467 67,420 46,770
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 16,000)
-107 -2,678 25,497 -8,421 -6,406 16,969 16,413 -969 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 33.2 35.8 40.0 26.5 93.4 95.4 6.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
87 119 127 80 67 244 248
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,331
COMMITMENTS
0 9,010 1,480 46,882 33,372 48,362 43,862 2,969 7,469
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,845)
0 -542 -310 -3,656 -2,397 -3,966 -3,249 121 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.6 2.9 91.3 65.0 94.2 85.4 5.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 12 15 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,853
COMMITMENTS
1,065 287 2,868 69,763 70,131 73,696 73,286 9,157 9,567
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,111)
-1,041 287 -289 -3,707 -4,672 -5,037 -4,674 -74 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.3 3.5 84.2 84.6 88.9 88.5 11.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 15 16 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,464,494
COMMITMENTS
475,629 201,634 687,787 1263213 1550302 2426629 2439723 37,865 24,771
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -166,180)
-4,730 -8,493 -45,373 -120,635 -112,912 -170,738 -166,778 4,558 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 8.2 27.9 51.3 62.9 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
34 23 46 90 80 145 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,097,876
COMMITMENTS
243,268 82,350 217,682 631,823 794,727 1092773 1094759 5,103 3,117
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -99,922)
-42,665 -29,797 -20,067 -36,902 -49,873 -99,634 -99,737 -288 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 7.5 19.8 57.5 72.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 19 29 39 38 72 71
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,581
COMMITMENTS
207 498 181 8,000 7,723 8,388 8,402 193 179
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,458)
-101 -431 -13 -5,432 -5,069 -5,546 -5,513 88 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 5.8 2.1 93.2 90.0 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 3 28 29 34 34
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,669
COMMITMENTS
133 98 59 1,829 2,050 2,021 2,207 648 462
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 13)
-30 5 8 -34 6 -56 19 69 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 3.7 2.2 68.5 76.8 75.7 82.7 24.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 23 24 27 27
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,957
COMMITMENTS
47 415 28 1,569 1,242 1,644 1,685 313 272
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 114)
2 0 28 164 123 194 151 -80 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 21.2 1.4 80.2 63.5 84.0 86.1 16.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 26 29 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,738
COMMITMENTS
26,230 2,240 1,634 42,859 67,749 70,723 71,623 2,015 1,115
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,012)
-1,340 -80 -352 -1,466 -2,618 -3,158 -3,050 146 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 3.1 2.2 58.9 93.1 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 3 28 25 32 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,225
COMMITMENTS
340 740 1,646 13,023 13,231 15,009 15,617 1,216 608
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -710)
0 -130 -16 -477 -697 -493 -843 -217 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.6 10.1 80.3 81.5 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 18 21 21 25
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,980
COMMITMENTS
3,234 1,374 204 8,668 11,186 12,106 12,764 874 216
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -361)
-120 -56 40 -253 -382 -333 -398 -28 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 10.6 1.6 66.8 86.2 93.3 98.3 6.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 16 18 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,739
COMMITMENTS
1,750 2,450 290 23,419 23,238 25,459 25,978 2,280 1,761
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,007)
96 -10 -112 -937 -863 -953 -985 -54 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.8 1.0 84.4 83.8 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 24 22 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,325
COMMITMENTS
4,890 0 550 4,566 9,183 10,006 9,733 1,319 1,592
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 226)
20 0 -20 -71 168 -71 148 297 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 0.0 4.9 40.3 81.1 88.4 85.9 11.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 17 17 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,196
COMMITMENTS
0 2,352 400 10,586 8,748 10,986 11,500 1,210 696
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -766)
0 174 -174 -726 -499 -900 -499 134 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 19.3 3.3 86.8 71.7 90.1 94.3 9.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 18 16 19 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,015
COMMITMENTS
0 0 0 67,015 67,015 67,015 67,015 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,014)
0 0 0 -1,993 -2,014 -1,993 -2,014 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,048,143
COMMITMENTS
0 0 0 1048143 1048143 1048143 1048143 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -36,457)
0 0 0 -36,457 -36,457 -36,457 -36,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,190
COMMITMENTS
0 0 0 32,190 32,190 32,190 32,190 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,717)
0 0 0 -3,717 -3,717 -3,717 -3,717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,265
COMMITMENTS
0 0 0 587,265 587,265 587,265 587,265 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -72,216)
0 0 0 -72,216 -72,216 -72,216 -72,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 114,957
COMMITMENTS
0 0 0 114,702 114,957 114,702 114,957 255 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -8,505)
-105 0 0 -8,400 -8,505 -8,505 -8,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 27 16 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,827,134
COMMITMENTS
0 0 0 1827134 1827134 1827134 1827134 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -165,528)
-4,080 0 0 -161,448 -165,528 -165,528 -165,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 15 25 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,118
COMMITMENTS
5,100 4,283 8,187 46,831 47,393 60,118 59,863 0 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,583)
336 -231 -336 -2,583 -2,271 -2,583 -2,838 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 7.1 13.6 77.9 78.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 23 19 27 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,158,190
COMMITMENTS
37,512 53,035 46,725 1073953 1058430 1158190 1158190 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -64,464)
0 -6,120 0 -64,464 -58,344 -64,464 -64,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 4.6 4.0 92.7 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 28 20 32 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,176
COMMITMENTS
0 685 0 49,048 48,236 49,048 48,921 128 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,478)
0 -105 0 -2,585 -2,373 -2,585 -2,478 107 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 99.7 98.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 13 16 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,596)
0 210 -210 -1,875 -2,190 -2,085 -2,190 489 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,885
COMMITMENTS
18,725 0 2,560 19,345 38,325 40,630 40,885 255 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,323)
210 0 -210 -1,323 -1,113 -1,323 -1,323 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 0.0 6.3 47.3 93.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 9 11 11 12
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,739
COMMITMENTS
765 88 0 14,208 15,396 14,973 15,484 766 255
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,974)
0 -1,179 -21 -1,932 -774 -1,953 -1,974 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.6 0.0 90.3 97.8 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 12 14 13 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 862,506
COMMITMENTS
23,400 41,035 0 839,106 821,471 862,506 862,506 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -58,752)
0 -816 -1,224 -57,528 -56,712 -58,752 -58,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 4.8 0.0 97.3 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 947,668
COMMITMENTS
95,735 0 0 851,933 947,668 947,668 947,668 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -29,784)
0 0 0 -29,784 -29,784 -29,784 -29,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 0.0 0.0 89.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 15 13 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,442
COMMITMENTS
295 36 42 19,972 20,174 20,309 20,252 133 190
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 621)
0 0 0 621 621 621 621 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.2 0.2 97.7 98.7 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 2 40 38 44 40
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,695
COMMITMENTS
0 85 0 5,561 5,216 5,561 5,301 134 394
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,336)
0 20 -25 -1,295 -1,540 -1,320 -1,545 -16 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 97.6 91.6 97.6 93.1 2.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 18 18 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,901
COMMITMENTS
45 0 0 7,667 7,686 7,712 7,686 1,189 1,215
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -993)
5 0 0 -884 -1,136 -879 -1,136 -114 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 86.1 86.3 86.6 86.3 13.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 14 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,373,018
COMMITMENTS
301,080 156,612 403,887 581,401 753,553 1286368 1314052 86,650 58,966
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 47,456)
4,079 4,199 36,033 -770 8,013 39,342 48,245 8,114 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 11.4 29.4 42.3 54.9 93.7 95.7 6.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
110 92 142 84 93 277 255
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,446
COMMITMENTS
46,407 8,408 465 90,375 117,790 137,247 126,663 48,199 58,783
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -15,414)
-2,850 -6,646 -2,722 -21,814 -16,391 -27,386 -25,759 11,972 10,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.5 0.3 48.7 63.5 74.0 68.3 26.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 13 17 18 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,523
COMMITMENTS
0 1,267 475 17,048 15,781 17,523 17,523 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,985)
-200 -183 -300 -3,464 -3,501 -3,964 -3,984 -21 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 2.7 97.3 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 26 24 29 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,452
COMMITMENTS
4,840 12,393 2,456 48,481 37,519 55,777 52,368 3,675 7,084
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 236)
140 374 -390 512 502 262 486 -26 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 20.8 4.1 81.5 63.1 93.8 88.1 6.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 7 20 15 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,201
COMMITMENTS
3,230 2,227 2,266 22,707 23,492 28,203 27,985 1,998 2,216
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 70)
527 225 -625 453 370 355 -30 -285 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.4 7.5 75.2 77.8 93.4 92.7 6.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 5 13 15 21 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,570
COMMITMENTS
9,651 4,467 213 6,426 11,765 16,290 16,445 1,280 1,125
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 47)
-412 314 25 303 -215 -84 124 131 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 25.4 1.2 36.6 67.0 92.7 93.6 7.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
41 30 6 26 28 71 62
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,476
COMMITMENTS
29,451 9,965 266 6,870 28,789 36,587 39,020 5,889 3,456
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -462)
549 -378 -217 -141 312 191 -283 -653 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 23.5 0.6 16.2 67.8 86.1 91.9 13.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
70 40 9 22 34 96 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 279,479
COMMITMENTS
84,651 22,607 25,235 146,549 217,835 256,435 265,677 23,044 13,802
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 4,369)
5,317 -1,841 -195 -2,486 7,009 2,636 4,973 1,733 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 8.1 9.0 52.4 77.9 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
76 18 37 79 89 169 131
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,413
COMMITMENTS
450 1,120 100 7,843 7,173 8,393 8,393 20 20
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 83)
0 0 0 83 83 83 83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 13.3 1.2 93.2 85.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 27 31 30 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,112
COMMITMENTS
225 134 0 50,890 51,649 51,115 51,783 997 329
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -328)
-275 0 0 -3 -278 -278 -278 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.3 0.0 97.7 99.1 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 0 47 41 49 42
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,770
COMMITMENTS
0 150 0 14,408 14,470 14,408 14,620 362 150
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 711)
0 0 0 711 711 711 711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 97.5 98.0 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,465
COMMITMENTS
200 3,225 0 7,265 4,240 7,465 7,465 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 400)
0 350 0 400 50 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 43.2 0.0 97.3 56.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 0 30 20 33 24
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,026
COMMITMENTS
147 0 78 3,571 3,846 3,796 3,924 230 102
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 331)
138 0 0 375 331 513 331 -182 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 1.9 88.7 95.5 94.3 97.5 5.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 13 20 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,315
COMMITMENTS
884 4,528 274 21,154 17,432 22,312 22,234 3 81
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,963)
164 152 -726 -3,394 -3,353 -3,956 -3,927 -7 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 20.3 1.2 94.8 78.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 3 35 38 39 44
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,206
COMMITMENTS
1,702 742 471 8,889 9,991 11,062 11,204 144 2
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,243)
-277 72 -141 -1,918 -2,161 -2,336 -2,230 93 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 6.6 4.2 79.3 89.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 24 24 28 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,846
COMMITMENTS
9,978 2,280 596 18,852 26,184 29,426 29,060 420 786
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,447)
-893 -116 -244 -2,520 -3,494 -3,657 -3,854 210 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 7.6 2.0 63.2 87.7 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 22 29 27 37
Updated January 6, 2012