GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,370
COMMITMENTS
126 0 625 46,239 46,543 46,990 47,168 380 202
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,021)
-143 0 273 915 809 1,045 1,082 -24 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 1.3 97.6 98.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 0 2 37 44 39 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,301
COMMITMENTS
0 0 0 17,138 17,273 17,138 17,273 163 28
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -158 -155 -158 -155 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,792
COMMITMENTS
0 502 206 8,596 8,150 8,802 8,858 990 934
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 80)
0 19 10 46 10 56 39 24 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 2.1 87.8 83.2 89.9 90.5 10.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 33 35 35 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,901
COMMITMENTS
502 0 149 4,320 4,813 4,971 4,962 930 939
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 638)
110 0 -5 555 577 660 572 -22 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 2.5 73.2 81.6 84.2 84.1 15.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 3 40 41 44 44
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,533
COMMITMENTS
80 364 0 1,781 1,678 1,861 2,042 672 491
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 95)
0 -5 0 214 120 214 115 -119 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 14.4 0.0 70.3 66.2 73.5 80.6 26.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 17 17 18 19
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,249
COMMITMENTS
0 0 0 2,249 2,249 2,249 2,249 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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 17 8 17 8
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,363
COMMITMENTS
0 0 0 9,177 9,237 9,177 9,237 186 126
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 18 16 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,410
COMMITMENTS
0 480 207 23,983 23,723 24,190 24,410 220 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 127)
0 -235 112 15 250 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.8 98.3 97.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 28 25 29 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 307,453
COMMITMENTS
64,410 40,866 31,677 165,176 214,164 261,263 286,707 46,190 20,746
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 22,346)
2,821 8,700 2,165 17,710 13,067 22,696 23,932 -350 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.3 10.3 53.7 69.7 85.0 93.3 15.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
62 21 39 75 85 153 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,887
COMMITMENTS
59 2,897 225 12,585 9,725 12,869 12,847 18 40
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 227)
0 0 0 227 227 227 227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 22.5 1.7 97.7 75.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 5 3 39 39 42 47
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,338
COMMITMENTS
758 100 0 8,526 9,238 9,284 9,338 54 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 1.1 0.0 91.3 98.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 23 25 27 26
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,864
COMMITMENTS
0 150 0 1,837 1,657 1,837 1,807 27 57
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 0.0 98.6 88.9 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,262,254
COMMITMENTS
260,620 386,777 448,915 481,293 378,462 1190828 1214154 71,426 48,100
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 6,235)
-4,587 -5,276 7,328 5,049 3,814 7,790 5,866 -1,555 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 30.6 35.6 38.1 30.0 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
111 120 141 78 72 280 256
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
15,166 11,051 27,740 55,216 60,391 98,122 99,182 1,760 700
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,677)
1,443 -787 3,177 148 2,148 4,768 4,538 -91 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.1 27.8 55.3 60.5 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 5 13 10 10 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,940
COMMITMENTS
31 1,317 2,555 69,554 67,266 72,140 71,138 8,800 9,802
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 230)
31 32 1,419 900 248 2,350 1,699 -2,120 -1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 3.2 85.9 83.1 89.1 87.9 10.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 16 17 19 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,878,930
COMMITMENTS
576,560 388,841 724,112 1540732 1743383 2841404 2856336 37,526 22,594
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 30,689)
34,671 31,519 -51,018 46,587 50,538 30,240 31,039 449 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 13.5 25.2 53.5 60.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 24 46 96 89 154 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,433,677
COMMITMENTS
328,899 91,833 360,186 740,031 979,914 1429116 1431933 4,561 1,744
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 88,291)
10,698 -5,765 76,117 1,185 18,214 88,000 88,566 291 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 6.4 25.1 51.6 68.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 19 32 42 41 82 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,953
COMMITMENTS
359 575 327 12,971 12,685 13,657 13,587 296 366
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,194)
90 -277 48 1,061 1,254 1,199 1,025 -5 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 4.1 2.3 93.0 90.9 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 4 34 38 39 45
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,619
COMMITMENTS
65 276 32 1,406 1,099 1,503 1,407 116 212
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -4)
37 0 -29 40 32 48 3 -52 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 17.0 2.0 86.8 67.9 92.8 86.9 7.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 20 23 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,959
COMMITMENTS
22,026 2,180 3,228 48,414 69,291 73,668 74,699 2,291 1,260
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 798)
196 0 -32 644 816 808 784 -10 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 2.9 4.2 63.7 91.2 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 3 31 27 36 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,181
COMMITMENTS
50 1,054 1,624 13,321 12,719 14,995 15,397 1,186 784
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 66)
10 400 -130 186 -204 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 6.5 10.0 82.3 78.6 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 20 21 23 25
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,187
COMMITMENTS
3,748 1,494 194 8,447 11,195 12,389 12,883 798 304
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 302)
102 120 0 200 182 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 11.3 1.5 64.1 84.9 93.9 97.7 6.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 16 19 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,903
COMMITMENTS
1,496 3,600 134 26,145 24,956 27,775 28,690 2,128 1,213
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -66)
0 0 0 -66 -18 -66 -18 0 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.0 0.4 87.4 83.5 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 22 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,855
COMMITMENTS
982 0 310 7,043 7,379 8,335 7,689 1,520 2,166
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512)
-376 0 -10 632 498 246 488 266 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 3.1 71.5 74.9 84.6 78.0 15.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,462
COMMITMENTS
0 2,314 400 10,671 8,962 11,071 11,676 1,391 786
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -16)
0 0 -16 0 0 -16 -16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.6 3.2 85.6 71.9 88.8 93.7 11.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 15 13 16 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,565
COMMITMENTS
0 0 0 69,565 69,565 69,565 69,565 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 512 512 512 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: 26)
0 0 0 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,078,302
COMMITMENTS
0 0 0 1078302 1078302 1078302 1078302 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,504)
0 0 0 10,504 10,504 10,504 10,504 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 18 16 18 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806
COMMITMENTS
0 0 0 38,806 38,806 38,806 38,806 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 132)
0 0 0 132 2,672 132 2,672 0 -2,540
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 16 14 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249
COMMITMENTS
0 0 0 701,249 701,249 701,249 701,249 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,352)
0 0 0 2,352 2,352 2,352 2,352 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: 24)
0 0 0 15 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,243
COMMITMENTS
0 0 0 132,243 132,243 132,243 132,243 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 562)
0 0 0 562 562 562 562 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: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,898,046
COMMITMENTS
0 0 0 1898046 1898046 1898046 1898046 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 6,272)
0 0 0 6,272 6,272 6,272 6,272 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: 37)
0 0 0 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,441
COMMITMENTS
4,995 3,968 8,187 57,259 58,031 70,441 70,186 0 255
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
2,550 0 -2,550 0 2,550 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 5.6 11.6 81.3 82.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 19 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,280,560
COMMITMENTS
75,648 119,011 46,725 1158187 1114824 1280560 1280560 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 23,400)
0 -23,400 23,400 0 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 9.3 3.6 90.4 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,762
COMMITMENTS
110 710 0 48,418 47,797 48,528 48,507 234 255
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 762)
0 0 0 762 762 762 762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.5 0.0 99.3 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182
COMMITMENTS
2,340 2,550 0 50,248 50,038 52,588 52,588 594 594
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 66 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 0.0 94.5 94.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 17 14 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848
COMMITMENTS
15,429 0 3,410 24,009 39,438 42,848 42,848 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
-220 0 0 220 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 0.0 8.0 56.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 11 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,432
COMMITMENTS
702 63 0 13,708 14,901 14,410 14,964 1,022 468
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -234 0 -234 0 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.4 0.0 88.8 96.6 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 14 14 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392
COMMITMENTS
23,400 42,079 0 832,992 814,313 856,392 856,392 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 14,310)
0 0 0 14,310 14,310 14,310 14,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 4.9 0.0 97.3 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450
COMMITMENTS
68,050 0 17,645 847,755 915,805 933,450 933,450 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 21,555)
-23,400 0 17,645 27,310 3,910 21,555 21,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,412
COMMITMENTS
85 0 0 17,885 17,935 17,970 17,935 442 477
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925)
0 0 0 945 925 945 925 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 97.1 97.4 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 30 34 31 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,710
COMMITMENTS
255 3 27 7,919 8,124 8,201 8,154 509 556
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 572)
7 3 -3 586 506 590 506 -18 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.3 90.9 93.3 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 18 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,401
COMMITMENTS
0 0 0 7,822 7,863 7,822 7,863 579 538
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -55 -35 -55 -35 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.1 93.6 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,486,350
COMMITMENTS
349,281 144,529 450,380 599,669 831,482 1399330 1426391 87,020 59,959
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,804)
34,110 -1,757 -6,549 -20,960 9,696 6,601 1,390 -4,797 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 9.7 30.3 40.3 55.9 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
126 85 165 94 97 312 279
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,920
COMMITMENTS
51,849 10,428 1,624 90,178 114,809 143,651 126,861 49,269 66,059
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,377)
886 496 -11 2,494 220 3,369 705 1,008 3,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 5.4 0.8 46.7 59.5 74.5 65.8 25.5 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 6 13 16 20 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,302
COMMITMENTS
600 325 450 16,252 16,527 17,302 17,302 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.9 2.6 93.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 24 24 27 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,757
COMMITMENTS
4,912 12,005 9,334 55,974 45,595 70,220 66,934 3,537 6,823
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,646)
94 0 1,107 498 961 1,699 2,068 -53 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 16.3 12.7 75.9 61.8 95.2 90.7 4.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 11 23 18 35 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,378
COMMITMENTS
4,560 2,022 1,775 24,068 25,731 30,403 29,528 1,975 2,850
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -10,271)
1,255 50 -5,325 -5,941 -4,651 -10,011 -9,926 -260 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 6.2 5.5 74.3 79.5 93.9 91.2 6.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 14 16 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,360
COMMITMENTS
3,726 0 702 4,830 8,610 9,258 9,312 102 48
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 800)
776 0 0 0 800 776 800 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 0.0 7.5 51.6 92.0 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 11 14 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,782
COMMITMENTS
6,410 3,103 7,146 7,188 9,702 20,744 19,951 3,038 3,831
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,544)
884 30 1,729 -720 -207 1,893 1,552 -349 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 13.0 30.0 30.2 40.8 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 8 9 8 19 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,984
COMMITMENTS
12,727 2,130 751 5,481 17,316 18,959 20,197 2,025 787
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 84)
-149 -202 347 66 -128 264 17 -180 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 10.2 3.6 26.1 82.5 90.3 96.2 9.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
71 22 10 23 38 102 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,020
COMMITMENTS
31,121 3,046 509 5,961 38,397 37,591 41,952 6,429 2,068
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -564)
-19 -2,455 237 -717 1,771 -499 -447 -65 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 6.9 1.2 13.5 87.2 85.4 95.3 14.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
84 23 13 18 34 110 67
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,899
COMMITMENTS
106,119 18,423 35,878 177,272 279,198 319,269 333,499 26,630 12,400
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 13,543)
783 1,870 -792 12,083 12,413 12,074 13,491 1,469 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 5.3 10.4 51.2 80.7 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
84 14 58 90 98 198 160
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,927
COMMITMENTS
8,349 209 477 8,264 16,787 17,090 17,473 4,837 4,454
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 639)
156 0 -94 -151 -60 -89 -154 728 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 1.0 2.2 37.7 76.6 77.9 79.7 22.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 3 7 19 13 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,611
COMMITMENTS
296 1,689 254 8,005 6,618 8,555 8,561 56 50
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 821)
0 0 0 821 821 821 821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 19.6 2.9 93.0 76.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 1 28 28 31 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,677
COMMITMENTS
851 0 0 51,773 53,368 52,624 53,368 1,053 309
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,884)
26 0 0 4,855 4,857 4,881 4,857 3 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 96.5 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 0 42 33 46 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,489
COMMITMENTS
0 0 0 18,262 18,339 18,262 18,339 227 150
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,408)
0 0 0 1,408 1,408 1,408 1,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 14 22 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,015
COMMITMENTS
625 3,300 0 7,390 4,715 8,015 8,015 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 41.2 0.0 92.2 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 24 15 26 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,265
COMMITMENTS
615 353 221 3,271 3,691 4,107 4,265 158 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 597)
-55 263 178 474 187 597 628 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 8.3 5.2 76.7 86.5 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 15 11 18 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,255
COMMITMENTS
1,052 3,850 1,777 21,426 18,525 24,255 24,152 0 103
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,115)
107 -17 153 912 991 1,172 1,127 -57 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 15.9 7.3 88.3 76.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 4 36 39 43 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,709
COMMITMENTS
926 1,664 288 10,439 9,755 11,653 11,707 56 2
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,109)
50 575 -171 1,230 705 1,109 1,109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 14.2 2.5 89.2 83.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 1 25 29 29 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,909
COMMITMENTS
8,809 3,032 475 18,240 23,572 27,524 27,079 385 830
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 235)
129 0 -45 151 280 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 10.9 1.7 65.4 84.5 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 5 24 29 29 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,578
COMMITMENTS
1,820 0 1,624 20,121 19,736 23,565 21,360 3,013 5,218
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,739)
-355 0 200 1,821 1,062 1,666 1,262 73 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 6.1 75.7 74.3 88.7 80.4 11.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 17 19 19 21
Updated February 17, 2012