GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,349
COMMITMENTS
269 0 352 45,324 45,734 45,945 46,086 404 263
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -6,106)
-217 0 5 -5,825 -6,123 -6,037 -6,118 -69 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.8 97.8 98.7 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 0 2 38 44 40 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,456
COMMITMENTS
0 0 0 17,296 17,428 17,296 17,428 160 28
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,245)
0 0 0 -1,238 -1,233 -1,238 -1,233 -7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 33)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,712
COMMITMENTS
0 483 196 8,550 8,140 8,746 8,819 966 893
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,114)
0 -49 -53 -983 -928 -1,036 -1,030 -78 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 2.0 88.0 83.8 90.1 90.8 9.9 9.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,263
COMMITMENTS
392 0 154 3,765 4,236 4,311 4,390 952 873
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,635)
-379 -38 -38 -1,452 -1,668 -1,869 -1,744 234 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 2.9 71.5 80.5 81.9 83.4 18.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 0 3 38 41 42 44
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,438
COMMITMENTS
80 369 0 1,567 1,558 1,647 1,927 791 511
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -546)
-44 -143 -6 -605 -623 -655 -772 109 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.1 0.0 64.3 63.9 67.6 79.0 32.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,438
COMMITMENTS
0 0 0 8,252 8,312 8,252 8,312 186 126
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,009)
0 0 0 -1,009 -1,009 -1,009 -1,009 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,283
COMMITMENTS
0 715 95 23,968 23,473 24,063 24,283 220 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,382)
0 -223 60 -5,422 -5,219 -5,362 -5,382 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.4 98.7 96.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,659
COMMITMENTS
58,917 30,697 47,212 161,141 214,004 267,270 291,913 48,389 23,746
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 11,764)
9,720 2,034 -118 -1,119 8,776 8,483 10,691 3,281 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 9.7 15.0 51.0 67.8 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
59 22 43 74 89 153 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,396
COMMITMENTS
0 9,959 15,317 33,098 23,666 48,415 48,943 1,981 1,453
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 6,119)
0 984 1,931 3,767 3,000 5,698 5,915 421 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.8 30.4 65.7 47.0 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,660
COMMITMENTS
59 2,897 225 12,358 9,498 12,642 12,620 18 40
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,498)
-200 -444 25 -3,323 -3,119 -3,498 -3,538 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 22.9 1.8 97.6 75.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 5 3 37 38 40 46
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,218
COMMITMENTS
758 100 0 8,406 9,118 9,164 9,218 54 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -985)
0 50 -50 -935 -985 -985 -985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.1 0.0 91.2 98.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 23 24 27 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,299,313
COMMITMENTS
267,884 395,596 470,164 482,536 382,604 1220584 1248365 78,729 50,948
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 54,111)
-2,401 -2,668 22,339 29,229 32,285 49,167 51,957 4,944 2,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 30.4 36.2 37.1 29.4 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
116 133 155 80 77 298 274
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,399,605
COMMITMENTS
103,763 168,000 980,442 1307719 1241698 2391924 2390140 7,681 9,465
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 77,899)
4,179 4,667 43,687 28,110 28,936 75,976 77,290 1,923 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.0 40.9 54.5 51.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
43 37 58 64 60 132 130
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,935
COMMITMENTS
16,518 11,838 25,413 55,131 60,717 97,061 97,967 2,874 1,968
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 7,324)
568 258 3,321 3,146 3,568 7,035 7,147 289 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 11.8 25.4 55.2 60.8 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 12 10 11 23 24
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 132,225
COMMITMENTS
61,355 51,601 51,748 14,984 28,170 128,087 131,518 4,138 707
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 12,673)
847 1,682 7,748 1,001 3,117 9,596 12,547 3,078 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 39.0 39.1 11.3 21.3 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 17 12 17 31 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,009
COMMITMENTS
0 6,870 2,072 43,374 31,683 45,446 40,625 3,563 8,384
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,780)
0 -936 -366 -3,206 -2,851 -3,572 -4,153 -208 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 4.2 88.5 64.6 92.7 82.9 7.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 11 14 14 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,447
COMMITMENTS
0 1,369 1,136 70,391 68,671 71,527 71,176 10,920 11,271
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,517)
-173 664 -2,134 -2,973 -3,281 -5,280 -4,751 1,763 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.4 85.4 83.3 86.8 86.3 13.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 16 18 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,848,241
COMMITMENTS
541,889 357,322 775,130 1494145 1692845 2811164 2825297 37,077 22,944
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 38,490)
-1,648 29,198 10,968 27,760 -2,636 37,080 37,530 1,410 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 12.5 27.2 52.5 59.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 25 48 94 88 151 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,345,386
COMMITMENTS
318,201 97,598 284,069 738,846 961,700 1341116 1343367 4,270 2,019
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 77,275)
33,747 -19,927 22,417 21,460 74,797 77,624 77,287 -349 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 7.3 21.1 54.9 71.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 20 32 42 41 79 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,832
COMMITMENTS
269 852 279 11,983 11,504 12,531 12,635 301 197
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -240)
-88 251 -46 -83 -417 -217 -212 -23 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.6 2.2 93.4 89.7 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 4 35 37 40 44
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,623
COMMITMENTS
28 276 61 1,366 1,067 1,455 1,404 168 219
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -271)
3 -156 15 -181 -67 -163 -208 -108 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 17.0 3.8 84.2 65.7 89.6 86.5 10.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 19 22 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 236,250
COMMITMENTS
14,167 2,103 38,166 181,197 194,434 233,531 234,704 2,719 1,546
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,039)
-1,892 -7 1,109 3,778 1,912 2,995 3,014 44 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.9 16.2 76.7 82.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 1 6 32 32 39 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,678
COMMITMENTS
4,329 384 4,298 26,865 31,212 35,492 35,894 1,186 784
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,017)
-181 -64 -15 -865 -1,136 -1,061 -1,215 44 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.0 11.7 73.2 85.1 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 22 26 26
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,359
COMMITMENTS
3,651 1,054 551 8,308 11,415 12,510 13,020 849 338
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 10)
13 0 -1 -2 11 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.9 4.1 62.2 85.4 93.6 97.5 6.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 17 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,969
COMMITMENTS
1,496 3,600 134 26,211 24,974 27,841 28,708 2,128 1,261
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,337)
-44 910 -140 1,784 982 1,600 1,752 -263 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 12.0 0.4 87.5 83.3 92.9 95.8 7.1 4.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,343
COMMITMENTS
1,358 0 320 6,411 6,881 8,089 7,201 1,254 2,142
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -877)
-1,024 0 -60 290 -1,015 -794 -1,075 -83 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 3.4 68.6 73.6 86.6 77.1 13.4 22.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,478
COMMITMENTS
0 2,314 416 10,671 8,962 11,087 11,692 1,391 786
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -264)
0 78 0 -323 -272 -323 -194 59 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 3.3 85.5 71.8 88.9 93.7 11.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 15 13 17 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,053
COMMITMENTS
0 0 0 69,053 69,053 69,053 69,053 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,326)
0 0 0 -1,326 -1,326 -1,326 -1,326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,067,798
COMMITMENTS
0 0 0 1067798 1067798 1067798 1067798 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -30,135)
0 0 0 -30,135 -30,135 -30,135 -30,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 16 17 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,674
COMMITMENTS
0 0 0 38,674 36,134 38,674 36,134 0 2,540
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,934)
0 0 0 3,934 1,394 3,934 1,394 0 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 93.4 100.0 93.4 0.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 13 16 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 698,897
COMMITMENTS
0 0 0 698,897 698,897 698,897 698,897 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 64,832)
0 0 0 64,832 64,832 64,832 64,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 11 15 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 131,681
COMMITMENTS
0 0 0 131,681 131,681 131,681 131,681 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,667)
0 0 0 -1,667 -1,667 -1,667 -1,667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,891,774
COMMITMENTS
0 0 0 1891774 1891774 1891774 1891774 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -85,009)
0 0 0 -85,009 -85,009 -85,009 -85,009 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| 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
2,445 3,968 10,737 57,259 55,481 70,441 70,186 0 255
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,940)
-105 -315 0 -2,835 -2,625 -2,940 -2,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.6 15.2 81.3 78.8 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,257,160
COMMITMENTS
75,648 142,411 23,325 1158187 1091424 1257160 1257160 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 38,136)
38,136 65,976 0 0 -27,840 38,136 38,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.3 1.9 92.1 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 28 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,000
COMMITMENTS
110 710 0 47,656 47,035 47,766 47,745 234 255
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,514)
110 -63 0 -2,603 -2,451 -2,493 -2,514 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 27)
1 2 0 17 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,116
COMMITMENTS
2,340 2,550 0 50,182 49,972 52,522 52,522 594 594
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,392)
-210 0 0 -1,182 -1,392 -1,392 -1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| 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
15,649 0 3,410 23,789 39,438 42,848 42,848 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,179)
-1,806 0 -420 -1,953 -3,759 -4,179 -4,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 0.0 8.0 55.5 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,487
COMMITMENTS
702 63 0 13,763 15,190 14,465 15,253 1,022 234
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -881)
-63 0 0 -818 -860 -881 -860 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 0.0 88.9 98.1 93.4 98.5 6.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 842,082
COMMITMENTS
23,400 42,079 0 818,682 800,003 842,082 842,082 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -44,904)
0 -4,080 0 -44,904 -40,824 -44,904 -44,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.0 0.0 97.2 95.0 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,895
COMMITMENTS
91,450 0 0 820,445 911,895 911,895 911,895 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -51,408)
-8,160 0 0 -43,248 -51,408 -51,408 -51,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 90.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 15 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,298
COMMITMENTS
384 0 245 6,641 7,045 7,270 7,290 28 8
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 292)
-74 0 94 273 197 292 291 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 3.4 91.0 96.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 15 18 18 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,487
COMMITMENTS
85 0 0 16,940 17,010 17,025 17,010 462 477
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,494)
-155 0 0 -1,533 -1,496 -1,688 -1,496 194 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.9 97.3 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 34 30 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,138
COMMITMENTS
248 0 30 7,333 7,618 7,611 7,648 527 490
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -694)
98 -60 30 -717 -549 -589 -579 -105 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.4 90.1 93.6 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 15 17 18 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,426
COMMITMENTS
0 0 0 7,877 7,898 7,877 7,898 549 528
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -782)
-30 0 -15 -676 -713 -721 -728 -61 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 93.7 93.5 93.7 6.5 6.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,431,316
COMMITMENTS
337,776 92,439 854,306 1136223 1416357 2328305 2363103 103,012 68,214
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 110,702)
-4,524 -6,211 52,255 55,933 59,542 103,664 105,585 7,038 5,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 3.8 35.1 46.7 58.3 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
163 96 217 96 98 357 328
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,249
COMMITMENTS
69,489 43,404 58,839 103,503 126,619 231,831 228,862 2,418 5,387
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 25,603)
3,279 11,603 8,660 12,321 4,142 24,260 24,405 1,343 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 18.5 25.1 44.2 54.1 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 12 21 24 33 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,543
COMMITMENTS
50,963 9,932 1,635 87,684 114,589 140,282 126,156 48,261 62,387
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -9,570)
-1,436 530 462 -4,718 -6,380 -5,692 -5,388 -3,878 -4,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 5.3 0.9 46.5 60.8 74.4 66.9 25.6 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 6 13 16 20 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,215
COMMITMENTS
13,574 1,281 16,670 54,544 67,711 84,788 85,662 4,427 3,553
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 760)
714 122 -97 221 781 838 807 -78 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.4 18.7 61.1 75.9 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 8 20 23 25 47 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 455,779
COMMITMENTS
27,025 1,443 74,651 341,506 365,257 443,183 441,351 12,596 14,428
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,161)
8 198 -210 2,378 2,138 2,176 2,126 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.3 16.4 74.9 80.1 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 11 32 32 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,252
COMMITMENTS
600 325 450 16,202 16,477 17,252 17,252 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,938)
600 -517 -125 -3,404 -2,296 -2,929 -2,938 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,111
COMMITMENTS
4,818 12,005 8,227 55,476 44,634 68,521 64,866 3,590 7,245
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,648)
28 -1,788 -1,743 -356 1,159 -2,071 -2,372 423 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 16.6 11.4 76.9 61.9 95.0 90.0 5.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 10 23 18 34 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,649
COMMITMENTS
3,305 1,972 7,100 30,009 30,382 40,414 39,454 2,235 3,195
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,406)
-1,765 325 -1,384 1,373 -381 -1,776 -1,440 370 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.6 16.6 70.4 71.2 94.8 92.5 5.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 4 13 15 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,560
COMMITMENTS
2,950 0 702 4,830 7,810 8,482 8,512 78 48
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 100)
-125 0 420 -225 -350 70 70 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 0.0 8.2 56.4 91.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 13 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,988
COMMITMENTS
5,913 3,321 6,796 9,402 11,660 22,111 21,777 3,877 4,211
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 997)
52 -59 -117 336 1,008 271 832 726 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 12.8 26.2 36.2 44.9 85.1 83.8 14.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 10 11 11 27 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,622
COMMITMENTS
2,102 1,133 958 9,618 10,871 12,678 12,962 944 660
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 359)
612 -182 -12 -131 584 468 390 -109 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.3 7.0 70.6 79.8 93.1 95.2 6.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 6 9 15 14 26 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,773
COMMITMENTS
2,352 206 12,701 74,199 74,438 89,251 87,345 9,522 11,428
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 5,545)
-623 -96 482 4,320 4,477 4,180 4,863 1,366 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 12.9 75.1 75.4 90.4 88.4 9.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 6 22 23 28 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,088
COMMITMENTS
13,011 2,667 516 6,345 18,180 19,872 21,363 2,216 725
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,577)
1,403 -362 -61 -112 2,275 1,230 1,852 347 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 12.1 2.3 28.7 82.3 90.0 96.7 10.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
71 23 12 26 39 104 71
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,227
COMMITMENTS
31,819 5,538 550 8,244 38,918 40,613 45,006 6,615 2,221
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 74)
365 -468 31 -90 605 306 168 -232 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 11.7 1.2 17.5 82.4 86.0 95.3 14.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
82 28 13 23 39 109 77
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 348,221
COMMITMENTS
104,049 16,449 46,617 170,936 271,313 321,601 334,378 26,619 13,843
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 8,443)
3,657 -1,301 3,278 1,084 6,300 8,019 8,277 425 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.7 13.4 49.1 77.9 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
89 17 51 84 90 192 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,288
COMMITMENTS
8,193 209 571 8,415 16,847 17,179 17,627 4,109 3,661
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,426)
-1,554 -481 -17 -360 -330 -1,931 -828 -495 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 1.0 2.7 39.5 79.1 80.7 82.8 19.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 3 8 20 14 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,790
COMMITMENTS
296 1,689 254 7,184 5,797 7,734 7,740 56 50
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -37)
-100 53 50 13 -140 -37 -37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 21.7 3.3 92.2 74.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 28 26 31 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,793
COMMITMENTS
825 0 0 46,918 48,511 47,743 48,511 1,050 282
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,566)
175 0 0 -4,667 -4,555 -4,492 -4,555 -74 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 96.2 99.4 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 0 0 41 34 44 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,081
COMMITMENTS
0 0 0 16,854 16,931 16,854 16,931 227 150
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,544)
0 0 0 -1,409 -1,544 -1,409 -1,544 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 12 22 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| 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 01/31/12 (CHANGE IN OPEN INTEREST: -260)
300 -125 -350 -210 235 -260 -240 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,668
COMMITMENTS
670 90 43 2,797 3,504 3,510 3,637 158 31
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 20)
178 -25 22 -169 39 31 36 -11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 2.5 1.2 76.3 95.5 95.7 99.2 4.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 11 17 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,140
COMMITMENTS
945 3,867 1,624 20,514 17,534 23,083 23,025 57 115
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,405)
221 -858 427 -4,053 -2,980 -3,405 -3,411 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.7 7.0 88.7 75.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 5 3 33 39 39 45
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,600
COMMITMENTS
876 1,089 459 9,209 9,050 10,544 10,598 56 2
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,676)
-431 -251 0 -2,167 -2,425 -2,598 -2,676 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 10.3 4.3 86.9 85.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 1 24 28 28 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,674
COMMITMENTS
8,680 3,032 520 18,089 23,292 27,289 26,844 385 830
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,112)
-1,289 -52 -76 -1,712 -2,950 -3,077 -3,078 -35 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 11.0 1.9 65.4 84.2 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,839
COMMITMENTS
2,175 0 1,424 18,300 18,674 21,899 20,098 2,940 4,741
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,057)
-1,057 0 50 -818 -884 -1,825 -834 -232 -1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 5.7 73.7 75.2 88.2 80.9 11.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 20 20 22
Updated February 10, 2012