IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 98,431
COMMITMENTS
102 2,043 2,870 95,459 93,518 98,431 98,431 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,952)
0 -42 19 -1,971 -1,929 -1,952 -1,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 2.9 97.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 3 9 14 14 19
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,453
COMMITMENTS
0 643 1,635 45,488 45,140 47,123 47,418 330 35
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,871)
0 -260 155 2,722 2,976 2,877 2,871 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 3.4 95.9 95.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 3 2 40 42 42 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,561
COMMITMENTS
0 80 0 10,366 10,284 10,366 10,364 195 197
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 546)
0 0 0 546 567 546 567 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.2 97.4 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 26 26 26 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,710
COMMITMENTS
638 398 922 14,967 15,434 16,527 16,754 1,183 956
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,003)
121 26 48 770 898 939 972 64 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.2 5.2 84.5 87.1 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 6 43 45 49 52
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,654
COMMITMENTS
301 273 530 7,122 7,075 7,953 7,878 701 776
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 376)
-7 80 67 231 205 291 352 85 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 6.1 82.3 81.8 91.9 91.0 8.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 6 8 48 50 57 59
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,741
COMMITMENTS
0 0 75 6,037 6,173 6,112 6,248 629 493
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 185)
0 0 0 155 160 155 160 30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.1 89.6 91.6 90.7 92.7 9.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 19 20 20 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,186
COMMITMENTS
138 528 212 7,255 7,124 7,605 7,864 581 322
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 873)
33 -155 185 618 818 836 848 37 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.5 2.6 88.6 87.0 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 28 29 31 31
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,079
COMMITMENTS
70 20 90 2,533 2,289 2,693 2,399 386 680
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 387)
5 20 15 387 267 407 302 -20 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 2.9 82.3 74.3 87.5 77.9 12.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 21 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,404
COMMITMENTS
181 106 60 1,697 1,871 1,938 2,037 466 367
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 185)
-17 9 18 150 146 151 173 34 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.4 2.5 70.6 77.8 80.6 84.7 19.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 22 25 25 29
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,645
COMMITMENTS
0 0 0 8,510 8,615 8,510 8,615 135 30
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 735)
0 0 0 735 735 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.7 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,142
COMMITMENTS
0 231 240 9,586 9,626 9,826 10,097 316 45
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 585)
0 0 90 542 495 632 585 -47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.4 94.5 94.9 96.9 99.6 3.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 21 20 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,704
COMMITMENTS
0 1,175 424 25,220 24,105 25,644 25,704 60 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 864)
0 450 25 839 389 864 864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.6 98.1 93.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 26 28 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,303
COMMITMENTS
51,523 22,043 64,325 163,864 213,656 279,712 300,024 45,591 25,279
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -16,402)
-3,238 -1,730 -5,671 -5,547 -10,041 -14,456 -17,442 -1,946 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.8 19.8 50.4 65.7 86.0 92.2 14.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
46 30 45 72 79 144 130
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,222,771
COMMITMENTS
285,093 337,498 425,370 429,160 420,674 1139623 1183542 83,148 39,229
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -33,882)
-8,563 -16,866 -10,505 -9,181 -4,611 -28,249 -31,982 -5,633 -1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 27.6 34.8 35.1 34.4 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
130 98 159 82 76 305 257
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,490,402
COMMITMENTS
98,071 34,920 485,129 901,024 966,188 1484223 1486236 6,179 4,166
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -201,625)
-9,963 -1,199 -123,902 -69,142 -78,004 -203,007 -203,105 1,382 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.3 32.6 60.5 64.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
46 24 56 62 61 127 122
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,234
COMMITMENTS
30,711 56,757 22,769 59,493 34,240 112,973 113,766 3,261 2,468
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -17,401)
164 9,098 -12,739 -3,781 -13,623 -16,356 -17,264 -1,045 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 48.8 19.6 51.2 29.5 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 10 14 22 21 38 38
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 44,865
COMMITMENTS
20,338 16,937 14,008 10,246 13,569 44,593 44,514 272 351
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,948)
-465 -831 -18 -1,453 -968 -1,936 -1,817 -12 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 37.8 31.2 22.8 30.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 13 10 10 16 22 33
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,512,498
COMMITMENTS
531,501 51,687 687,504 1261983 1754892 2480988 2494083 31,510 18,415
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -128,278)
-6,294 -19,147 -47,524 -75,804 -60,266 -129,622 -126,937 1,344 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.1 27.4 50.2 69.8 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
38 13 39 88 83 138 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 963,780
COMMITMENTS
79,628 210,842 208,385 667,557 537,462 955,570 956,689 8,210 7,091
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -143,550)
-63,661 -72,685 -12,311 -69,424 -62,242 -145,396 -147,238 1,846 3,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 21.9 21.6 69.3 55.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 25 32 38 33 76 71
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,750
COMMITMENTS
1,539 0 213 5,485 6,710 7,237 6,923 513 827
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -80)
140 0 25 -240 -210 -75 -185 -5 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.0 2.7 70.8 86.6 93.4 89.3 6.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 3 12 15 18 18
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,538
COMMITMENTS
975 707 120 7,284 7,422 8,379 8,249 159 289
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.3 1.4 85.3 86.9 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 14 14 15 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,423
COMMITMENTS
7,992 7,358 4,743 7,358 7,672 20,093 19,773 330 650
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,660)
991 -2,682 -203 -2,368 1,200 -1,580 -1,685 -80 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 36.0 23.2 36.0 37.6 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 12 19 10 12 32 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,810
COMMITMENTS
4,320 4,010 1,940 3,500 3,515 9,760 9,465 50 345
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -60)
435 400 -655 290 240 70 -15 -130 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 40.9 19.8 35.7 35.8 99.5 96.5 0.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 15 9 9 27 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,298
COMMITMENTS
1,709 2,660 654 20,486 19,443 22,849 22,757 449 541
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 913)
-48 201 108 769 497 829 806 83 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 11.4 2.8 87.9 83.5 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 7 35 43 47 54
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,773
COMMITMENTS
399 0 44 2,643 3,079 3,086 3,123 687 650
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 485)
40 0 0 464 451 504 451 -19 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.2 70.0 81.6 81.8 82.8 18.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 18 19 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514
COMMITMENTS
78 702 80 1,934 1,429 2,092 2,211 422 303
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 271)
10 0 -5 255 254 260 249 11 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 27.9 3.2 76.9 56.8 83.2 87.9 16.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 25 22 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 125,212
COMMITMENTS
3,162 3,358 12,415 108,276 107,922 123,853 123,695 1,359 1,517
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -12,293)
733 232 -3,433 -9,290 -9,074 -11,990 -12,275 -303 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 9.9 86.5 86.2 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 34 34 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,052
COMMITMENTS
2,611 396 1,823 16,444 19,105 20,878 21,324 1,174 728
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,369)
382 0 -322 -1,429 -1,047 -1,369 -1,369 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.8 8.3 74.6 86.6 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 17 23 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,372
COMMITMENTS
0 1,506 128 6,911 5,479 7,039 7,113 1,333 1,259
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 124 100 124 100 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 1.5 82.5 65.4 84.1 85.0 15.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 19 15 20 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,976
COMMITMENTS
2,916 361 413 7,842 10,797 11,171 11,572 805 405
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -45)
-150 -3 25 61 -67 -64 -44 19 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.0 3.5 65.5 90.2 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 17 20 20 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,219
COMMITMENTS
252 1,522 616 18,436 18,025 19,304 20,163 1,915 1,056
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 156)
-78 42 -42 276 156 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.2 2.9 86.9 84.9 91.0 95.0 9.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,764
COMMITMENTS
1,260 0 120 5,669 7,133 7,049 7,253 1,715 1,511
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 120)
-10 0 0 130 100 120 100 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 1.4 64.7 81.4 80.4 82.8 19.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,291
COMMITMENTS
1,078 1,784 1,618 7,966 8,132 10,662 11,534 1,629 757
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 135)
120 -120 0 165 535 285 415 -150 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.5 13.2 64.8 66.2 86.7 93.8 13.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 17 17 20 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,952
COMMITMENTS
168 2,310 796 9,127 8,332 10,091 11,438 1,861 514
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -48 0 -48 0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.3 6.7 76.4 69.7 84.4 95.7 15.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,163
COMMITMENTS
0 0 0 57,163 57,163 57,163 57,163 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 764)
0 0 0 764 764 764 764 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: 31)
0 0 0 21 18 21 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,853
COMMITMENTS
0 0 0 913,853 913,853 913,853 913,853 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,925)
0 0 0 1,925 1,925 1,925 1,925 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: 27)
0 0 0 18 20 18 20
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 79,350
COMMITMENTS
0 0 0 79,095 79,179 79,095 79,179 255 171
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 16 28 16 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,073,106
COMMITMENTS
0 0 0 1073106 1073106 1073106 1073106 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 19 23 19 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,116
COMMITMENTS
5,520 0 4,900 50,441 56,216 60,861 61,116 255 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 8.0 82.5 92.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 23 30 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,193,510
COMMITMENTS
39,741 105,450 12,891 1140878 1075169 1193510 1193510 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.8 1.1 95.6 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 28 26 32 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,474
COMMITMENTS
0 3,677 0 45,410 41,287 45,410 44,964 64 510
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 99.9 90.8 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,173
COMMITMENTS
640 5,420 0 40,023 35,753 40,663 41,173 510 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 636)
0 0 0 636 636 636 636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.2 0.0 97.2 86.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 15 19 16 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,495
COMMITMENTS
6,884 0 2,025 15,586 22,470 24,495 24,495 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.0 8.3 63.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 11 16 13 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,718
COMMITMENTS
192 1,885 0 13,674 12,705 13,866 14,590 852 128
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.8 0.0 92.9 86.3 94.2 99.1 5.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 13 20 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 722,049
COMMITMENTS
0 37,633 23,400 698,649 661,016 722,049 722,049 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 3.2 96.8 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 13 20 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 939,622
COMMITMENTS
11,850 126,970 0 927,772 812,652 939,622 939,622 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 11,709)
0 0 0 11,709 11,709 11,709 11,709 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.5 0.0 98.7 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 18 17 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 462,220
COMMITMENTS
78,454 6,386 83,335 300,431 372,499 462,220 462,220 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 5,925)
5,925 5,925 0 0 0 5,925 5,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.4 18.0 65.0 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 13 18 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 168,522
COMMITMENTS
0 4,680 0 168,522 163,842 168,522 168,522 0 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 100.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 14 11 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,584
COMMITMENTS
373 194 154 9,037 9,233 9,564 9,580 20 3
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -124)
-3 -9 3 -124 -98 -124 -104 -0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.0 1.6 94.3 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 20 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,657
COMMITMENTS
2,175 0 0 28,867 31,171 31,042 31,171 615 486
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 719)
0 0 0 685 608 685 608 34 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 91.2 98.5 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 33 37 35 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,179
COMMITMENTS
156 775 67 9,549 8,919 9,772 9,761 407 418
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 200)
36 66 -6 109 135 139 195 61 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.6 0.7 93.8 87.6 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 25 23 27 26
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,922
COMMITMENTS
945 0 60 10,553 11,683 11,558 11,743 364 179
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -72)
0 0 0 -117 -72 -117 -72 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.5 88.5 98.0 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 21 24 22
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,206
COMMITMENTS
138 25 0 4,566 4,989 4,704 5,014 502 192
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 179)
0 0 0 189 177 189 177 -10 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 87.7 95.8 90.4 96.3 9.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,550,947
COMMITMENTS
370,168 129,095 874,067 1218977 1470123 2463211 2473284 87,736 77,663
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 31,207)
-4,493 7,114 20,849 15,797 1,312 32,153 29,275 -946 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.1 34.3 47.8 57.6 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
180 100 216 108 106 379 349
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,363
COMMITMENTS
27,242 36,569 28,935 96,884 85,228 153,061 150,732 1,302 3,631
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -956)
-3,188 101 -1,290 3,087 -505 -1,391 -1,694 435 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 23.7 18.7 62.8 55.2 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 9 12 23 26 37 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,053
COMMITMENTS
61,462 15,385 673 78,206 111,190 140,341 127,248 44,712 57,805
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,432)
-892 110 16 421 1,170 -455 1,296 1,887 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 8.3 0.4 42.3 60.1 75.8 68.8 24.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 4 3 16 16 23 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,085
COMMITMENTS
8,965 2,346 17,457 35,152 41,802 61,574 61,604 2,511 2,480
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -582)
-249 -295 45 -342 -585 -545 -834 -37 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.7 27.2 54.9 65.2 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 9 18 22 24 45 43
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 337,680
COMMITMENTS
28,784 4,086 62,790 241,273 261,289 332,847 328,164 4,833 9,515
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,226)
194 1,424 -633 -1,752 -2,911 -2,191 -2,120 -36 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.2 18.6 71.5 77.4 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 4 15 32 32 47 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,649
COMMITMENTS
2,392 0 745 24,789 28,011 27,926 28,756 2,723 1,893
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 110)
0 0 0 100 49 100 49 10 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.4 80.9 91.4 91.1 93.8 8.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 16 14 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,268
COMMITMENTS
6,151 10,737 5,873 70,443 64,656 82,467 81,266 2,801 4,002
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,541)
46 -300 -48 -974 -774 -976 -1,122 -565 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.6 6.9 82.6 75.8 96.7 95.3 3.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 7 22 19 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,180
COMMITMENTS
3,020 3,888 3,838 33,779 33,302 40,637 41,028 2,543 2,152
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 399)
-95 700 -362 754 211 297 549 102 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.0 8.9 78.2 77.1 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 5 15 14 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,806
COMMITMENTS
0 3,009 2,594 37,598 30,375 40,192 35,978 22,614 26,828
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 722)
0 -306 95 -187 -119 -92 -330 814 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 4.1 59.9 48.4 64.0 57.3 36.0 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 4 15 17 19 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,586
COMMITMENTS
5,911 6,615 10,776 16,161 15,074 32,849 32,465 2,738 3,122
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,042)
411 87 1,241 -627 -247 1,025 1,081 16 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.6 30.3 45.4 42.4 92.3 91.2 7.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 9 15 15 16 33 35
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,247
COMMITMENTS
3,120 882 100 3,418 5,708 6,638 6,690 608 557
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -736)
-296 -53 -4 -421 -639 -721 -696 -15 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 12.2 1.4 47.2 78.8 91.6 92.3 8.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 8 8 14 12 28 25
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,028
COMMITMENTS
3,918 543 6,978 82,318 84,038 93,214 91,559 7,814 9,469
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,945)
-206 59 -337 -1,375 -1,580 -1,919 -1,858 -27 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 6.9 81.5 83.2 92.3 90.6 7.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 23 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,946
COMMITMENTS
13,324 4,395 1,266 6,641 16,206 21,231 21,867 1,715 1,079
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,341)
-180 1,012 83 1,443 -30 1,347 1,066 -6 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 19.2 5.5 28.9 70.6 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
63 29 17 31 37 102 79
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,284
COMMITMENTS
47,326 6,919 2,887 9,661 54,651 59,874 64,458 6,410 1,826
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -497)
-1,580 1,154 221 1,234 -1,876 -124 -500 -372 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 10.4 4.4 14.6 82.5 90.3 97.2 9.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
105 33 23 33 40 146 88
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,476
COMMITMENTS
101,935 37,889 32,588 130,075 201,660 264,598 272,137 20,879 13,340
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -10,237)
-2,482 2,951 -8,702 4,278 -2,409 -6,906 -8,161 -3,332 -2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 13.3 11.4 45.6 70.6 92.7 95.3 7.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
78 26 56 77 83 180 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,886
COMMITMENTS
6,867 258 1,327 11,418 16,601 19,612 18,186 2,274 3,700
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 490)
87 -100 125 395 440 607 465 -117 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 1.2 6.1 52.2 75.9 89.6 83.1 10.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 18 20 23 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,336
COMMITMENTS
200 0 0 8,983 10,091 9,183 10,091 1,153 245
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 440)
0 0 0 379 1,080 379 1,080 61 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 86.9 97.6 88.8 97.6 11.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 18 19 18
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,146
COMMITMENTS
9,410 1,200 1,050 10,275 16,976 20,735 19,226 1,411 2,920
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,112)
562 0 -150 650 1,129 1,062 979 50 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 5.4 4.7 46.4 76.7 93.6 86.8 6.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 18 15 20
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,690
COMMITMENTS
540 465 135 7,985 8,030 8,660 8,630 30 60
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 109)
40 0 0 69 49 109 49 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.4 1.6 91.9 92.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 12 15 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,868
COMMITMENTS
102 7,030 339 13,427 6,334 13,868 13,703 0 165
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 15)
0 -296 0 15 261 15 -35 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 50.7 2.4 96.8 45.7 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 33 27 37 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,720
COMMITMENTS
2,328 400 0 49,066 51,255 51,394 51,655 326 65
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,850)
0 100 0 1,850 1,745 1,850 1,845 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.0 94.9 99.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 0 44 32 50 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,210
COMMITMENTS
322 150 0 10,540 11,060 10,862 11,210 348 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -225)
-16 0 0 -209 -225 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 0.0 94.0 98.7 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 15 21 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,665
COMMITMENTS
450 3,975 150 12,885 9,540 13,485 13,665 180 0
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,325)
0 150 0 1,325 1,175 1,325 1,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 29.1 1.1 94.3 69.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 27 22 29 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,235
COMMITMENTS
4,902 3,537 11,589 47,563 49,035 64,054 64,161 181 74
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,936)
-101 -434 366 2,671 3,004 2,936 2,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.5 18.0 74.0 76.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 2 6 48 47 59 54
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,461
COMMITMENTS
767 150 0 5,375 6,134 6,142 6,284 319 177
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 474)
236 0 0 228 474 464 474 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.3 0.0 83.2 94.9 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 13 12 16 13
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,936
COMMITMENTS
1,623 4,496 1,819 15,387 12,361 18,829 18,676 107 260
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,042)
-371 595 43 2,439 1,456 2,111 2,094 -69 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 23.7 9.6 81.3 65.3 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 3 25 28 29 33
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,082
COMMITMENTS
3,990 306 3,780 16,066 19,981 23,836 24,067 246 15
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.3 15.7 66.7 83.0 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 5 13 13 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,048
COMMITMENTS
4,704 2,050 433 23,086 23,606 28,223 26,089 1,825 3,959
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,702)
226 300 42 742 1,206 1,010 1,548 692 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.8 1.4 76.8 78.6 93.9 86.8 6.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 26 20 28
Updated November 2, 2012