GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,386
COMMITMENTS
402 506 1,433 42,257 42,419 44,092 44,358 294 28
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,331)
90 -55 -40 1,281 1,426 1,331 1,331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 3.2 95.2 95.6 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 2 44 44 46 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,460
COMMITMENTS
0 0 0 10,279 10,281 10,279 10,281 181 179
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,112 1,091 1,112 1,091 -32 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.3 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 29 23 29 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,379
COMMITMENTS
440 434 764 13,066 13,208 14,270 14,406 1,109 973
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -166)
59 119 -62 316 237 313 294 -479 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.8 5.0 85.0 85.9 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 46 47 51 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,805
COMMITMENTS
243 118 483 6,356 6,439 7,082 7,040 723 765
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 438)
-50 -10 20 422 401 392 411 46 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.5 6.2 81.4 82.5 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 5 45 51 51 58
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,219
COMMITMENTS
0 0 75 5,631 5,762 5,706 5,837 513 382
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 203)
0 0 0 285 209 285 209 -82 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.2 90.5 92.7 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 1 21 22 22 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,033
COMMITMENTS
140 327 674 6,594 6,729 7,408 7,730 625 303
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 115)
70 -55 108 -12 99 166 152 -51 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.1 8.4 82.1 83.8 92.2 96.2 7.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 30 29 33 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,046
COMMITMENTS
35 95 30 2,660 2,219 2,725 2,344 321 702
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 190)
0 0 0 232 150 232 150 -42 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.1 1.0 87.3 72.8 89.5 77.0 10.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 20 20 22 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,106
COMMITMENTS
69 74 116 1,490 1,473 1,675 1,663 431 443
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 245)
-13 0 38 173 118 198 156 47 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.5 5.5 70.8 69.9 79.5 79.0 20.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 23 21 26 25
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,971
COMMITMENTS
0 0 0 8,841 8,941 8,841 8,941 130 30
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,538)
0 0 0 1,538 1,538 1,538 1,538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,147
COMMITMENTS
0 214 240 8,581 8,648 8,821 9,102 326 45
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 174)
0 0 0 174 174 174 174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.6 93.8 94.5 96.4 99.5 3.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 21 19 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,119
COMMITMENTS
0 1,808 312 21,807 19,999 22,119 22,119 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,139)
0 10 100 1,039 1,029 1,139 1,139 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 1.4 98.6 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 23 27 24 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 331,375
COMMITMENTS
48,165 24,347 68,629 175,631 210,930 292,424 303,906 38,951 27,470
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -5,181)
-1,101 4,217 -4,299 3,058 -6,612 -2,342 -6,694 -2,840 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.3 20.7 53.0 63.7 88.2 91.7 11.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
42 29 45 76 77 145 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,194,136
COMMITMENTS
238,539 319,328 462,817 410,325 369,222 1111681 1151366 82,456 42,770
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -20,880)
-26,631 -7,738 13,260 -5,548 -26,169 -18,919 -20,647 -1,961 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 26.7 38.8 34.4 30.9 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
115 96 153 80 76 289 248
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,501,192
COMMITMENTS
96,696 34,739 496,764 902,083 967,071 1495543 1498574 5,649 2,618
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 11,989)
-74 1,048 8,196 4,088 4,235 12,210 13,478 -221 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.3 33.1 60.1 64.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
41 29 58 66 63 132 125
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 118,159
COMMITMENTS
31,318 46,293 26,594 56,696 42,619 114,607 115,506 3,551 2,653
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,560)
-174 -9,071 4,550 -3,062 5,937 1,314 1,416 246 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 39.2 22.5 48.0 36.1 97.0 97.8 3.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 10 16 23 23 42 41
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 46,517
COMMITMENTS
20,090 16,236 16,318 9,765 13,387 46,174 45,941 343 576
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 402)
843 1,017 173 -681 -937 335 252 67 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 34.9 35.1 21.0 28.8 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 14 10 10 16 22 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,548,367
COMMITMENTS
576,805 52,635 698,599 1242250 1778971 2517654 2530205 30,713 18,162
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 26,029)
15,166 948 18,497 -5,971 7,019 27,692 26,464 -1,663 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.1 27.4 48.7 69.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
37 14 41 89 84 139 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 995,032
COMMITMENTS
96,141 227,257 222,444 668,991 537,456 987,576 987,157 7,456 7,875
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,485)
-6,728 -5,556 11,106 -380 -2,331 3,998 3,219 -513 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 22.8 22.4 67.2 54.0 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 24 33 38 34 75 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,920
COMMITMENTS
1,749 0 183 5,445 7,200 7,377 7,383 543 537
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 120)
15 0 15 150 245 180 260 -60 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.0 2.3 68.8 90.9 93.1 93.2 6.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 4 13 16 19 20
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,548
COMMITMENTS
1,200 647 120 7,117 7,422 8,437 8,189 111 359
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -5)
120 -60 0 -125 45 -5 -15 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.6 1.4 83.3 86.8 98.7 95.8 1.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 15 13 16 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 24,585
COMMITMENTS
8,074 9,430 4,993 11,105 8,817 24,172 23,240 413 1,345
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,777)
-396 277 46 1,919 709 1,569 1,032 208 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 38.4 20.3 45.2 35.9 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 12 19 13 12 33 33
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,955
COMMITMENTS
4,620 4,460 2,295 3,995 3,845 10,910 10,600 45 355
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 800)
185 500 250 365 -15 800 735 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 40.7 20.9 36.5 35.1 99.6 96.8 0.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 13 16 10 11 29 28
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,708
COMMITMENTS
1,677 2,543 871 18,855 17,760 21,403 21,174 306 535
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,066)
129 13 1 923 936 1,054 950 13 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 11.7 4.0 86.9 81.8 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 7 30 40 42 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,074
COMMITMENTS
219 0 35 2,157 2,447 2,411 2,482 663 592
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -699)
-180 0 -9 -486 -632 -675 -641 -24 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.1 70.2 79.6 78.4 80.7 21.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 16 18 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,177
COMMITMENTS
91 499 20 1,670 1,316 1,781 1,835 396 342
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 116)
22 0 0 154 70 176 70 -60 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 22.9 0.9 76.7 60.5 81.8 84.3 18.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 22 25 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 123,760
COMMITMENTS
3,476 3,656 12,181 106,251 106,476 121,908 122,312 1,852 1,448
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,592)
-4 187 -146 1,834 1,586 1,684 1,627 -92 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 9.8 85.9 86.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 5 32 32 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,018
COMMITMENTS
2,142 242 1,788 15,890 18,326 19,820 20,356 1,198 662
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 8)
-262 0 71 99 -51 -92 20 100 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.2 8.5 75.6 87.2 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 17 24 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,824
COMMITMENTS
0 1,330 124 6,137 5,103 6,261 6,557 1,563 1,267
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -114)
0 -120 0 -480 -48 -480 -168 366 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 1.6 78.4 65.2 80.0 83.8 20.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 14 19 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,849
COMMITMENTS
2,176 401 600 8,176 10,418 10,952 11,419 897 430
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 206)
-138 0 72 240 72 174 144 32 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.4 5.1 69.0 87.9 92.4 96.4 7.6 3.6
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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,874
COMMITMENTS
202 1,292 616 17,228 17,012 18,046 18,920 1,828 954
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 110)
0 0 0 62 -100 62 -100 48 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.5 3.1 86.7 85.6 90.8 95.2 9.2 4.8
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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,294
COMMITMENTS
1,130 0 120 5,158 6,632 6,408 6,752 1,886 1,542
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.4 62.2 80.0 77.3 81.4 22.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,627
COMMITMENTS
1,026 1,650 1,630 7,502 7,623 10,158 10,903 1,469 724
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 54)
-2 0 -28 120 64 90 36 -36 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.2 14.0 64.5 65.6 87.4 93.8 12.6 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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,034
COMMITMENTS
208 2,028 756 8,346 7,852 9,310 10,636 1,724 398
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.4 6.9 75.6 71.2 84.4 96.4 15.6 3.6
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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,964
COMMITMENTS
0 0 0 52,964 52,924 52,964 52,924 0 40
CHANGES FROM 11/06/12 (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 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 875,069
COMMITMENTS
0 0 0 875,069 875,069 875,069 875,069 0 0
CHANGES FROM 11/06/12 (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: 27)
0 0 0 19 19 19 19
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,748
COMMITMENTS
40 0 0 72,453 72,600 72,493 72,600 255 148
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 551)
40 0 0 511 551 551 551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 16 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 982,906
COMMITMENTS
848 0 0 982,058 982,906 982,906 982,906 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 10,192)
848 0 0 9,344 10,192 10,192 10,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 19 23 20 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,091
COMMITMENTS
5,635 0 3,520 47,681 53,571 56,836 57,091 255 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 6.2 83.5 93.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 22 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,155,948
COMMITMENTS
36,357 101,690 10,635 1108956 1043623 1155948 1155948 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.8 0.9 95.9 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,264
COMMITMENTS
0 3,562 0 42,223 38,192 42,223 41,754 41 510
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 99.9 90.4 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 19 13 19 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,022
COMMITMENTS
410 5,305 0 37,102 32,717 37,512 38,022 510 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.0 0.0 97.6 86.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,861
COMMITMENTS
4,791 0 2,025 14,045 18,836 20,861 20,861 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 9.7 67.3 90.3 100.0 100.0 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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,005
COMMITMENTS
123 1,891 0 15,053 14,073 15,176 15,964 829 41
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,952)
0 121 0 1,952 1,872 1,952 1,993 0 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.8 0.0 94.1 87.9 94.8 99.7 5.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 14 20 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 677,008
COMMITMENTS
0 26,353 23,400 653,608 627,255 677,008 677,008 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 3.5 96.5 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 913,444
COMMITMENTS
8,090 123,210 0 905,354 790,234 913,444 913,444 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -4,680)
0 0 0 -4,680 -4,680 -4,680 -4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.5 0.0 99.1 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 19 21 20 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 479,927
COMMITMENTS
81,552 31,578 55,860 342,515 392,489 479,927 479,927 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.6 11.6 71.4 81.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 16 15 19 18
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 186,074
COMMITMENTS
0 4,680 0 186,074 181,394 186,074 186,074 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 28,080)
0 0 0 28,080 28,080 28,080 28,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,902
COMMITMENTS
398 209 150 9,334 9,538 9,882 9,898 20 5
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 331)
29 27 -5 318 317 342 339 -10 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.1 1.5 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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,875
COMMITMENTS
2,175 0 0 29,183 31,535 31,358 31,535 517 340
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,008)
0 0 0 3,068 2,988 3,068 2,988 -60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 91.6 98.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 35 37 37 37
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,352
COMMITMENTS
117 950 66 7,891 6,976 8,074 7,992 278 360
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 27)
0 100 0 40 -85 40 15 -13 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.4 0.8 94.5 83.5 96.7 95.7 3.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 25 28 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,339
COMMITMENTS
850 0 60 8,969 9,843 9,879 9,903 460 436
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -256)
0 0 0 -144 -151 -144 -151 -112 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.6 86.7 95.2 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 18 19 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,723
COMMITMENTS
138 25 0 4,154 4,528 4,292 4,553 431 170
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 0 2 0 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.5 0.0 88.0 95.9 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,184,139
COMMITMENTS
359,105 134,703 743,127 990,841 1221582 2093073 2099412 91,066 84,728
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -371,383)
-8,562 493 -159,996 -211,382 -213,004 -379,941 -372,506 8,558 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.2 34.0 45.4 55.9 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
150 77 171 95 99 315 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 153,294
COMMITMENTS
22,076 37,826 27,613 102,537 84,520 152,226 149,959 1,068 3,335
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,875)
-3,199 3,233 494 6,176 -1,104 3,470 2,623 -595 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 24.7 18.0 66.9 55.1 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 13 24 26 39 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,767
COMMITMENTS
58,035 14,734 642 72,337 106,890 131,014 122,266 42,753 51,501
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,254)
-1,480 366 254 2,155 192 929 812 325 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 8.5 0.4 41.6 61.5 75.4 70.4 24.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 4 3 17 17 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,585
COMMITMENTS
9,024 1,724 4,465 20,334 28,231 33,824 34,420 1,761 1,165
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -29,346)
-420 -134 -12,997 -15,326 -15,096 -28,742 -28,226 -604 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.8 12.5 57.1 79.3 95.1 96.7 4.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 7 14 14 25 24
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 321,635
COMMITMENTS
27,668 4,923 54,768 235,002 253,541 317,437 313,232 4,198 8,403
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -708)
2,124 -2,027 -2,416 -419 3,634 -712 -809 3 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.5 17.0 73.1 78.8 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 33 33 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,907
COMMITMENTS
5,824 10,004 9,278 69,331 63,237 84,433 82,519 2,474 4,388
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -3,567)
88 12 648 -3,898 -4,660 -3,162 -4,000 -405 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.5 10.7 79.8 72.8 97.2 95.0 2.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 7 8 22 19 33 30
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,450
COMMITMENTS
2,130 4,098 10,029 40,668 39,446 52,827 53,573 2,623 1,877
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,253)
-773 75 1,919 1,057 509 2,203 2,503 50 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.4 18.1 73.3 71.1 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 15 14 19 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,936
COMMITMENTS
0 3,382 1,681 32,115 28,139 33,796 33,202 23,140 23,734
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 131)
0 250 -246 74 5 -172 9 303 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 3.0 56.4 49.4 59.4 58.3 40.6 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 15 18 19 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,892
COMMITMENTS
6,017 5,560 10,063 16,022 14,877 32,102 30,500 2,790 4,392
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,698)
438 -187 -1,880 -64 -613 -1,506 -2,680 -192 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 15.9 28.8 45.9 42.6 92.0 87.4 8.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 6 10 14 15 27 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,870
COMMITMENTS
2,172 814 0 3,045 4,591 5,217 5,405 652 465
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -796)
-654 28 -56 -104 -701 -814 -729 18 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 13.9 0.0 51.9 78.2 88.9 92.1 11.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 0 10 10 18 14
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,243
COMMITMENTS
3,506 485 5,666 76,369 77,739 85,540 83,890 7,703 9,353
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,569)
-141 93 92 -1,615 -1,940 -1,663 -1,755 94 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 6.1 81.9 83.4 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 7 23 22 30 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,529
COMMITMENTS
14,715 4,107 1,431 7,634 18,654 23,780 24,192 1,749 1,337
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,271)
391 -388 311 399 1,339 1,101 1,262 170 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 16.1 5.6 29.9 73.1 93.1 94.8 6.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
72 28 17 31 39 111 80
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 65,754
COMMITMENTS
42,736 6,979 3,133 12,217 53,918 58,087 64,030 7,668 1,725
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 317)
-862 339 73 393 -21 -396 391 713 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 10.6 4.8 18.6 82.0 88.3 97.4 11.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
107 30 25 34 37 151 84
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,572
COMMITMENTS
95,233 34,030 42,840 131,818 201,535 269,891 278,405 22,682 14,168
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 13,643)
-3,646 -751 1,889 14,367 10,751 12,610 11,889 1,033 1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 11.6 14.6 45.1 68.9 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
76 27 56 83 93 183 159
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,986
COMMITMENTS
4,630 129 1,003 9,574 12,092 15,207 13,224 1,779 3,762
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 261)
133 -150 59 -21 69 171 -22 90 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 0.8 5.9 56.4 71.2 89.5 77.9 10.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 17 18 22 21
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,540
COMMITMENTS
6,558 800 1,092 10,608 14,907 18,258 16,799 1,282 2,741
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 566)
17 0 300 249 149 566 449 0 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 4.1 5.6 54.3 76.3 93.4 86.0 6.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 18 17 20
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,978
COMMITMENTS
660 465 135 7,897 8,318 8,692 8,918 286 60
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 -12 -45 -12 -45 26 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.2 1.5 88.0 92.6 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 10 13 15 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,507
COMMITMENTS
100 4,817 321 11,086 6,215 11,507 11,353 0 154
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 281)
75 -100 0 206 381 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 41.9 2.8 96.3 54.0 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 7 4 31 28 36 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,484
COMMITMENTS
1,896 0 0 36,262 38,422 38,158 38,422 326 62
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -45)
0 -100 0 -45 51 -45 -49 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 94.2 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 0 0 44 28 50 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,716
COMMITMENTS
238 150 0 9,245 9,566 9,483 9,716 233 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 871)
0 0 0 961 871 961 871 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.5 0.0 95.2 98.5 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 15 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,630
COMMITMENTS
850 4,950 200 12,400 8,480 13,450 13,630 180 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 575)
0 500 0 575 75 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 36.3 1.5 91.0 62.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 27 21 31 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,289
COMMITMENTS
1,606 25 0 5,600 7,264 7,206 7,289 83 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.3 0.0 76.8 99.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 11 12 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,005
COMMITMENTS
3,114 3,471 11,855 47,856 47,619 62,825 62,945 180 60
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,840)
409 567 -38 1,501 1,388 1,872 1,917 -32 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.5 18.8 76.0 75.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 6 6 44 46 55 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,305
COMMITMENTS
1,033 0 100 4,889 5,827 6,022 5,927 283 378
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 228)
128 -100 100 0 0 228 0 0 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.0 1.6 77.5 92.4 95.5 94.0 4.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 13 14 17 15
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,172
COMMITMENTS
1,199 4,823 2,542 16,281 12,439 20,022 19,804 150 368
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 993)
107 286 306 607 428 1,020 1,020 -27 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 23.9 12.6 80.7 61.7 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 21 25 26 31
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,541
COMMITMENTS
4,104 2,360 359 19,535 20,279 23,998 22,998 2,543 3,543
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 997)
-277 556 168 1,363 213 1,254 937 -257 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.9 1.4 73.6 76.4 90.4 86.7 9.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 16 24 19 27
Updated November 16, 2012