GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,844
COMMITMENTS
2,103 822 850 41,597 43,151 44,550 44,823 294 21
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 4,076)
-86 54 0 4,162 4,022 4,076 4,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.8 1.9 92.8 96.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 37 47 39 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,264
COMMITMENTS
0 0 0 23,043 23,047 23,043 23,047 221 217
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,289)
0 0 0 2,289 2,284 2,289 2,284 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 26 22 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,146
COMMITMENTS
267 749 644 11,908 11,494 12,819 12,887 1,327 1,259
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 761)
92 80 66 661 704 819 850 -58 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.3 4.6 84.2 81.3 90.6 91.1 9.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 5 37 39 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,097
COMMITMENTS
611 164 340 6,470 6,994 7,421 7,498 676 599
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 760)
-39 5 -22 755 740 694 723 66 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 2.0 4.2 79.9 86.4 91.7 92.6 8.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 4 49 48 55 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,677
COMMITMENTS
120 619 552 5,340 5,266 6,012 6,437 665 240
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 10)
30 35 -30 0 80 0 85 10 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 9.3 8.3 80.0 78.9 90.0 96.4 10.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 26 24 28 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,460
COMMITMENTS
120 90 0 2,995 2,856 3,115 2,946 345 514
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 95)
0 -5 0 54 221 54 216 41 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.6 0.0 86.6 82.5 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 26 25 27 27
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,233
COMMITMENTS
236 7 183 3,395 3,544 3,814 3,734 419 499
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 633)
111 -10 21 486 488 618 499 15 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.2 4.3 80.2 83.7 90.1 88.2 9.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 4 29 30 33 34
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,849
COMMITMENTS
0 0 0 11,729 11,819 11,729 11,819 120 30
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,788)
0 0 0 1,788 1,788 1,788 1,788 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 19 25 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,721
COMMITMENTS
0 400 240 7,029 6,877 7,269 7,517 452 204
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 3.1 91.0 89.1 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 11 15 12 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,721
COMMITMENTS
84 3,301 332 32,239 29,088 32,655 32,721 66 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -67)
0 -300 0 -67 233 -67 -67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 10.1 1.0 98.5 88.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 28 24 30 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,817
COMMITMENTS
64,567 34,648 49,491 150,211 199,060 264,269 283,199 42,548 23,618
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,331)
6,145 1,857 -1,016 -2,149 4,001 2,980 4,842 -649 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 11.3 16.1 49.0 64.9 86.1 92.3 13.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 28 42 71 78 143 128
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,146,846
COMMITMENTS
251,798 397,723 399,846 431,544 305,364 1083188 1102933 63,658 43,913
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -28,135)
8,813 5,292 -29,137 -12,687 -5,186 -33,011 -29,031 4,876 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 34.7 34.9 37.6 26.6 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
109 100 132 68 60 252 230
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 165,763
COMMITMENTS
56,293 52,380 29,288 75,078 79,549 160,659 161,217 5,104 4,546
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 8,831)
2,920 3,926 -1,767 7,274 5,178 8,427 7,337 404 1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 31.6 17.7 45.3 48.0 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 7 17 24 24 46 41
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,409,858
COMMITMENTS
587,067 37,817 630,481 1149651 1716337 2367199 2384635 42,659 25,223
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 61,208)
15,262 3,402 13,129 31,798 43,659 60,189 60,190 1,019 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 1.6 26.2 47.7 71.2 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
39 12 44 88 80 141 127
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 893,238
COMMITMENTS
48,304 177,782 201,545 638,706 508,583 888,555 887,910 4,683 5,328
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -41,205)
-8,627 -2,372 -9,553 -18,470 -28,074 -36,650 -39,999 -4,555 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 19.9 22.6 71.5 56.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 27 27 35 35 67 69
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,314
COMMITMENTS
8,152 6,999 10,042 11,630 12,578 29,824 29,619 490 695
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -1,822)
-698 -2,956 673 -1,889 173 -1,914 -2,110 92 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 23.1 33.1 38.4 41.5 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 16 24 14 13 39 39
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,555
COMMITMENTS
5,940 3,765 2,200 3,800 5,660 11,940 11,625 615 930
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -435)
-155 -290 -715 370 180 -500 -825 65 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 30.0 17.5 30.3 45.1 95.1 92.6 4.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 13 14 8 9 23 26
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,874
COMMITMENTS
1,536 640 1,311 21,892 22,855 24,739 24,806 135 68
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,962)
5 -242 55 1,989 2,227 2,049 2,040 -87 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.6 5.3 88.0 91.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 6 7 34 36 45 45
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,875
COMMITMENTS
0 90 0 2,181 2,227 2,181 2,317 694 558
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 304)
0 0 0 398 358 398 358 -94 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.0 75.9 77.5 75.9 80.6 24.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 21 18 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,497
COMMITMENTS
102 440 131 1,851 1,618 2,084 2,189 413 308
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 246)
-5 38 5 316 272 316 315 -70 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 17.6 5.2 74.1 64.8 83.5 87.7 16.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 22 21 25 26
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,368
COMMITMENTS
100 55 0 1,035 1,237 1,135 1,292 233 76
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 82)
-4 5 -5 59 64 50 64 32 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 4.0 0.0 75.7 90.4 83.0 94.4 17.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 17 12 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,636
COMMITMENTS
3,320 2,127 1,824 49,813 51,294 54,957 55,245 1,679 1,391
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 340)
0 100 0 340 240 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 3.8 3.2 88.0 90.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 24 28 29 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,991
COMMITMENTS
1,506 178 1,300 9,143 10,719 11,949 12,197 1,042 794
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 0)
0 20 -20 0 0 -20 0 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.4 10.0 70.4 82.5 92.0 93.9 8.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 14 20 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,014
COMMITMENTS
1,730 480 702 8,846 10,005 11,278 11,187 736 827
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 240)
-240 0 120 120 120 0 240 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 4.0 5.8 73.6 83.3 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 17 18 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,878
COMMITMENTS
456 640 790 14,961 15,392 16,207 16,822 1,671 1,056
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 768)
0 -240 240 528 528 768 528 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.6 4.4 83.7 86.1 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 24 28 26
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,336
COMMITMENTS
210 0 0 52,126 52,316 52,336 52,316 0 20
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -69)
0 0 0 -69 -69 -69 -69 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 17 23 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 844,813
COMMITMENTS
0 0 0 844,813 844,813 844,813 844,813 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,856)
0 0 0 3,856 3,856 3,856 3,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,881
COMMITMENTS
1,020 0 0 61,606 62,774 62,626 62,774 255 107
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 98.0 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 16 27 17 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 817,994
COMMITMENTS
0 0 0 817,994 817,994 817,994 817,994 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,112)
0 0 0 2,112 2,112 2,112 2,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 18 22 18 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,622
COMMITMENTS
7,550 1,226 215 45,602 52,181 53,367 53,622 255 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 2.3 0.4 85.0 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 18 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,102,150
COMMITMENTS
29,076 116,920 5,781 1067293 979,449 1102150 1102150 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 21,288)
0 0 0 21,288 21,288 21,288 21,288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 10.6 0.5 96.8 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 23 22 26 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,295
COMMITMENTS
0 3,500 0 35,040 31,540 35,040 35,040 255 255
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.0 99.3 89.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 9 15 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,455
COMMITMENTS
0 6,375 0 34,455 28,080 34,455 34,455 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.5 0.0 100.0 81.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 15 14 16
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,131
COMMITMENTS
3,710 0 3,305 14,116 17,826 21,131 21,131 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 0.0 15.6 66.8 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 9 13 11 15
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,559
COMMITMENTS
126 0 0 13,794 13,685 13,920 13,685 1,639 1,874
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 88.7 88.0 89.5 88.0 10.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 15 19 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,987
COMMITMENTS
0 1,947 0 21,710 20,040 21,710 21,987 277 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -639)
0 -639 0 -639 0 -639 -639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 0.0 98.7 91.1 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 11 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 531,915
COMMITMENTS
1,680 11,555 23,480 506,755 496,880 531,915 531,915 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.2 4.4 95.3 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 9 15 11
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 930,866
COMMITMENTS
0 103,560 23,320 907,546 803,986 930,866 930,866 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 51,216)
0 0 0 51,216 51,216 51,216 51,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 2.5 97.5 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 19 16 20
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 517,640
COMMITMENTS
90,059 58,034 27,726 399,855 431,880 517,640 517,640 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 46,800)
0 23,400 0 46,800 23,400 46,800 46,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 11.2 5.4 77.2 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 16 17 17
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 229,007
COMMITMENTS
0 9,551 0 229,007 219,456 229,007 229,007 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 12 15 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,922
COMMITMENTS
570 0 63 30,484 31,487 31,117 31,550 805 372
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,375)
0 0 0 1,114 1,373 1,114 1,373 261 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 0.2 95.5 98.6 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 1 36 35 38 36
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,942
COMMITMENTS
28 1,080 30 7,561 6,401 7,619 7,511 323 431
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 475)
15 0 -15 490 490 490 475 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 13.6 0.4 95.2 80.6 95.9 94.6 4.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 22 18 23 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,231
COMMITMENTS
643 251 137 7,947 8,297 8,727 8,685 504 546
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 126)
13 189 77 -9 -201 81 65 45 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 2.7 1.5 86.1 89.9 94.5 94.1 5.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 16 17 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,553,636
COMMITMENTS
378,904 110,915 554,259 540,734 816,465 1473897 1481639 79,739 71,997
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 61,769)
12,420 -9,466 46,110 4,584 27,906 63,114 64,550 -1,345 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 7.1 35.7 34.8 52.6 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
124 84 160 81 98 295 277
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,223
COMMITMENTS
63,218 14,724 3,483 65,422 108,555 132,123 126,762 45,100 50,461
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,208)
2,100 334 -24 901 871 2,977 1,181 231 2,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 8.3 2.0 36.9 61.3 74.6 71.5 25.4 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 4 3 14 17 21 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,805
COMMITMENTS
8,404 2,394 10,534 51,099 52,258 70,037 65,186 2,768 7,619
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,189)
-135 0 1,771 1,992 1,595 3,628 3,366 -439 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 3.3 14.5 70.2 71.8 96.2 89.5 3.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 7 16 15 27 22
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,869
COMMITMENTS
5,720 2,323 8,877 37,104 40,276 51,701 51,476 2,168 2,393
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,608)
1,437 0 357 -278 1,363 1,516 1,720 92 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 4.3 16.5 68.9 74.8 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 3 14 12 20 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,667
COMMITMENTS
7,289 10,061 10,124 12,487 9,434 29,900 29,619 2,767 3,048
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 342)
534 782 -619 387 202 302 365 40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 30.8 31.0 38.2 28.9 91.5 90.7 8.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 10 12 13 25 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,172
COMMITMENTS
27,206 3,577 1,022 3,579 29,651 31,807 34,250 3,365 922
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,232)
3,586 44 -19 -476 3,099 3,091 3,124 141 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 10.2 2.9 10.2 84.3 90.4 97.4 9.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
100 29 12 21 36 131 73
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,157
COMMITMENTS
52,738 4,234 364 7,320 61,741 60,422 66,339 7,735 1,818
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,373)
3,298 254 99 -244 3,179 3,153 3,532 220 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 6.2 0.5 10.7 90.6 88.7 97.3 11.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
116 19 8 24 35 143 60
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 319,335
COMMITMENTS
116,904 31,993 33,960 139,056 240,428 289,920 306,381 29,415 12,954
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -4,504)
7,076 1,184 -4,025 -7,744 -1,878 -4,693 -4,719 189 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 10.0 10.6 43.5 75.3 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
85 22 43 82 88 188 138
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 13,005
COMMITMENTS
100 0 100 12,337 12,445 12,537 12,545 468 460
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,932)
-100 0 100 1,967 1,865 1,967 1,965 -35 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.8 94.9 95.7 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 18 20 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,461
COMMITMENTS
13,165 0 402 8,117 20,252 21,684 20,654 1,777 2,807
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 0.0 1.7 34.6 86.3 92.4 88.0 7.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 10 14 13 16
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,257
COMMITMENTS
562 465 135 7,530 7,612 8,227 8,212 30 45
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 20)
20 0 0 0 0 20 0 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 5.6 1.6 91.2 92.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 9 13 14 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,699
COMMITMENTS
439 2,071 337 7,815 5,919 8,591 8,327 108 372
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 922)
50 307 150 704 447 904 904 18 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 23.8 3.9 89.8 68.0 98.8 95.7 1.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 29 25 32 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,975
COMMITMENTS
1,137 1,725 350 45,974 45,854 47,461 47,929 514 46
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 4,483)
100 125 250 4,133 4,104 4,483 4,479 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.6 0.7 95.8 95.6 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 2 36 34 41 39
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,191
COMMITMENTS
975 0 0 9,106 10,191 10,081 10,191 110 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 519)
0 0 0 519 519 519 519 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 89.4 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 16 9 18 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,716
COMMITMENTS
503 400 0 19,108 19,316 19,611 19,716 105 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,302)
0 0 0 2,302 2,302 2,302 2,302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.0 0.0 96.9 98.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 23 24 25 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,149
COMMITMENTS
1,400 9,029 0 14,699 7,070 16,099 16,099 50 50
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 580)
0 500 -25 605 105 580 580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 55.9 0.0 91.0 43.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 0 32 19 37 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,494
COMMITMENTS
1,698 2,408 0 5,796 5,086 7,494 7,494 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -140)
-170 -20 0 30 -120 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 32.1 0.0 77.3 67.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 9 15 12 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,767
COMMITMENTS
5,172 4,180 9,888 41,501 42,575 56,561 56,643 206 124
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -1,012)
1,186 -145 -1,199 -1,066 313 -1,079 -1,031 67 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 7.4 17.4 73.1 75.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 5 11 41 41 55 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,356
COMMITMENTS
396 225 0 6,507 6,654 6,903 6,879 453 477
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 501)
0 0 0 501 501 501 501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 3.1 0.0 88.5 90.5 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 13 13 14
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,951
COMMITMENTS
1,114 0 185 2,652 3,506 3,951 3,691 0 260
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 0)
-25 0 25 0 -25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 0.0 4.7 67.1 88.7 100.0 93.4 0.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 13 10 17 12
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,126
COMMITMENTS
812 1,823 651 14,597 13,364 16,060 15,838 66 288
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,019)
25 623 0 994 396 1,019 1,019 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 11.3 4.0 90.5 82.9 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 6 2 27 30 31 37
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,923
COMMITMENTS
2,151 0 46 28,049 29,948 30,246 29,994 1,677 1,929
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 5,492)
188 0 -56 7,090 6,269 7,222 6,213 -1,730 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 0.1 87.9 93.8 94.7 94.0 5.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 21 31 22 32
Updated February 1, 2013