GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,771
COMMITMENTS
1,880 888 970 37,627 38,903 40,477 40,761 294 10
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,732)
1,215 -33 -1,136 -6,793 -5,573 -6,714 -6,742 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.2 2.4 92.3 95.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 1 36 45 38 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,293
COMMITMENTS
0 0 0 14,072 14,119 14,072 14,119 221 174
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,774)
0 0 0 -2,780 -2,783 -2,780 -2,783 6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 23 21 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,093
COMMITMENTS
51 514 598 11,062 10,616 11,711 11,728 1,382 1,365
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,921)
-179 -248 -52 -2,936 -2,879 -3,167 -3,179 246 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 4.6 84.5 81.1 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 4 34 37 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,547
COMMITMENTS
570 164 234 5,152 5,610 5,956 6,008 591 539
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,132)
150 56 -369 -1,800 -1,792 -2,019 -2,105 -113 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 3.6 78.7 85.7 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 4 42 48 46 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,314
COMMITMENTS
60 569 522 5,115 4,926 5,697 6,017 617 297
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,932)
-55 289 -384 -1,716 -1,925 -2,155 -2,020 223 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.0 8.3 81.0 78.0 90.2 95.3 9.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 24 23 26 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,049
COMMITMENTS
85 15 10 2,749 2,468 2,844 2,493 205 556
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -561)
-50 -30 0 -448 -499 -498 -529 -63 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 0.3 90.2 80.9 93.3 81.8 6.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 23 25 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,873
COMMITMENTS
114 27 139 2,230 2,370 2,483 2,536 390 337
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -336)
64 -48 -13 -300 -176 -249 -237 -87 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.9 4.8 77.6 82.5 86.4 88.3 13.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 4 23 23 27 27
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,867
COMMITMENTS
0 0 0 7,747 7,847 7,747 7,847 120 20
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,870)
0 0 0 -2,865 -2,852 -2,865 -2,852 -5 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 17 24 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,692
COMMITMENTS
0 3,316 332 31,360 28,044 31,692 31,692 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,224)
0 667 -493 1,737 1,050 1,244 1,224 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 1.0 99.0 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 23 29 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,430
COMMITMENTS
57,297 23,631 55,579 150,343 201,970 263,219 281,180 42,211 24,250
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 26,638)
3,689 398 2,422 17,090 24,302 23,200 27,122 3,438 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 7.7 18.2 49.2 66.1 86.2 92.1 13.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
42 30 38 68 80 137 128
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,210,568
COMMITMENTS
256,948 412,962 421,374 464,555 327,113 1142878 1161449 67,690 49,119
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 16,862)
12,262 4,482 2,371 4,555 6,469 19,188 13,322 -2,327 3,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 34.1 34.8 38.4 27.0 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
115 108 153 76 68 280 255
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,362,934
COMMITMENTS
83,459 28,764 432,101 842,709 899,030 1358269 1359894 4,665 3,040
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 49,210)
5,610 3,810 22,879 20,662 22,321 49,151 49,011 59 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.1 31.7 61.8 66.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
46 26 56 65 59 129 123
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 136,229
COMMITMENTS
46,693 48,039 26,525 59,839 58,385 133,057 132,949 3,172 3,281
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,450)
119 -730 1,701 1,440 2,381 3,260 3,352 190 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 35.3 19.5 43.9 42.9 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 8 13 21 22 41 36
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,782
COMMITMENTS
27,638 19,496 17,608 7,091 15,017 52,337 52,121 445 661
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 3,612)
2,434 2,563 1,129 9 -101 3,572 3,591 40 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 36.9 33.4 13.4 28.5 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 12 13 17 26 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,311,690
COMMITMENTS
528,478 37,058 649,411 1090899 1601817 2268788 2288286 42,902 23,404
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 47,040)
18,026 4,829 22,872 5,625 20,017 46,523 47,718 517 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.6 28.1 47.2 69.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
33 12 38 81 75 127 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,372
COMMITMENTS
49,470 161,819 189,023 626,852 517,060 865,345 867,902 9,027 6,470
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 36,189)
13,977 22,116 782 21,606 13,773 36,365 36,671 -176 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.5 21.6 71.7 59.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 25 26 35 35 68 68
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,170
COMMITMENTS
1,779 310 438 4,440 5,995 6,657 6,743 513 427
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -365)
40 0 -195 -145 -275 -300 -470 -65 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 4.3 6.1 61.9 83.6 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 4 9 12 15 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,034
COMMITMENTS
9,466 9,806 7,329 13,009 12,345 29,804 29,480 230 554
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,381)
-399 -1,172 -428 -564 -85 -1,391 -1,685 10 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 32.6 24.4 43.3 41.1 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 11 20 12 13 33 36
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,665
COMMITMENTS
5,815 3,450 2,430 2,775 5,115 11,020 10,995 645 670
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,135)
315 -10 -905 -795 -265 -1,385 -1,180 250 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 29.6 20.8 23.8 43.8 94.5 94.3 5.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 10 12 7 10 20 25
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,230
COMMITMENTS
1,526 646 1,250 17,201 18,069 19,977 19,965 253 265
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,598)
262 29 314 -2,248 -1,959 -1,672 -1,616 74 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.2 6.2 85.0 89.3 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 7 31 32 42 41
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,782
COMMITMENTS
30 201 106 1,205 1,120 1,341 1,427 441 355
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,006)
-136 -335 16 -1,020 -771 -1,140 -1,090 134 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.3 5.9 67.6 62.9 75.3 80.1 24.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 21 21 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 111,287
COMMITMENTS
3,799 2,041 9,388 95,771 98,528 108,957 109,957 2,330 1,330
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,719)
389 137 539 1,293 1,977 2,221 2,653 498 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.8 8.4 86.1 88.5 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 5 27 29 33 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,637
COMMITMENTS
2,985 208 1,320 13,310 16,325 17,615 17,853 1,022 784
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -691)
500 -86 -256 -893 -617 -649 -959 -42 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.1 7.1 71.4 87.6 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 14 21 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,632
COMMITMENTS
1,758 480 774 8,602 9,549 11,134 10,803 498 829
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1)
0 0 0 0 -108 0 -108 1 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.1 6.7 73.9 82.1 95.7 92.9 4.3 7.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,110
COMMITMENTS
456 880 550 14,433 14,936 15,439 16,366 1,671 744
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,478)
-122 -200 -48 -1,350 -1,244 -1,520 -1,492 42 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.1 3.2 84.4 87.3 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,383
COMMITMENTS
82 0 0 51,301 51,383 51,383 51,383 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,392)
82 0 0 -4,474 -4,392 -4,392 -4,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 17 21 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 803,366
COMMITMENTS
0 0 0 803,366 803,366 803,366 803,366 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -53,552)
0 0 0 -53,552 -53,552 -53,552 -53,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,450
COMMITMENTS
1,020 0 0 60,175 61,343 61,195 61,343 255 107
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,338)
215 0 0 -6,553 -6,318 -6,338 -6,318 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 787,574
COMMITMENTS
0 0 0 787,574 787,574 787,574 787,574 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -113,632)
-848 0 0 -112,784 -113,632 -113,632 -113,632 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: 33)
0 0 0 18 21 18 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,287
COMMITMENTS
6,275 1,226 215 45,542 50,846 52,032 52,287 255 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,360)
745 845 -2,045 -2,060 -2,160 -3,360 -3,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.3 0.4 87.1 97.2 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,080,862
COMMITMENTS
29,076 116,920 5,781 1046005 958,161 1080862 1080862 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -33,840)
-3,816 19,080 -2,544 -27,480 -50,376 -33,840 -33,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.8 0.5 96.8 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 24 22 27 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| 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 12/31/12 (CHANGE IN OPEN INTEREST: -3,960)
0 -20 0 -4,195 -3,940 -4,195 -3,960 235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,100
COMMITMENTS
0 5,100 0 33,100 28,000 33,100 33,100 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,120)
-200 -100 0 -2,920 -3,020 -3,120 -3,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 0.0 100.0 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 15 13 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,626
COMMITMENTS
0 2,586 0 21,583 20,040 21,583 22,626 1,043 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -617)
-60 -580 0 -537 -17 -597 -597 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 95.4 88.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 16 11 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| 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 12/31/12 (CHANGE IN OPEN INTEREST: -74,984)
1,680 -9,408 80 -76,744 -65,656 -74,984 -74,984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 843,282
COMMITMENTS
0 91,800 23,320 819,962 728,162 843,282 843,282 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -34,344)
-4,240 -27,560 23,320 -53,424 -30,104 -34,344 -34,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 2.8 97.2 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 18 15 19
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 458,149
COMMITMENTS
78,299 34,634 27,726 352,124 395,789 458,149 458,149 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -49,050)
982 28,408 -29,680 -20,352 -47,778 -49,050 -49,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.6 6.1 76.9 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 15 17 16
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 228,600
COMMITMENTS
0 9,551 0 228,600 219,049 228,600 228,600 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -8,416)
0 1,760 0 -8,416 -10,176 -8,416 -8,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 24)
0 3 0 14 12 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,386
COMMITMENTS
105 43 41 4,240 4,302 4,386 4,386 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 54)
6 -3 -1 50 59 54 54 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 0.9 96.7 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 19 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,157
COMMITMENTS
955 0 63 27,585 28,652 28,603 28,715 554 442
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,497)
-140 0 0 -3,199 -3,653 -3,339 -3,653 -158 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.2 94.6 98.3 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 30 32 32 33
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,257
COMMITMENTS
13 905 45 4,901 3,851 4,959 4,801 298 456
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,260)
-109 -105 4 -1,188 -1,213 -1,293 -1,314 33 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 17.2 0.9 93.2 73.3 94.3 91.3 5.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 20 18 21 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,877
COMMITMENTS
730 47 60 7,635 8,295 8,425 8,402 452 475
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -906)
-65 47 60 -863 -1,094 -868 -987 -38 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.5 0.7 86.0 93.4 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 16 17 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,171,021
COMMITMENTS
359,618 99,420 777,687 947,012 1205311 2084317 2082418 86,705 88,604
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 20,785)
7,591 -7,865 8,443 -2,705 13,470 13,329 14,048 7,456 6,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.6 35.8 43.6 55.5 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
152 101 202 93 101 344 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,534
COMMITMENTS
1,820 14,406 19,015 65,700 51,710 86,535 85,130 1,999 3,404
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 15,300)
1,339 2,426 6,218 7,958 6,340 15,515 14,984 -215 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.3 21.5 74.2 58.4 97.7 96.2 2.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 5 18 17 24 24
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,769
COMMITMENTS
55,496 14,109 3,521 60,012 99,469 119,029 117,099 47,740 49,670
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -10,293)
-4,789 -949 -30 -7,597 -10,302 -12,416 -11,281 2,123 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 8.5 2.1 36.0 59.6 71.4 70.2 28.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 4 13 16 20 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,372
COMMITMENTS
8,376 1,369 4,879 19,924 27,066 33,179 33,314 2,193 2,058
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 52)
-276 -14 580 -386 -697 -82 -131 134 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 3.9 13.8 56.3 76.5 93.8 94.2 6.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 2 7 14 14 25 22
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 286,284
COMMITMENTS
18,218 3,627 48,658 211,853 226,492 278,729 278,777 7,555 7,506
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -64)
-939 525 -202 1,194 -4 52 319 -116 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 17.0 74.0 79.1 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 3 12 28 28 40 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,534
COMMITMENTS
7,862 2,553 6,252 52,187 53,225 66,301 62,030 3,233 7,504
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,044)
907 0 371 -193 841 1,085 1,212 959 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.7 9.0 75.1 76.5 95.4 89.2 4.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 7 15 14 25 21
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,842
COMMITMENTS
3,398 2,073 8,870 36,573 37,907 48,841 48,850 2,001 1,992
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,657)
363 -450 -2,464 -421 257 -2,522 -2,657 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.1 17.4 71.9 74.6 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 14 13 19 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,944
COMMITMENTS
5,596 7,773 10,851 16,087 13,018 32,534 31,642 2,410 3,302
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,042)
1,117 443 1,702 69 -496 2,888 1,649 -847 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 22.2 31.1 46.0 37.3 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 12 14 14 28 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,604
COMMITMENTS
1,494 660 12 2,518 3,412 4,025 4,085 580 519
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -423)
-48 -20 -98 -241 -297 -387 -415 -36 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 14.3 0.3 54.7 74.1 87.4 88.7 12.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 1 12 11 19 15
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,166
COMMITMENTS
3,911 259 2,186 60,684 65,678 66,781 68,124 10,385 9,043
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 60)
594 -39 141 892 1,838 1,627 1,940 -1,567 -1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 2.8 78.6 85.1 86.5 88.3 13.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 5 16 18 21 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 30,803
COMMITMENTS
20,244 3,011 1,659 6,486 25,056 28,389 29,727 2,415 1,077
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,490)
-3,500 -10 416 1,833 -2,161 -1,251 -1,755 -239 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 9.8 5.4 21.1 81.3 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
84 27 20 33 37 130 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 66,564
COMMITMENTS
45,489 7,051 1,449 13,081 55,388 60,020 63,888 6,545 2,676
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 5,097)
1,722 -16 78 3,566 4,605 5,366 4,667 -268 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 10.6 2.2 19.7 83.2 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
96 34 16 31 36 129 84
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,570
COMMITMENTS
107,119 29,118 45,590 126,823 219,449 279,532 294,157 27,038 12,413
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 17,273)
7,857 375 2,134 6,325 13,287 16,316 15,796 956 1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 9.5 14.9 41.4 71.6 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
86 22 51 72 84 183 142
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,562
COMMITMENTS
537 465 135 7,860 7,942 8,532 8,542 30 20
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -239)
-148 0 0 -91 -259 -239 -259 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.4 1.6 91.8 92.8 99.6 99.8 0.4 0.2
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 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,560
COMMITMENTS
439 1,267 137 5,984 4,802 6,560 6,206 0 354
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -3,997)
289 -2,278 -299 -3,987 -1,577 -3,997 -4,154 0 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.3 2.1 91.2 73.2 100.0 94.6 0.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 22 32 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,172
COMMITMENTS
937 950 100 36,486 37,092 37,523 38,142 649 30
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -7,617)
-1,775 100 100 -6,073 -7,807 -7,748 -7,607 131 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.5 0.3 95.6 97.2 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 1 33 29 38 33
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,573
COMMITMENTS
900 0 0 6,563 7,573 7,463 7,573 110 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,636)
250 -50 -300 -1,540 -1,286 -1,590 -1,636 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 0.0 86.7 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 8 16 8
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,125
COMMITMENTS
503 400 0 15,379 15,725 15,882 16,125 243 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,206)
-86 0 0 -1,140 -1,206 -1,226 -1,206 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.5 0.0 95.4 97.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 21 20 23 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119
COMMITMENTS
1,350 7,829 25 12,694 6,215 14,069 14,069 50 50
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,760)
50 -600 -75 -1,735 -1,085 -1,760 -1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 55.5 0.2 89.9 44.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 1 27 15 32 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,590
COMMITMENTS
2,619 4,911 10,983 41,867 39,591 55,469 55,485 121 105
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -9,239)
-1,364 672 -1,083 -6,795 -8,811 -9,242 -9,222 3 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.8 19.8 75.3 71.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 8 6 39 39 48 51
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,346
COMMITMENTS
807 648 668 11,739 11,673 13,214 12,989 132 357
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,065)
575 -4,427 -592 -6,048 -947 -6,065 -5,966 0 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.9 5.0 88.0 87.5 99.0 97.3 1.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 25 27 29
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,126
COMMITMENTS
1,953 0 447 17,712 19,292 20,112 19,739 3,014 3,387
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,300)
-1,789 -1,966 -338 -4,500 -1,525 -6,627 -3,829 2,327 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.9 76.6 83.4 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 23 19 24
Updated January 15, 2013