GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,462
COMMITMENTS
2,529 1,905 2,496 40,123 41,031 45,148 45,432 314 30
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,474)
474 -232 64 3,921 4,642 4,459 4,474 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.2 5.5 88.3 90.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 3 35 44 38 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,425
COMMITMENTS
700 0 4 18,583 19,278 19,287 19,282 138 143
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 171)
0 0 0 171 165 171 165 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.7 99.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 21 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,820
COMMITMENTS
589 765 738 10,421 10,259 11,748 11,762 1,072 1,058
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 848)
-5 0 161 738 686 894 847 -46 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.0 5.8 81.3 80.0 91.6 91.7 8.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 35 38 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,317
COMMITMENTS
707 0 506 7,498 8,255 8,711 8,761 606 556
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 994)
62 0 74 757 970 893 1,044 101 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 5.4 80.5 88.6 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 0 5 43 47 50 52
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,263
COMMITMENTS
100 765 199 3,272 2,976 3,571 3,940 692 323
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 115)
0 -7 22 42 139 64 154 51 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 17.9 4.7 76.8 69.8 83.8 92.4 16.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 23 22 26 25
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,876
COMMITMENTS
85 194 93 3,248 3,044 3,426 3,331 450 545
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 160)
0 58 22 99 45 121 125 39 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.0 2.4 83.8 78.5 88.4 85.9 11.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 27 24 31 27
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,346
COMMITMENTS
216 29 184 4,359 4,859 4,759 5,072 587 274
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 355)
-57 0 50 326 306 319 356 36 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 3.4 81.5 90.9 89.0 94.9 11.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 31 31 34 34
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,785
COMMITMENTS
650 0 0 9,845 10,785 10,495 10,785 290 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 378)
275 0 0 103 378 378 378 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 91.3 100.0 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 17 23 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,836
COMMITMENTS
0 1,530 620 7,862 6,604 8,482 8,754 354 82
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 239)
0 126 0 239 109 239 235 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 7.0 89.0 74.7 96.0 99.1 4.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 5 18 18 23 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,175
COMMITMENTS
360 5,156 2,237 31,559 26,782 34,156 34,175 19 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,083)
0 420 900 3,183 2,763 4,083 4,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 15.1 6.5 92.3 78.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 28 20 31 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,610
COMMITMENTS
44,127 42,124 59,238 168,030 168,640 271,395 270,002 34,215 35,608
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -16,155)
-4,025 -477 -5,713 -1,847 -9,112 -11,585 -15,301 -4,570 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 13.8 19.4 55.0 55.2 88.8 88.3 11.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 41 46 69 73 128 138
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,445,411
COMMITMENTS
357,177 422,455 550,877 454,677 420,718 1362731 1394050 82,680 51,361
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 51,550)
31,351 -5,552 25,854 -5,794 32,672 51,411 52,973 140 -1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 29.2 38.1 31.5 29.1 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
150 105 161 75 76 318 269
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,404,802
COMMITMENTS
88,932 36,645 475,473 835,595 888,022 1400000 1400139 4,802 4,662
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -101,653)
-12,720 6,197 -50,115 -38,937 -59,655 -101,773 -103,573 119 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.6 33.8 59.5 63.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
31 32 52 57 56 116 112
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 308,876
COMMITMENTS
95,034 88,323 67,754 138,523 144,682 301,311 300,759 7,565 8,117
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 40,123)
10,118 21,724 4,384 23,923 11,249 38,425 37,357 1,699 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 28.6 21.9 44.8 46.8 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 25 23 27 56 52
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 59,728
COMMITMENTS
22,574 13,980 23,083 13,858 22,500 59,515 59,563 213 165
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -9,505)
-8,482 -6,510 -1,352 242 -1,012 -9,592 -8,874 86 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 23.4 38.6 23.2 37.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 10 13 9 14 22 31
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,734,495
COMMITMENTS
791,416 54,810 856,343 1056785 1797470 2704544 2708623 29,951 25,872
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 79,253)
84,808 13,765 1,469 10,362 60,134 96,639 75,368 -17,386 3,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.0 31.3 38.6 65.7 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
38 16 45 90 78 146 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 960,313
COMMITMENTS
108,203 157,850 177,841 666,074 619,955 952,118 955,646 8,195 4,667
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -33,239)
52,429 -74,434 -16,904 -67,273 60,274 -31,748 -31,064 -1,491 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.4 18.5 69.4 64.6 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 20 24 41 37 69 68
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,890
COMMITMENTS
2,255 425 415 4,055 5,750 6,725 6,590 165 300
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -765)
-45 35 -35 -635 -615 -715 -615 -50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.2 6.0 58.9 83.5 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 3 11 14 17 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 52,096
COMMITMENTS
11,573 11,296 16,416 23,652 23,989 51,641 51,701 455 395
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,883)
994 839 2,103 1,951 1,956 5,048 4,898 -165 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 21.7 31.5 45.4 46.0 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 16 26 17 16 44 46
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,772
COMMITMENTS
6,302 6,347 3,975 8,145 7,915 18,422 18,237 350 535
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 845)
465 -240 30 355 1,030 850 820 -5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 33.8 21.2 43.4 42.2 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 13 21 12 12 34 34
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 32,994
COMMITMENTS
2,761 831 2,113 27,818 29,802 32,693 32,746 302 248
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 3,056)
106 -58 9 2,989 3,081 3,104 3,032 -48 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.5 6.4 84.3 90.3 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
15 2 10 35 43 51 55
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,800
COMMITMENTS
82 0 30 1,966 2,134 2,078 2,164 722 636
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 120)
-1 0 17 151 48 167 65 -47 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.1 70.2 76.2 74.2 77.3 25.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 20 21 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,065
COMMITMENTS
270 242 80 1,101 1,391 1,451 1,713 614 352
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 130)
79 10 5 -34 32 50 47 80 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.7 3.9 53.3 67.4 70.3 83.0 29.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 4 19 19 25 25
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,634
COMMITMENTS
97 35 10 1,148 1,305 1,255 1,350 379 284
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 45)
29 10 0 23 16 52 26 -7 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.1 0.6 70.3 79.9 76.8 82.6 23.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 18 20 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,499
COMMITMENTS
2,455 1,765 6,258 85,735 86,911 94,447 94,934 3,052 2,565
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 272)
-25 -6 9 243 238 227 241 46 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.8 6.4 87.9 89.1 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 6 29 30 36 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,949
COMMITMENTS
2,126 0 1,174 11,545 13,931 14,845 15,105 1,104 844
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 106)
82 0 0 25 106 107 106 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 7.4 72.4 87.3 93.1 94.7 6.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 18 13 21 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 6,492
COMMITMENTS
0 1,098 0 5,522 4,440 5,522 5,538 970 954
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.0 85.1 68.4 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,442
COMMITMENTS
1,252 400 964 8,538 9,534 10,754 10,898 688 544
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.5 8.4 74.6 83.3 94.0 95.2 6.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 17 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 17,424
COMMITMENTS
300 512 1,438 13,867 14,495 15,605 16,445 1,819 979
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,194)
-48 72 648 594 474 1,194 1,194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 8.3 79.6 83.2 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 23 23 26 25
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,372
COMMITMENTS
170 0 0 46,202 46,372 46,372 46,372 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,585)
0 0 0 1,585 1,585 1,585 1,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 30)
1 0 0 21 17 22 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 779,276
COMMITMENTS
0 0 0 779,276 779,276 779,276 779,276 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 17,270)
0 0 0 17,270 17,270 17,270 17,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 17 21 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,156
COMMITMENTS
2,427 18,764 0 21,516 4,923 23,943 23,687 213 469
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 77.7 0.0 89.1 20.4 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 9 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,413
COMMITMENTS
874 0 0 56,284 57,348 57,158 57,348 255 65
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.0 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 15 24 16 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 767,350
COMMITMENTS
0 0 0 767,350 767,350 767,350 767,350 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 17 19 17 19
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,723
COMMITMENTS
6,395 1,016 320 45,753 51,387 52,468 52,723 255 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.9 0.6 86.8 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 22 17 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,233,947
COMMITMENTS
21,636 149,080 5,781 1206530 1079086 1233947 1233947 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 14,880)
0 0 0 14,880 14,880 14,880 14,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.1 0.5 97.8 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 22 24 25 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,515
COMMITMENTS
0 3,290 0 30,302 27,012 30,302 30,302 213 213
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.0 99.3 88.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 8 14 11
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,220
COMMITMENTS
0 6,065 0 34,220 28,155 34,220 34,220 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,184)
0 0 0 1,184 1,184 1,184 1,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 0.0 100.0 82.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 15 15 16
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,152
COMMITMENTS
2,830 0 3,770 13,552 16,382 20,152 20,152 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 320 -320 -320 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 18.7 67.2 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,290
COMMITMENTS
384 0 1,064 15,267 15,671 16,715 16,735 575 555
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 22)
0 0 0 22 22 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 6.2 88.3 90.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 14 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,810
COMMITMENTS
0 1,107 0 25,597 24,703 25,597 25,810 213 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 863)
0 0 0 863 863 863 863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 99.2 95.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 14 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 483,619
COMMITMENTS
0 10,147 21,168 462,451 452,304 483,619 483,619 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.4 95.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 11 16 13
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 922,372
COMMITMENTS
0 96,120 23,320 899,052 802,932 922,372 922,372 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,753)
0 0 0 2,753 2,753 2,753 2,753 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 2.5 97.5 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 22 18 23
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 573,174
COMMITMENTS
136,395 113,258 19,542 417,237 440,374 573,174 573,174 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 19.8 3.4 72.8 76.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 15 16 18 17
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 243,684
COMMITMENTS
0 37,314 0 243,684 206,370 243,684 243,684 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 0.0 100.0 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 11 18 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,775
COMMITMENTS
101 76 92 4,573 4,593 4,767 4,762 8 12
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 73)
32 -0 6 35 67 73 73 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.6 1.9 95.8 96.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 19 21 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,364
COMMITMENTS
351 0 120 28,461 29,110 28,932 29,230 432 134
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 921)
0 0 -120 1,021 1,076 901 956 20 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.4 96.9 99.1 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 37 37 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,444
COMMITMENTS
1,205 0 16 5,143 6,169 6,364 6,185 80 259
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -59)
-225 0 16 202 60 -7 76 -52 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.0 0.2 79.8 95.7 98.8 96.0 1.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 17 18 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,870
COMMITMENTS
425 585 25 12,046 11,676 12,496 12,286 374 584
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,192)
0 0 15 1,177 1,177 1,192 1,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.5 0.2 93.6 90.7 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 23 15 25 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,688
COMMITMENTS
1,512 321 249 8,517 9,706 10,278 10,276 410 412
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 760)
120 -25 0 615 775 735 750 25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.0 2.3 79.7 90.8 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 20 19 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,409,883
COMMITMENTS
385,668 97,928 946,549 987,480 1268200 2319697 2312676 90,186 97,207
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 81,485)
14,062 -12,155 19,794 44,982 67,164 78,838 74,803 2,646 6,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.1 39.3 41.0 52.6 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
169 87 204 94 103 351 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,311
COMMITMENTS
2,519 10,785 25,683 73,821 64,699 102,023 101,166 288 1,145
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 13,332)
714 771 835 11,835 11,735 13,383 13,340 -51 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.5 25.1 72.2 63.2 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 8 10 16 18 27 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,502
COMMITMENTS
66,692 12,620 250 68,766 115,396 135,708 128,266 42,794 50,236
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,846)
488 500 0 1,721 674 2,209 1,174 637 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 7.1 0.1 38.5 64.6 76.0 71.9 24.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 2 17 19 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,294
COMMITMENTS
6,093 1,222 4,934 16,200 21,222 27,227 27,378 1,067 916
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -1,609)
-649 -126 -117 -761 -1,108 -1,526 -1,351 -83 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.3 17.4 57.3 75.0 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 3 10 15 15 28 26
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 250,454
COMMITMENTS
15,843 4,989 37,203 192,475 200,644 245,521 242,837 4,934 7,618
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,900)
-2,194 1,163 1,095 5,806 2,575 4,707 4,834 193 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.0 14.9 76.9 80.1 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 4 12 29 29 41 41
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,701
COMMITMENTS
9,814 2,400 6,219 52,143 55,748 68,176 64,367 3,525 7,334
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -1,047)
1,309 3 -3,365 1,625 4,044 -431 682 -616 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.3 8.7 72.7 77.8 95.1 89.8 4.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 6 16 15 25 21
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,816
COMMITMENTS
4,593 6,988 4,366 38,916 35,141 47,875 46,495 1,941 3,321
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -2,060)
-332 1,400 -2,887 1,186 -899 -2,033 -2,386 -27 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.0 8.8 78.1 70.5 96.1 93.3 3.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 5 4 15 13 19 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,471
COMMITMENTS
10,531 15,327 23,138 23,561 18,223 57,231 56,688 3,241 3,783
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 743)
694 1,006 804 156 -257 1,654 1,553 -911 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 25.3 38.3 39.0 30.1 94.6 93.7 5.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 7 18 13 14 32 33
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,587
COMMITMENTS
1,383 714 0 3,027 3,766 4,410 4,480 177 108
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -1,121)
-92 -270 0 -946 -790 -1,038 -1,060 -83 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 15.6 0.0 66.0 82.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 0 13 13 19 18
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,158
COMMITMENTS
3,248 139 2,362 56,380 60,731 61,989 63,232 9,169 7,926
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 3,529)
-356 -44 745 2,378 2,657 2,767 3,359 763 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 3.3 79.2 85.3 87.1 88.9 12.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 5 17 18 22 23
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,100
COMMITMENTS
5,587 10,954 7,742 17,425 12,803 30,754 31,499 1,346 602
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,262)
1,425 161 1,255 1,962 3,025 4,642 4,442 -380 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 34.1 24.1 54.3 39.9 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 4 15 11 25 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,300
COMMITMENTS
29,715 2,955 2,903 8,068 36,565 40,687 42,424 2,613 876
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 27)
299 125 -680 612 431 231 -123 -204 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 6.8 6.7 18.6 84.4 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
106 28 15 28 38 142 79
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,440
COMMITMENTS
44,361 8,500 1,227 15,965 56,223 61,553 65,949 6,887 2,491
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -2,218)
1,559 1,143 -1,561 -991 -1,221 -994 -1,639 -1,224 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 12.4 1.8 23.3 82.1 89.9 96.4 10.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
113 28 18 31 33 150 75
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 341,230
COMMITMENTS
111,449 26,333 45,884 159,586 255,015 316,919 327,232 24,312 13,999
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,958)
3,087 1,398 -3,708 5,523 6,574 4,903 4,264 -2,945 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 7.7 13.4 46.8 74.7 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
84 33 56 83 95 198 160
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 12,877
COMMITMENTS
0 0 0 11,907 11,822 11,907 11,822 970 1,055
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 91.8 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 17 16 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,788
COMMITMENTS
10,343 0 765 9,606 19,279 20,714 20,044 2,074 2,744
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 654)
525 0 0 191 661 716 661 -62 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 0.0 3.4 42.2 84.6 90.9 88.0 9.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 19 14 20
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,370
COMMITMENTS
5,690 7,596 1,559 5,950 4,211 13,199 13,366 171 4
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 104)
339 765 -490 255 -171 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 56.8 11.7 44.5 31.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 4 7 8 16 14
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,807
COMMITMENTS
2,476 459 1,897 15,384 17,324 19,757 19,679 50 127
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 295)
36 11 107 132 79 275 198 20 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.3 9.6 77.7 87.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 3 10 13 16 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,866
COMMITMENTS
429 2,468 243 7,057 4,761 7,729 7,472 137 394
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,905)
262 0 150 1,520 1,785 1,932 1,935 -27 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 31.4 3.1 89.7 60.5 98.3 95.0 1.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 22 22 27 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,988
COMMITMENTS
1,652 3,645 3,014 50,660 49,267 55,326 55,926 662 62
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,690)
-580 0 150 5,110 4,540 4,680 4,690 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.5 5.4 90.5 88.0 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 5 4 39 32 46 40
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,450
COMMITMENTS
1,540 4,097 125 37,621 35,228 39,286 39,450 164 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,017)
25 270 0 5,082 4,747 5,107 5,017 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.4 0.3 95.4 89.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 25 19 30 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,094
COMMITMENTS
2,185 6,129 50 11,859 7,915 14,094 14,094 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 325)
50 50 0 275 275 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 43.5 0.4 84.1 56.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 1 31 20 40 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,024
COMMITMENTS
1,045 1,108 379 5,540 5,537 6,964 7,024 60 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 225)
-50 50 0 275 175 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 15.8 5.4 78.9 78.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 9 13 14 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,346
COMMITMENTS
2,737 6,485 4,393 36,032 32,375 43,162 43,253 184 93
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -237)
211 -84 -855 375 702 -269 -237 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 15.0 10.1 83.1 74.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 9 13 42 39 57 56
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,487
COMMITMENTS
720 289 0 6,427 6,844 7,147 7,133 340 354
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 280)
30 0 0 295 325 325 325 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.9 0.0 85.8 91.4 95.5 95.3 4.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 14 13 17 15
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,272
COMMITMENTS
2,014 1,089 388 11,735 12,595 14,137 14,072 135 200
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 729)
152 585 37 589 137 778 759 -49 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 7.6 2.7 82.2 88.2 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 7 5 29 28 39 38
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,375
COMMITMENTS
790 395 340 2,175 2,310 3,305 3,045 70 330
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 11.7 10.1 64.4 68.4 97.9 90.2 2.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 5 7 12 13 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,796
COMMITMENTS
4,191 719 1,609 29,438 31,531 35,238 33,859 2,558 3,937
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,407)
-270 10 327 1,163 1,521 1,220 1,858 187 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.9 4.3 77.9 83.4 93.2 89.6 6.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 4 20 27 26 32
Updated March 29, 2013