GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,793
COMMITMENTS
5,620 576 430 34,663 39,747 40,713 40,753 80 40
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,935)
794 -69 -56 -4,628 -3,773 -3,890 -3,898 -45 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 1.4 1.1 85.0 97.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 4 4 40 42 44 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,118
COMMITMENTS
0 55 0 10,042 10,028 10,042 10,083 76 35
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,669)
0 25 0 -1,670 -1,646 -1,670 -1,621 1 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.2 99.1 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 20 26 20 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,460
COMMITMENTS
90 200 270 7,127 6,907 7,487 7,377 973 1,083
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,827)
-169 -32 32 -1,659 -1,700 -1,796 -1,700 -31 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 3.2 84.2 81.6 88.5 87.2 11.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 5 30 32 35 37
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,033
COMMITMENTS
468 695 32 4,698 4,570 5,198 5,297 835 736
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,469)
-13 -445 -87 -1,518 -1,009 -1,618 -1,541 149 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.5 0.5 77.9 75.8 86.2 87.8 13.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 3 40 41 44 45
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,936
COMMITMENTS
105 100 80 3,272 3,388 3,457 3,568 479 368
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,184)
92 -205 -80 -1,236 -837 -1,224 -1,122 40 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 2.0 83.1 86.1 87.8 90.7 12.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 3 39 36 43 39
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,456
COMMITMENTS
0 166 0 5,366 5,290 5,366 5,456 90 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,743)
0 -27 0 -2,728 -2,716 -2,728 -2,743 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.4 97.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 12 17 13
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,270
COMMITMENTS
232 0 65 8,719 8,942 9,016 9,007 254 263
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -985)
29 -226 7 -956 -721 -920 -940 -65 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.7 94.1 96.5 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 27 26 31 27
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,392
COMMITMENTS
715 80 275 3,317 3,979 4,307 4,334 85 58
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -437)
-127 -125 25 -335 -380 -437 -480 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.8 6.3 75.5 90.6 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 3 22 22 28 27
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,843
COMMITMENTS
0 6,449 150 27,443 21,136 27,593 27,735 250 108
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -518)
-50 821 0 -463 -1,339 -513 -518 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.2 0.5 98.6 75.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 30 19 31 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,651
COMMITMENTS
235 649 33 3,776 3,720 4,044 4,402 607 249
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -836)
125 35 -140 -869 -825 -884 -930 48 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 14.0 0.7 81.2 80.0 86.9 94.6 13.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 24 20 29 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,484
COMMITMENTS
39,323 66,381 49,954 189,752 168,705 279,029 285,040 36,455 30,443
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 11,322)
-3,940 4,891 3,676 10,958 3,047 10,695 11,614 628 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 21.0 15.8 60.1 53.5 88.4 90.4 11.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
35 39 45 70 76 132 137
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,307,738
COMMITMENTS
307,623 466,999 463,240 469,526 330,424 1240389 1260664 67,349 47,075
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 20,686)
13,689 45,715 22,081 -16,359 -50,318 19,411 17,479 1,275 3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 35.7 35.4 35.9 25.3 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
119 118 151 75 69 275 273
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,207,641
COMMITMENTS
86,505 22,114 419,685 695,773 763,893 1201964 1205692 5,677 1,949
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 57,280)
7,219 4,453 26,469 23,395 26,037 57,083 56,959 197 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.8 34.8 57.6 63.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
50 16 49 61 58 123 111
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 409,877
COMMITMENTS
112,463 90,923 86,448 203,228 226,893 402,139 404,264 7,738 5,613
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,837)
-17,701 -6,508 1,011 3,785 -7,594 -12,905 -13,091 68 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 22.2 21.1 49.6 55.4 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 11 32 30 32 63 64
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 65,547
COMMITMENTS
10,273 7,178 40,521 14,260 17,112 65,054 64,811 493 736
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,084)
374 -596 -1,001 -763 121 -1,390 -1,477 306 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.0 61.8 21.8 26.1 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 7 20 15 17 36 39
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 7,025
COMMITMENTS
882 0 971 5,165 5,951 7,018 6,922 8 104
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 229)
371 0 -143 9 382 237 239 -8 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 13.8 73.5 84.7 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 14 14 18 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,510,921
COMMITMENTS
940,805 106,960 638,342 889,040 1738552 2468187 2483854 42,734 27,067
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -139,354)
36,049 2,457 -74,262 -101,992 -67,305 -140,205 -139,110 851 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 4.3 25.4 35.4 69.2 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
32 17 42 75 72 123 117
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 834,005
COMMITMENTS
61,778 225,153 180,015 588,416 423,764 830,209 828,932 3,796 5,073
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 29,623)
1,296 14,066 7,366 20,905 7,809 29,567 29,241 56 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 27.0 21.6 70.6 50.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 25 30 40 38 71 75
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 76,766
COMMITMENTS
32,642 13,374 18,217 25,213 44,370 76,072 75,961 694 805
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,448)
708 1,242 390 213 -317 1,311 1,315 137 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 17.4 23.7 32.8 57.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 17 26 15 15 51 44
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 32,238
COMMITMENTS
4,908 17,429 2,954 24,116 11,370 31,978 31,753 260 485
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -61)
275 -155 314 -620 -40 -31 119 -30 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 54.1 9.2 74.8 35.3 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 21 18 11 11 30 38
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,656
COMMITMENTS
2,331 463 2,905 22,153 24,158 27,389 27,526 267 130
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,081)
1,141 -451 946 -3,128 -1,501 -1,041 -1,007 -40 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.7 10.5 80.1 87.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 7 8 36 49 51 61
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,183
COMMITMENTS
129 0 0 1,624 1,601 1,753 1,601 430 582
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -343)
-24 0 -10 -360 -342 -394 -352 51 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 74.4 73.3 80.3 73.3 19.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 20 21 20
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,937
COMMITMENTS
519 0 20 2,239 2,660 2,778 2,680 159 257
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,047)
125 -280 -120 -1,077 -537 -1,072 -937 25 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 0.7 76.2 90.6 94.6 91.2 5.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 0 1 27 27 34 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,801
COMMITMENTS
659 1,850 1,531 50,536 49,503 52,726 52,884 4,075 3,917
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -6,482)
33 -494 -1,276 -4,642 -4,056 -5,885 -5,827 -597 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 2.7 89.0 87.2 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 31 33 34 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,879
COMMITMENTS
1,481 0 468 5,234 7,036 7,183 7,504 696 375
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -848)
-285 0 0 -513 -845 -798 -845 -50 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 5.9 66.4 89.3 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 18 15 21 17
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 8,119
COMMITMENTS
1,196 80 284 5,755 7,006 7,235 7,370 884 749
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -374)
-236 -40 216 -278 -907 -298 -731 -76 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.0 3.5 70.9 86.3 89.1 90.8 10.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 17 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,314
COMMITMENTS
0 734 1,176 8,292 8,252 9,468 10,162 1,846 1,152
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,502)
0 34 -34 -1,618 -1,511 -1,652 -1,511 150 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 10.4 73.3 72.9 83.7 89.8 16.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 18 22 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,410
COMMITMENTS
955 1,055 0 25,944 26,270 26,899 27,325 511 85
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,179)
445 445 0 -2,624 -2,624 -2,179 -2,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.8 0.0 94.7 95.8 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 13 17 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 592,205
COMMITMENTS
4,680 4,680 0 587,525 587,525 592,205 592,205 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -35,737)
0 0 0 -35,737 -35,737 -35,737 -35,737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.0 99.2 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 12 22 13
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,139
COMMITMENTS
1,572 0 0 12,270 13,842 13,842 13,842 297 297
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,390)
-207 0 0 -2,160 -2,367 -2,367 -2,367 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 86.8 97.9 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,318
COMMITMENTS
0 0 0 48,808 49,064 48,808 49,064 510 254
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,059)
0 0 0 -3,059 -3,059 -3,059 -3,059 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 17 12 17
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 752,399
COMMITMENTS
0 0 0 752,399 752,399 752,399 752,399 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,344)
0 0 0 1,344 1,344 1,344 1,344 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: 25)
0 0 0 16 17 16 17
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 99,133
COMMITMENTS
10,396 1,225 2,928 85,809 94,939 99,133 99,092 0 41
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,984)
5,644 -115 -69 -1,591 4,191 3,984 4,007 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.2 3.0 86.6 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 26 23 29 27
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,813,255
COMMITMENTS
534 185,678 29,301 1783420 1598276 1813255 1813255 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -35,249)
-376 -102,352 23,520 -58,393 43,583 -35,249 -35,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 1.6 98.4 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 28 25 30 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,512
COMMITMENTS
0 8,760 1,705 26,807 17,751 28,512 28,216 0 296
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,458)
0 4,531 0 2,458 -2,050 2,458 2,481 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.7 6.0 94.0 62.3 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 18 15 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,141
COMMITMENTS
126 4,735 1,280 55,735 51,126 57,141 57,141 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -943)
0 -2,920 1,280 -2,223 697 -943 -943 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.3 2.2 97.5 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 17 17 19 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,529
COMMITMENTS
3,431 0 3,330 48,768 52,199 55,529 55,529 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,201)
-2,210 0 861 4,550 2,340 3,201 3,201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 6.0 87.8 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 21 26 23
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,436
COMMITMENTS
1,936 1,020 2,048 36,197 37,113 40,181 40,181 255 255
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,334)
1,183 0 0 -2,517 -1,334 -1,334 -1,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.5 5.1 89.5 91.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 20 20 22
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,475
COMMITMENTS
0 100 105 53,329 53,270 53,434 53,475 41 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,081)
0 -506 0 -1,058 -575 -1,058 -1,081 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 99.7 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 22 27 23
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,411
COMMITMENTS
0 1,280 0 22,329 20,982 22,329 22,262 82 149
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -996)
0 0 0 -950 -996 -950 -996 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 99.6 93.6 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 13 17 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 367,980
COMMITMENTS
24,878 3,420 43,740 299,362 320,820 367,980 367,980 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -23,728)
-6,392 0 0 -17,336 -23,728 -23,728 -23,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.9 11.9 81.4 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 18 18 21 20
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 876,681
COMMITMENTS
0 12,129 48,016 828,665 816,536 876,681 876,681 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -28,720)
0 -31,544 23,520 -52,240 -20,696 -28,720 -28,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 5.5 94.5 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 21 20 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,243,224
COMMITMENTS
182,939 0 47,842 1012443 1195382 1243224 1243224 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -40,642)
-94,832 0 47,040 7,150 -87,682 -40,642 -40,642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 3.8 81.4 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 21 17 24 19
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 593,562
COMMITMENTS
132,076 28,080 408 461,078 565,074 593,562 593,562 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,072)
-1,504 0 0 -10,568 -12,072 -12,072 -12,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.7 0.1 77.7 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 16 20 18
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,737
COMMITMENTS
0 16,055 0 587,737 571,682 587,737 587,737 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 9,443)
0 -2,256 0 9,443 11,699 9,443 9,443 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 100.0 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 24 21 24 23
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,844
COMMITMENTS
25,422 2,703 1,618 315,799 338,518 342,839 342,839 5 5
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,019)
752 0 -752 -9,024 -8,272 -9,024 -9,024 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 0.5 92.1 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 13 9 15 11
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 412,144
COMMITMENTS
0 8,720 0 412,144 403,424 412,144 412,144 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -22,648)
0 2,800 0 -22,648 -25,448 -22,648 -22,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 13 14 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,477
COMMITMENTS
327 0 173 4,977 5,304 5,477 5,477 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 289)
34 0 11 243 278 289 289 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 3.2 90.9 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 3 19 19 22 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,730
COMMITMENTS
430 71 139 19,940 20,078 20,509 20,288 221 442
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,984)
75 11 45 -3,032 -2,910 -2,912 -2,854 -72 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.7 96.2 96.9 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 38 32 43 35
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,029
COMMITMENTS
134 1,240 132 14,574 13,329 14,840 14,701 189 328
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,827)
14 -229 -14 -1,772 -1,506 -1,772 -1,749 -55 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.3 0.9 97.0 88.7 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 30 25 32 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,027
COMMITMENTS
110 803 42 5,660 4,928 5,812 5,773 215 254
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,474)
-45 -275 -5 -1,369 -1,144 -1,419 -1,424 -55 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.3 0.7 93.9 81.8 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 13 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,463,303
COMMITMENTS
436,573 100,279 892,918 1038809 1391089 2368300 2384286 95,003 79,017
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -17,626)
7,732 12,191 26,335 -63,337 -55,084 -29,270 -16,558 11,643 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.1 36.2 42.2 56.5 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
163 91 200 95 108 343 326
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,044
COMMITMENTS
16,540 4,622 37,604 46,658 58,192 100,801 100,418 243 626
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 6,713)
7,155 -6,441 13,198 -13,733 -159 6,620 6,598 93 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.6 37.2 46.2 57.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 7 19 22 28 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,213
COMMITMENTS
57,505 16,178 1,668 63,413 108,075 122,586 125,921 31,627 28,292
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,139)
-3,423 -1,400 54 -4,947 -4,916 -8,316 -6,262 177 -1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 10.5 1.1 41.1 70.1 79.5 81.7 20.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 5 19 21 27 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,661
COMMITMENTS
6,681 1,417 9,493 17,796 23,446 33,970 34,357 1,691 1,305
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,402)
506 321 324 576 673 1,407 1,318 -5 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.0 26.6 49.9 65.7 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 14 14 13 31 28
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,640
COMMITMENTS
26,932 267 17,094 126,780 150,376 170,806 167,738 8,834 11,903
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -23,636)
-3,633 -900 -3,782 -14,980 -18,739 -22,395 -23,421 -1,241 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.1 9.5 70.6 83.7 95.1 93.4 4.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 2 11 25 25 36 36
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,534
COMMITMENTS
11,633 17,143 23,744 43,460 35,419 78,837 76,306 3,698 6,229
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,260)
-1,012 2,202 4,547 -4,539 -7,267 -1,004 -518 -256 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 20.8 28.8 52.7 42.9 95.5 92.5 4.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 17 18 18 36 37
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,268
COMMITMENTS
210 530 3,958 46,007 50,294 50,175 54,782 14,093 9,486
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,704)
-612 -1,002 40 -6,032 -6,528 -6,604 -7,490 -1,100 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 6.2 71.6 78.3 78.1 85.2 21.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 17 18 20 21
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,717
COMMITMENTS
3,408 16,862 5,115 22,755 9,176 31,278 31,153 439 564
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -419)
-1,212 114 209 522 -807 -482 -484 63 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 53.2 16.1 71.7 28.9 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 5 10 20 16 35 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 44,907
COMMITMENTS
30,965 2,886 3,086 8,685 37,871 42,736 43,842 2,171 1,065
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,724)
802 58 531 344 1,012 1,677 1,601 47 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 6.4 6.9 19.3 84.3 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
88 31 18 32 43 128 90
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,960
COMMITMENTS
43,123 5,992 1,351 15,696 54,873 60,170 62,215 4,790 2,745
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 520)
512 -1,910 -145 -143 2,606 224 551 296 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 9.2 2.1 24.2 84.5 92.6 95.8 7.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
84 35 16 38 39 131 86
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 248,922
COMMITMENTS
73,274 34,882 35,387 122,363 161,054 231,024 231,322 17,898 17,600
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 13,564)
1,690 5,638 6,167 3,987 708 11,844 12,512 1,720 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.0 14.2 49.2 64.7 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
54 49 56 77 93 162 170
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,505
COMMITMENTS
3,497 715 1,074 4,314 7,340 8,885 9,129 3,620 3,376
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,892)
-2,103 -1,087 -308 -1,218 -1,166 -3,629 -2,561 737 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.7 8.6 34.5 58.7 71.1 73.0 28.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 7 12 13 20 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,591
COMMITMENTS
0 0 0 8,927 8,862 8,927 8,862 664 729
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,922)
0 0 0 -2,450 -2,860 -2,450 -2,860 -472 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 92.4 93.1 92.4 6.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 17 12 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,250
COMMITMENTS
0 0 0 8,082 8,158 8,082 8,158 1,168 1,092
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,845)
0 0 0 -2,123 -1,687 -2,123 -1,687 278 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 88.2 87.4 88.2 12.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 17 19 17
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,450
COMMITMENTS
7,349 1,439 217 7,160 12,106 14,726 13,762 1,724 2,688
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,728)
1,061 359 -344 -1,805 -1,685 -1,088 -1,670 -640 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 8.7 1.3 43.5 73.6 89.5 83.7 10.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 12 14 14 17
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,218
COMMITMENTS
3,724 2,944 3,260 6,066 7,004 13,050 13,208 168 10
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,569)
-40 -868 -241 -1,297 -470 -1,578 -1,579 9 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 22.3 24.7 45.9 53.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 7 8 5 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,319
COMMITMENTS
550 746 850 5,809 5,585 7,209 7,181 110 138
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,780)
239 -959 -659 -2,330 -1,194 -2,750 -2,812 -30 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.2 11.6 79.4 76.3 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 20 25 26 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 63,085
COMMITMENTS
6,052 794 1,150 55,321 60,466 62,523 62,410 562 675
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -14,592)
-48 -1,013 -175 -14,121 -14,079 -14,344 -15,267 -248 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.3 1.8 87.7 95.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 2 37 38 45 42
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,494
COMMITMENTS
1,804 0 25 9,613 11,469 11,442 11,494 52 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,496)
-317 0 0 -1,178 -1,496 -1,495 -1,496 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 0.2 83.6 99.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 13 12 16 13
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,785
COMMITMENTS
748 4,885 615 44,401 40,285 45,764 45,785 21 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -6,022)
-207 -50 275 -6,087 -6,247 -6,019 -6,022 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.7 1.3 97.0 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 31 21 35 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,776
COMMITMENTS
575 1,601 50 9,971 8,900 10,596 10,551 180 225
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,968)
-405 -748 0 -1,548 -1,220 -1,953 -1,968 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.9 0.5 92.5 82.6 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 2 24 22 29 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,168
COMMITMENTS
2,022 5,171 986 27,754 24,167 30,762 30,324 406 844
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,867)
-17 -1,716 -169 -5,610 -3,894 -5,796 -5,779 -71 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 16.6 3.2 89.0 77.5 98.7 97.3 1.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 8 5 42 37 51 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,229
COMMITMENTS
364 435 0 5,673 5,342 6,037 5,777 192 452
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -633)
-68 0 0 -595 -704 -663 -704 30 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.0 0.0 91.1 85.8 96.9 92.7 3.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 11 14 13
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,707
COMMITMENTS
81 810 212 9,325 8,497 9,618 9,519 89 188
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,382)
-27 -218 50 -1,379 -1,264 -1,356 -1,432 -26 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.3 2.2 96.1 87.5 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 26 34 30 40
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,141
COMMITMENTS
521 155 160 1,315 1,616 1,996 1,931 145 210
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -725)
10 -15 30 -700 -820 -660 -805 -65 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.2 7.5 61.4 75.5 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 2 7 19 17 29 25
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,218
COMMITMENTS
4,050 300 1,310 15,270 19,128 20,630 20,738 588 480
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -451)
-15 0 -25 -393 -426 -433 -451 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.4 6.2 72.0 90.1 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 14 14 18 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,843
COMMITMENTS
2,044 825 537 20,045 21,693 22,626 23,055 3,217 2,788
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,662)
119 60 255 -3,500 -2,344 -3,126 -2,029 -536 -1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.2 2.1 77.6 83.9 87.6 89.2 12.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 19 21 21 24
Updated November 8, 2013