GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,041
COMMITMENTS
5,949 807 508 37,474 42,687 43,931 44,002 110 39
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,248)
329 231 78 2,811 2,940 3,218 3,249 30 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.8 1.2 85.1 96.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 4 3 39 42 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,363
COMMITMENTS
50 70 30 10,197 10,228 10,277 10,328 86 35
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 245)
50 15 30 155 200 235 245 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.3 98.4 98.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 20 27 21 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,725
COMMITMENTS
170 205 272 7,264 7,120 7,706 7,597 1,019 1,128
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 265)
80 5 2 137 213 219 220 46 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.3 3.1 83.3 81.6 88.3 87.1 11.7 12.9
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,471
COMMITMENTS
408 700 87 4,948 4,847 5,443 5,634 1,028 837
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 438)
-60 5 55 250 277 245 337 193 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.8 1.3 76.5 74.9 84.1 87.1 15.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 40 40 45 45
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,369
COMMITMENTS
74 0 132 2,444 2,842 2,650 2,974 719 395
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 3.9 72.5 84.4 78.7 88.3 21.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,249
COMMITMENTS
0 130 10 1,534 1,473 1,544 1,613 705 636
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -904)
0 -15 -20 -845 -820 -865 -855 -39 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.4 68.2 65.5 68.7 71.7 31.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 14 14 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,266
COMMITMENTS
125 153 356 4,290 4,409 4,771 4,918 495 348
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,330)
20 53 276 1,018 1,021 1,314 1,350 16 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.9 6.8 81.5 83.7 90.6 93.4 9.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 41 40 47 45
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 5,751
COMMITMENTS
0 196 0 5,661 5,555 5,661 5,751 90 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 295)
0 30 0 295 265 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 98.4 96.6 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 12 16 13
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,212
COMMITMENTS
229 88 111 9,542 9,740 9,882 9,939 330 273
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 942)
-3 88 46 823 798 866 932 76 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 1.1 93.4 95.4 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 29 26 33 28
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,677
COMMITMENTS
625 90 345 3,602 4,184 4,572 4,619 105 58
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 285)
-90 10 70 285 205 265 285 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.9 7.4 77.0 89.5 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 3 25 23 31 28
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,040
COMMITMENTS
0 6,674 158 28,632 22,100 28,790 28,932 250 108
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,197)
0 225 8 1,189 964 1,197 1,197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.0 0.5 98.6 76.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 2 31 20 33 22
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,074
COMMITMENTS
302 859 19 3,863 3,971 4,184 4,849 890 225
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 423)
67 210 -14 87 251 140 447 283 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 16.9 0.4 76.1 78.3 82.5 95.6 17.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 24 20 28 24
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,715
COMMITMENTS
39,824 71,344 56,933 199,892 171,949 296,649 300,226 36,067 32,489
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 17,232)
501 4,963 6,979 10,140 3,244 17,620 15,186 -388 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 21.4 17.1 60.1 51.7 89.2 90.2 10.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
34 40 46 68 74 130 135
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,308,128
COMMITMENTS
296,472 467,833 463,954 480,791 327,267 1241217 1259054 66,911 49,073
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 389)
-11,150 834 714 11,265 -3,157 828 -1,609 -439 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 35.8 35.5 36.8 25.0 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
115 105 150 76 68 276 255
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,221,392
COMMITMENTS
85,210 18,483 434,488 696,982 766,729 1216680 1219700 4,712 1,692
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 13,751)
-1,295 -3,631 14,803 1,209 2,836 14,717 14,008 -965 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.5 35.6 57.1 62.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
50 19 51 64 59 130 113
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 411,287
COMMITMENTS
107,679 84,010 91,958 204,178 230,146 403,815 406,114 7,472 5,173
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,410)
-4,783 -6,913 5,510 949 3,253 1,676 1,851 -266 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 20.4 22.4 49.6 56.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 11 33 30 33 65 66
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 33,715
COMMITMENTS
3,144 5,433 7,633 18,554 16,268 29,331 29,334 4,384 4,381
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 16.1 22.6 55.0 48.3 87.0 87.0 13.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 9 9 9 20 18
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 69,872
COMMITMENTS
11,484 8,230 42,392 15,814 18,962 69,690 69,584 183 288
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,325)
1,211 1,052 1,871 1,554 1,851 4,635 4,773 -310 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.8 60.7 22.6 27.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 20 14 17 35 40
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 6,801
COMMITMENTS
743 0 987 5,061 5,709 6,791 6,696 10 105
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -224)
-139 0 16 -104 -242 -226 -225 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 14.5 74.4 83.9 99.8 98.5 0.2 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,515,310
COMMITMENTS
931,729 100,557 641,562 898,969 1745648 2472260 2487767 43,050 27,543
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,389)
-9,076 -6,403 3,220 9,929 7,096 4,073 3,913 316 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.0 25.5 35.7 69.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
33 16 42 75 72 123 117
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 845,352
COMMITMENTS
63,994 227,343 184,372 593,230 428,820 841,596 840,535 3,756 4,817
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 11,347)
2,216 2,190 4,357 4,814 5,056 11,387 11,603 -40 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.9 21.8 70.2 50.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 27 30 40 39 71 76
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,405
COMMITMENTS
360 1,956 1,560 10,351 8,360 12,271 11,876 134 530
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 15.8 12.6 83.4 67.4 98.9 95.7 1.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 15 14 18 17
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 78,480
COMMITMENTS
34,662 14,343 18,224 24,991 45,273 77,877 77,840 603 640
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,714)
2,020 969 7 -222 903 1,805 1,879 -91 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 18.3 23.2 31.8 57.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 15 27 15 16 52 46
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,584
COMMITMENTS
5,228 17,364 3,257 24,856 12,110 33,341 32,731 243 853
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,346)
320 -65 303 740 740 1,363 978 -17 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 51.7 9.7 74.0 36.1 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 20 19 11 10 31 37
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,764
COMMITMENTS
2,444 496 3,230 22,765 24,891 28,440 28,617 324 147
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,108)
113 32 325 612 733 1,051 1,090 57 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.7 11.2 79.1 86.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 7 8 39 52 54 65
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,228
COMMITMENTS
129 0 0 1,541 1,615 1,670 1,615 558 613
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 45)
0 0 0 -83 14 -83 14 128 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 69.2 72.5 75.0 72.5 25.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 19 19 20 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,286
COMMITMENTS
138 0 61 781 731 980 792 306 494
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -189)
38 -7 -18 -194 -137 -174 -162 -15 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 4.7 60.7 56.8 76.2 61.6 23.8 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 15 14 19 17
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,260
COMMITMENTS
519 0 20 2,558 2,993 3,097 3,013 163 247
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 323)
0 0 0 319 333 319 333 4 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.6 78.5 91.8 95.0 92.4 5.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 1 28 30 34 31
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,189
COMMITMENTS
661 2,022 1,319 51,592 50,505 53,573 53,846 3,616 3,343
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 388)
2 172 -212 1,057 1,003 846 962 -459 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.5 2.3 90.2 88.3 93.7 94.2 6.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 32 33 35 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,009
COMMITMENTS
1,480 0 468 5,365 7,221 7,313 7,689 696 320
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 130)
-1 0 0 131 185 130 185 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 5.8 67.0 90.2 91.3 96.0 8.7 4.0
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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,330
COMMITMENTS
0 734 1,176 8,308 8,268 9,484 10,178 1,846 1,152
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 10.4 73.3 73.0 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (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 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (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: 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 99,343
COMMITMENTS
10,396 1,435 2,928 86,019 94,939 99,343 99,302 0 41
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 210)
0 210 0 210 0 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.4 2.9 86.6 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 3 26 23 29 28
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (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 10.2 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,932
COMMITMENTS
0 9,180 1,705 27,227 17,751 28,932 28,636 0 296
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 420)
0 420 0 420 0 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.7 5.9 94.1 61.4 100.0 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,416
COMMITMENTS
126 4,735 1,280 57,010 52,401 58,416 58,416 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.1 2.2 97.6 89.7 100.0 100.0 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,618
COMMITMENTS
1,936 1,020 2,048 41,379 42,295 45,363 45,363 255 255
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,182)
0 0 0 5,182 5,182 5,182 5,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.2 4.5 90.7 92.7 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 21 20 23
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,327
COMMITMENTS
1,275 100 105 55,906 57,122 57,286 57,327 41 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,852)
1,275 0 0 2,577 3,852 3,852 3,852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.2 97.5 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 25 22 27 23
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,516
COMMITMENTS
0 1,280 0 22,434 21,087 22,434 22,367 82 149
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 99.6 93.7 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (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 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 635,660
COMMITMENTS
132,076 28,080 408 503,176 607,172 635,660 635,660 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 42,098)
0 0 0 42,098 42,098 42,098 42,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.4 0.1 79.2 95.5 100.0 100.0 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 657,425
COMMITMENTS
0 16,055 0 657,425 641,370 657,425 657,425 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 69,688)
0 0 0 69,688 69,688 69,688 69,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 24 20 24 22
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 344,879
COMMITMENTS
25,422 2,703 1,618 317,839 340,558 344,879 344,879 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,035)
0 0 0 2,040 2,040 2,040 2,040 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 0.5 92.2 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 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (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 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,511
COMMITMENTS
260 0 228 5,024 5,283 5,511 5,511 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 34)
-68 0 55 47 -21 34 34 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.1 91.2 95.9 100.0 100.0 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,061
COMMITMENTS
485 51 159 20,199 20,412 20,843 20,622 218 439
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 331)
55 -20 20 259 334 334 334 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 0.8 95.9 96.9 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 38 32 43 35
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,123
COMMITMENTS
134 1,240 132 14,668 13,423 14,934 14,795 189 328
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 94)
0 0 0 94 94 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.2 0.9 97.0 88.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 31 25 33 28
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,174
COMMITMENTS
110 823 42 5,807 4,935 5,959 5,800 215 374
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 147)
0 20 0 147 7 147 27 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.3 0.7 94.1 79.9 96.5 93.9 3.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 17 13 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,449,478
COMMITMENTS
449,240 107,848 887,424 1016822 1366757 2353486 2362028 95,991 87,449
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -13,826)
12,667 7,569 -5,494 -21,987 -24,333 -14,814 -22,258 988 8,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.4 36.2 41.5 55.8 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
175 83 206 96 108 343 338
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,258
COMMITMENTS
17,779 4,647 39,826 48,255 60,827 105,859 105,300 399 958
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,214)
1,239 25 2,222 1,597 2,634 5,058 4,882 156 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.4 37.5 45.4 57.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 6 19 22 27 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,167
COMMITMENTS
58,978 16,166 1,702 63,565 109,379 124,245 127,247 31,922 28,920
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,954)
1,473 -12 34 152 1,304 1,659 1,326 295 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 10.4 1.1 40.7 70.0 79.6 81.5 20.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 6 19 21 27 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,625
COMMITMENTS
6,440 1,421 9,374 17,135 22,545 32,949 33,339 1,677 1,286
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,036)
-241 4 -120 -661 -902 -1,021 -1,018 -15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.1 27.1 49.5 65.1 95.2 96.3 4.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 14 14 12 31 27
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,757
COMMITMENTS
25,591 260 16,996 126,408 148,797 168,995 166,053 8,761 11,704
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,884)
-1,341 -7 -99 -371 -1,579 -1,811 -1,685 -73 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.1 9.6 71.1 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,971
COMMITMENTS
8,688 15,678 25,824 42,236 33,383 76,749 74,885 4,222 6,086
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,563)
-2,945 -1,465 2,081 -1,224 -2,036 -2,088 -1,420 525 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.4 31.9 52.2 41.2 94.8 92.5 5.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 17 15 15 34 33
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,822
COMMITMENTS
826 371 3,874 46,319 51,262 51,019 55,507 13,803 9,315
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 554)
617 -159 -84 311 968 844 725 -290 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 6.0 71.5 79.1 78.7 85.6 21.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 17 17 20 20
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,568
COMMITMENTS
2,660 13,574 5,675 19,462 8,713 27,796 27,962 772 606
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -3,149)
-748 -3,287 560 -3,293 -463 -3,482 -3,191 332 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 47.5 19.9 68.1 30.5 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 5 9 18 14 31 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,881
COMMITMENTS
31,601 3,122 2,529 7,487 37,133 41,618 42,785 2,263 1,096
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,027)
636 237 -556 -1,197 -738 -1,118 -1,057 92 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 7.1 5.8 17.1 84.6 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
90 34 16 32 43 128 91
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,969
COMMITMENTS
43,632 6,153 1,429 15,248 54,572 60,309 62,154 4,660 2,815
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 9)
508 161 79 -448 -301 139 -61 -130 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 9.5 2.2 23.5 84.0 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
87 29 18 36 37 131 82
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,602
COMMITMENTS
73,764 32,975 36,338 127,637 168,838 237,740 238,151 17,862 17,451
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,680)
490 -1,906 951 5,274 7,784 6,716 6,829 -36 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 12.9 14.2 49.9 66.1 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
55 42 57 77 88 164 163
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,846
COMMITMENTS
3,596 640 1,066 4,297 7,407 8,959 9,113 3,887 3,733
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 341)
99 -75 -8 -17 67 74 -16 267 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.0 8.3 33.5 57.7 69.7 70.9 30.3 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 6 12 13 20 20
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,112
COMMITMENTS
0 0 0 11,445 10,520 11,445 10,520 667 1,592
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,521)
0 0 0 2,518 1,658 2,518 1,658 3 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 86.9 94.5 86.9 5.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 16 13 16
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,455
COMMITMENTS
0 0 0 9,337 9,563 9,337 9,563 1,118 892
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,205)
0 0 0 1,255 1,405 1,255 1,405 -50 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 91.5 89.3 91.5 10.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 19 21 19
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,558
COMMITMENTS
7,856 1,439 75 7,778 13,206 15,709 14,720 1,849 2,838
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,108)
507 0 -142 618 1,100 983 958 125 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 8.2 0.4 44.3 75.2 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 15 15 17
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 13,465
COMMITMENTS
4,083 3,180 3,201 6,117 7,069 13,401 13,450 64 15
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 247)
359 236 -59 51 65 351 242 -104 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 23.6 23.8 45.4 52.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 7 8 5 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,395
COMMITMENTS
548 836 900 5,837 5,437 7,285 7,173 110 222
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 76)
-2 90 50 28 -148 76 -8 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.3 12.2 78.9 73.5 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 5 22 25 29 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 65,282
COMMITMENTS
6,652 734 1,150 56,918 62,723 64,720 64,607 562 675
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,197)
600 -60 0 1,597 2,257 2,197 2,197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.1 1.8 87.2 96.1 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 2 39 37 47 40
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,775
COMMITMENTS
1,729 0 48 9,944 11,667 11,721 11,715 54 60
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 281)
-75 0 23 331 198 279 221 2 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.4 84.5 99.1 99.5 99.5 0.5 0.5
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,156
COMMITMENTS
668 5,485 615 46,852 42,056 48,135 48,156 21 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,371)
-80 600 0 2,451 1,771 2,371 2,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.4 1.3 97.3 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 31 21 34 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,761
COMMITMENTS
565 1,551 60 9,946 8,925 10,571 10,536 190 225
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -15)
-10 -50 10 -25 25 -25 -15 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.4 0.6 92.4 82.9 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 3 24 22 29 28
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,363
COMMITMENTS
2,024 5,425 1,281 28,756 24,645 32,061 31,351 302 1,012
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,195)
2 254 295 1,002 478 1,299 1,027 -104 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 16.8 4.0 88.9 76.2 99.1 96.9 0.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 9 6 44 36 53 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| 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 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,759
COMMITMENTS
87 922 233 10,340 9,398 10,660 10,553 99 206
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,052)
6 112 21 1,015 901 1,042 1,034 10 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.6 2.2 96.1 87.4 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 4 27 35 31 41
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 2,551
COMMITMENTS
841 165 225 1,395 1,991 2,461 2,381 90 170
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 410)
320 10 65 80 375 465 450 -55 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 6.5 8.8 54.7 78.0 96.5 93.3 3.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 3 7 21 22 34 29
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,361
COMMITMENTS
4,050 300 1,310 16,413 20,271 21,773 21,881 588 480
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,143)
0 0 0 1,143 1,143 1,143 1,143 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 1.3 5.9 73.4 90.7 97.4 97.9 2.6 2.1
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,662
COMMITMENTS
1,969 996 537 20,623 22,588 23,129 24,121 3,533 2,541
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 819)
-75 171 0 578 895 503 1,066 316 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 2.0 77.3 84.7 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 23 23 26
Updated November 15, 2013