IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 173,690
COMMITMENTS
18,129 5,245 5,637 149,919 162,808 173,685 173,690 5 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,851)
-12 50 -107 1,970 1,958 1,851 1,901 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.0 3.2 86.3 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 7 10 7 17 16
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,696
COMMITMENTS
6,408 953 649 38,549 44,040 45,606 45,642 90 54
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,655)
459 146 141 1,075 1,353 1,675 1,640 -20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.1 1.4 84.4 96.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 3 40 43 44 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,048
COMMITMENTS
50 125 30 10,892 10,858 10,972 11,013 76 35
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 685)
0 55 0 695 630 695 685 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 0.3 98.6 98.3 99.3 99.7 0.7 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,144
COMMITMENTS
201 210 278 7,734 7,627 8,213 8,115 931 1,029
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 419)
31 5 6 470 507 507 518 -88 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 3.0 84.6 83.4 89.8 88.7 10.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 5 32 35 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,908
COMMITMENTS
374 563 230 5,473 5,320 6,077 6,113 831 795
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 437)
-34 -137 143 525 473 634 479 -197 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.1 3.3 79.2 77.0 88.0 88.5 12.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 6 41 43 47 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,426
COMMITMENTS
79 0 155 2,465 2,868 2,699 3,023 727 403
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 57)
5 0 23 21 26 49 49 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 4.5 71.9 83.7 78.8 88.2 21.2 11.8
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,543
COMMITMENTS
90 175 10 1,695 1,704 1,795 1,889 748 654
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 294)
90 45 0 161 231 251 276 43 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.9 0.4 66.7 67.0 70.6 74.3 29.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 13 13 15 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,648
COMMITMENTS
135 194 373 4,601 4,722 5,109 5,289 539 359
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 382)
10 41 17 311 313 338 371 44 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.4 6.6 81.5 83.6 90.5 93.6 9.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 42 39 48 44
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,708
COMMITMENTS
0 221 0 6,618 6,487 6,618 6,708 90 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 957)
0 25 0 957 932 957 957 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 98.7 96.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 13 17 14
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,375
COMMITMENTS
302 194 123 9,659 9,828 10,084 10,145 291 230
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 163)
73 106 12 117 88 202 206 -39 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 1.2 93.1 94.7 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 1 29 26 34 31
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,752
COMMITMENTS
655 160 300 3,702 4,194 4,657 4,654 95 98
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 75)
30 70 -45 100 10 85 35 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.4 6.3 77.9 88.3 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 2 25 23 30 28
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,476
COMMITMENTS
0 7,334 283 28,943 21,667 29,226 29,284 250 192
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 436)
0 660 125 311 -433 436 352 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.9 1.0 98.2 73.5 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 2 31 19 33 21
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,454
COMMITMENTS
340 1,067 52 4,416 4,113 4,808 5,232 646 222
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 380)
38 208 33 553 142 624 383 -244 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.6 1.0 81.0 75.4 88.2 95.9 11.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 4 25 21 31 26
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 331,460
COMMITMENTS
40,945 69,932 57,889 193,931 172,372 292,765 300,193 38,695 31,267
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,256)
1,121 -1,412 956 -5,960 423 -3,884 -33 2,628 -1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 21.1 17.5 58.5 52.0 88.3 90.6 11.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 41 47 69 76 134 136
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,309,353
COMMITMENTS
290,828 462,348 478,324 472,481 320,574 1241633 1261246 67,720 48,107
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,225)
-5,644 -5,485 14,370 -8,310 -6,694 416 2,191 809 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 35.3 36.5 36.1 24.5 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
108 111 149 74 65 270 256
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,228,324
COMMITMENTS
86,952 18,536 437,859 698,885 770,247 1223696 1226642 4,627 1,681
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,931)
1,742 53 3,371 1,903 3,518 7,016 6,942 -85 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.5 35.6 56.9 62.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 21 54 64 59 131 117
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 411,834
COMMITMENTS
104,471 79,121 93,678 205,915 234,086 404,064 406,884 7,771 4,950
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 547)
-3,209 -4,889 1,720 1,737 3,940 248 770 299 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 19.2 22.7 50.0 56.8 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 10 32 30 32 65 64
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,480
COMMITMENTS
2,904 6,264 8,364 20,033 17,334 31,301 31,962 4,179 3,518
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,765)
-240 831 731 1,479 1,066 1,970 2,628 -205 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 17.7 23.6 56.5 48.9 88.2 90.1 11.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 8 10 9 9 21 19
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 70,515
COMMITMENTS
11,975 8,631 42,682 15,674 18,776 70,331 70,089 184 426
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 643)
491 401 290 -140 -186 641 505 2 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 12.2 60.5 22.2 26.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 20 14 16 35 39
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 6,910
COMMITMENTS
912 0 925 5,066 5,883 6,903 6,808 6 102
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 108)
170 0 -62 4 174 112 112 -4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 13.4 73.3 85.1 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,539,207
COMMITMENTS
921,942 98,262 649,208 925,395 1764890 2496545 2512360 42,662 26,847
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 23,897)
-9,787 -2,295 7,646 26,426 19,242 24,285 24,593 -388 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 3.9 25.6 36.4 69.5 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
32 18 41 78 73 125 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 855,715
COMMITMENTS
56,521 223,857 192,407 601,883 434,379 850,811 850,643 4,904 5,072
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,363)
-7,473 -3,486 8,035 8,653 5,559 9,215 10,108 1,148 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 26.2 22.5 70.3 50.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 26 29 38 38 71 74
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,785
COMMITMENTS
1,325 1,626 1,675 8,680 7,960 11,679 11,261 105 524
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -621)
965 -330 115 -1,671 -400 -591 -615 -29 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.8 14.2 73.7 67.5 99.1 95.6 0.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 15 13 18 16
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 81,508
COMMITMENTS
35,860 16,009 18,312 26,658 46,480 80,830 80,801 678 707
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,028)
1,198 1,666 88 1,667 1,207 2,953 2,961 75 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 19.6 22.5 32.7 57.0 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 16 28 15 15 52 46
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,999
COMMITMENTS
5,583 18,379 3,281 24,847 11,601 33,711 33,261 288 738
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 415)
355 1,015 24 -9 -509 370 530 45 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 54.1 9.7 73.1 34.1 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 18 11 11 30 38
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,051
COMMITMENTS
2,216 774 3,567 26,886 28,572 32,669 32,913 382 138
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,287)
-229 279 337 4,121 3,681 4,229 4,296 58 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.3 10.8 81.3 86.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 8 8 41 52 56 65
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,270
COMMITMENTS
129 70 0 1,591 1,563 1,720 1,633 550 637
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 42)
0 70 0 50 -52 50 18 -8 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.1 0.0 70.1 68.9 75.8 71.9 24.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 19 19 20 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,369
COMMITMENTS
188 0 61 793 806 1,042 867 327 502
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 83)
50 0 0 12 75 62 75 21 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 4.5 57.9 58.9 76.1 63.3 23.9 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,522
COMMITMENTS
414 85 76 2,859 3,220 3,349 3,381 173 141
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 262)
-105 85 56 301 227 252 368 10 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.4 2.2 81.2 91.4 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 3 29 32 35 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,756
COMMITMENTS
651 2,138 1,311 52,219 51,017 54,182 54,467 3,574 3,289
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 567)
-10 117 -8 627 512 609 621 -42 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.7 2.3 90.4 88.3 93.8 94.3 6.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 33 34 36 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,954
COMMITMENTS
1,478 0 487 5,293 7,146 7,258 7,634 696 320
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -55)
-2 0 19 -72 -75 -55 -55 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 6.1 66.5 89.9 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 18 15 21 18
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,522
COMMITMENTS
0 734 1,176 8,500 8,460 9,676 10,370 1,846 1,152
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 192)
0 0 0 192 192 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 10.2 73.8 73.4 84.0 90.0 16.0 10.0
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,835
COMMITMENTS
955 1,055 0 26,369 26,695 27,324 27,750 511 85
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 425)
0 0 0 425 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.8 0.0 94.7 95.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 13 18 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 598,125
COMMITMENTS
4,680 4,680 0 593,445 593,445 598,125 598,125 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,920)
0 0 0 5,920 5,920 5,920 5,920 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 22 12 23 13
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (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 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (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 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (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 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,815,206
COMMITMENTS
534 185,678 29,301 1785371 1600227 1815206 1815206 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,951)
0 0 0 1,951 1,951 1,951 1,951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 1.6 98.4 88.2 100.0 100.0 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,352
COMMITMENTS
0 9,180 1,705 27,647 18,171 29,352 29,056 0 296
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.3 5.8 94.2 61.9 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 19 16 22 19
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,354
COMMITMENTS
3,431 0 3,330 52,593 56,024 59,354 59,354 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,825)
0 0 0 3,825 3,825 3,825 3,825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 5.6 88.6 94.4 100.0 100.0 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,723
COMMITMENTS
1,936 1,020 2,048 41,484 42,400 45,468 45,468 255 255
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,957
COMMITMENTS
1,275 100 105 56,536 57,752 57,916 57,957 41 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 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 24 27 25
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,041
COMMITMENTS
0 1,280 0 22,959 21,612 22,959 22,892 82 149
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.6 93.8 99.6 99.4 0.4 0.6
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 364,260
COMMITMENTS
24,878 3,420 43,740 295,642 317,100 364,260 364,260 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -3,720)
0 0 0 -3,720 -3,720 -3,720 -3,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.9 12.0 81.2 87.1 100.0 100.0 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 888,151
COMMITMENTS
0 12,129 48,016 840,135 828,006 888,151 888,151 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,470)
0 0 0 11,470 11,470 11,470 11,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 5.4 94.6 93.2 100.0 100.0 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 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 663,740
COMMITMENTS
132,076 28,080 408 531,256 635,252 663,740 663,740 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 28,080)
0 0 0 28,080 28,080 28,080 28,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.2 0.1 80.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 17 20 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,986
COMMITMENTS
0 16,055 0 672,986 656,931 672,986 672,986 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 15,561)
0 0 0 15,561 15,561 15,561 15,561 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 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 423,624
COMMITMENTS
0 8,720 0 423,624 414,904 423,624 423,624 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,480)
0 0 0 11,480 11,480 11,480 11,480 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,646
COMMITMENTS
290 0 213 5,142 5,433 5,646 5,646 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 135)
31 0 -15 119 149 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 3.8 91.1 96.2 100.0 100.0 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,247
COMMITMENTS
545 0 105 20,358 20,751 21,008 20,856 239 391
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 186)
60 -51 -54 159 339 165 234 21 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.5 95.8 97.7 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 3 36 33 41 36
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,477
COMMITMENTS
149 1,275 120 15,028 13,749 15,297 15,144 180 333
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 354)
15 35 -12 360 326 363 349 -9 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.2 0.8 97.1 88.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 31 25 33 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,318
COMMITMENTS
110 773 42 5,891 5,124 6,043 5,939 275 379
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 144)
0 -50 0 84 189 84 139 60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.2 0.7 93.2 81.1 95.6 94.0 4.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 12 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,102,070
COMMITMENTS
442,260 97,598 701,778 869,759 1217956 2013797 2017332 88,273 84,738
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -347,408)
-6,980 -10,250 -185,645 -147,064 -148,801 -339,689 -344,696 -7,719 -2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.6 33.4 41.4 57.9 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
151 71 167 88 97 301 285
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,941
COMMITMENTS
61,549 18,648 556 64,066 112,142 126,171 131,346 31,770 26,595
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,774)
2,571 2,482 -1,146 501 2,763 1,926 4,099 -152 -2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 11.8 0.4 40.6 71.0 79.9 83.2 20.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 5 19 21 27 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,473
COMMITMENTS
5,864 951 2,264 12,163 17,270 20,292 20,485 1,182 988
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -13,152)
-576 -469 -7,110 -4,972 -5,275 -12,657 -12,854 -495 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.4 10.5 56.6 80.4 94.5 95.4 5.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 8 13 11 24 20
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,795
COMMITMENTS
23,411 255 16,939 128,744 148,929 169,094 166,123 8,701 11,671
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 38)
-2,180 -5 -57 2,335 132 99 71 -60 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.1 9.5 72.4 83.8 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,869
COMMITMENTS
12,783 15,632 18,825 31,960 25,807 63,568 60,265 3,301 6,605
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -14,101)
4,095 -46 -6,999 -10,276 -7,576 -13,180 -14,621 -921 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 23.4 28.2 47.8 38.6 95.1 90.1 4.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 11 15 15 15 33 33
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,686
COMMITMENTS
916 472 3,871 48,650 53,910 53,437 58,253 14,250 9,433
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,864)
90 101 -3 2,331 2,648 2,418 2,746 446 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 5.7 71.9 79.6 78.9 86.1 21.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 18 18 21 21
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,014
COMMITMENTS
1,067 10,820 3,293 14,293 4,983 18,653 19,096 1,361 918
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -8,554)
-1,593 -2,754 -2,381 -5,169 -3,730 -9,143 -8,866 589 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 54.1 16.5 71.4 24.9 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 6 14 10 23 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,911
COMMITMENTS
28,669 3,330 2,574 7,564 33,942 38,807 39,846 2,103 1,064
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -2,970)
-2,932 208 45 76 -3,191 -2,811 -2,938 -159 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 8.1 6.3 18.5 83.0 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
77 31 18 34 40 118 86
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,006
COMMITMENTS
42,309 8,920 1,465 14,628 49,428 58,402 59,813 4,604 3,193
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,963)
-1,322 2,768 36 -621 -5,144 -1,908 -2,341 -55 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 14.2 2.3 23.2 78.4 92.7 94.9 7.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
79 42 19 36 37 124 95
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,927
COMMITMENTS
77,119 32,711 40,318 132,382 178,908 249,818 251,936 19,109 16,991
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 13,326)
3,354 -265 3,980 4,744 10,070 12,079 13,785 1,247 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 12.2 15.0 49.2 66.5 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 37 56 74 91 163 161
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,010
COMMITMENTS
3,629 640 1,063 4,297 7,391 8,989 9,094 4,021 3,916
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 164)
33 0 -3 0 -16 30 -19 134 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.9 8.2 33.0 56.8 69.1 69.9 30.9 30.1
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,674
COMMITMENTS
0 0 0 14,601 12,496 14,601 12,496 1,073 3,178
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,562)
0 0 0 3,156 1,976 3,156 1,976 406 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 79.7 93.2 79.7 6.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 17 14 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,394
COMMITMENTS
0 0 0 10,372 10,423 10,372 10,423 1,022 971
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 939)
0 0 0 1,035 860 1,035 860 -96 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 91.5 91.0 91.5 9.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 20 20 20
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,464
COMMITMENTS
9,254 1,439 75 7,041 14,437 16,370 15,951 2,094 2,513
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 906)
1,398 0 0 -737 1,231 661 1,231 245 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 7.8 0.4 38.1 78.2 88.7 86.4 11.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 16 16 18
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,406
COMMITMENTS
4,163 3,897 3,206 6,973 7,288 14,342 14,391 64 15
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 941)
80 717 5 856 219 941 941 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 27.1 22.3 48.4 50.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 7 8 5 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,795
COMMITMENTS
798 836 900 6,037 5,887 7,735 7,623 60 172
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 400)
250 0 0 200 450 450 450 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.7 11.5 77.4 75.5 99.2 97.8 0.8 2.2
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,645
COMMITMENTS
7,082 1,446 1,150 60,851 66,641 69,083 69,237 562 408
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,363)
430 712 0 3,933 3,918 4,363 4,630 0 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.1 1.7 87.4 95.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 2 42 38 51 43
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,791
COMMITMENTS
1,779 0 43 9,861 11,688 11,683 11,731 108 60
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 16)
50 0 -5 -83 21 -38 16 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.4 83.6 99.1 99.1 99.5 0.9 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,726
COMMITMENTS
668 5,410 615 47,422 42,701 48,705 48,726 21 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 570)
0 -75 0 570 645 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.1 1.3 97.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 31 20 34 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,836
COMMITMENTS
565 1,501 60 10,021 9,050 10,646 10,611 190 225
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 75)
0 -50 0 75 125 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.9 0.6 92.5 83.5 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,503
COMMITMENTS
2,179 4,936 1,229 28,793 25,412 32,201 31,577 302 926
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 140)
155 -489 -52 37 767 140 226 0 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 15.2 3.8 88.6 78.2 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 10 5 43 36 52 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,094
COMMITMENTS
364 435 0 5,538 5,207 5,902 5,642 192 452
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -135 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.1 0.0 90.9 85.4 96.8 92.6 3.2 7.4
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,491
COMMITMENTS
354 829 226 10,821 10,210 11,401 11,265 90 226
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 732)
267 -93 -7 481 812 741 712 -9 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.2 2.0 94.2 88.9 99.2 98.0 0.8 2.0
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 3,271
COMMITMENTS
956 165 275 1,990 2,691 3,221 3,131 50 140
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 720)
115 0 50 595 700 760 750 -40 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 5.0 8.4 60.8 82.3 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 4 7 26 25 38 33
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,234
COMMITMENTS
2,023 1,017 255 21,593 22,947 23,871 24,219 4,363 4,015
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,572)
54 21 -282 970 359 742 98 830 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.6 0.9 76.5 81.3 84.5 85.8 15.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 22 20 24
Updated November 22, 2013