IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA) OPEN INTEREST: 173,187
COMMITMENTS
18,230 5,195 5,635 149,317 162,357 173,182 173,187 5 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -503)
102 -50 -2 -603 -451 -503 -503 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.0 3.3 86.2 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,923
COMMITMENTS
6,728 1,258 870 40,211 45,728 47,809 47,856 114 67
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,227)
320 305 221 1,662 1,688 2,203 2,214 24 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.6 1.8 83.9 95.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 4 39 45 44 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,309
COMMITMENTS
50 255 30 11,138 10,989 11,218 11,274 91 35
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 261)
0 130 0 246 131 246 261 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 0.3 98.5 97.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 20 28 21 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,848
COMMITMENTS
295 210 248 8,509 8,484 9,052 8,942 796 906
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 704)
94 0 -30 775 857 839 827 -135 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.1 2.5 86.4 86.1 91.9 90.8 8.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 6 33 36 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,240
COMMITMENTS
474 603 261 5,670 5,632 6,405 6,496 835 744
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 332)
100 40 31 197 312 328 383 4 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.3 3.6 78.3 77.8 88.5 89.7 11.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 7 42 46 49 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,382
COMMITMENTS
24 0 155 2,476 2,770 2,655 2,925 727 457
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -44)
-55 0 0 11 -98 -44 -98 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 4.6 73.2 81.9 78.5 86.5 21.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 15 19 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,710
COMMITMENTS
135 200 10 1,840 1,789 1,985 1,999 725 711
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 167)
45 25 0 145 85 190 110 -23 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.4 0.4 67.9 66.0 73.2 73.8 26.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 14 13 16 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,995
COMMITMENTS
161 200 382 4,778 5,045 5,321 5,627 674 368
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 347)
26 6 9 177 323 212 338 135 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 6.4 79.7 84.2 88.8 93.9 11.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 6 42 42 49 48
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,158
COMMITMENTS
0 216 0 7,068 6,942 7,068 7,158 90 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 450)
0 -5 0 450 455 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.7 97.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 13 18 14
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 10,460
COMMITMENTS
347 184 123 9,667 9,939 10,137 10,246 323 214
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 85)
45 -10 0 8 111 53 101 32 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 1.2 92.4 95.0 96.9 98.0 3.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 1 30 27 35 32
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 4,887
COMMITMENTS
775 200 260 3,792 4,337 4,827 4,797 60 90
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 135)
120 40 -40 90 143 170 143 -35 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.1 5.3 77.6 88.7 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 3 26 23 32 29
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,565
COMMITMENTS
0 7,584 333 29,982 22,456 30,315 30,373 250 192
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,089)
0 250 50 1,039 789 1,089 1,089 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.8 1.1 98.1 73.5 99.2 99.4 0.8 0.6
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,609
COMMITMENTS
330 997 82 4,521 4,298 4,933 5,377 676 232
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 155)
-10 -70 30 105 185 125 145 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 17.8 1.5 80.6 76.6 87.9 95.9 12.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 3 25 21 30 25
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,765
COMMITMENTS
45,050 66,805 47,437 170,752 163,360 263,240 277,602 42,526 28,163
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -25,694)
4,105 -3,127 -10,451 -23,179 -9,012 -29,525 -22,591 3,831 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 21.8 15.5 55.8 53.4 86.1 90.8 13.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 36 42 69 75 131 128
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,265,103
COMMITMENTS
279,852 442,958 465,123 455,223 315,776 1200198 1223857 64,905 41,246
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -44,250)
-10,976 -19,390 -13,201 -17,258 -4,798 -41,436 -37,389 -2,815 -6,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 35.0 36.8 36.0 25.0 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
91 113 136 74 65 256 239
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,122,322
COMMITMENTS
66,316 14,118 394,023 657,345 711,523 1117685 1119664 4,637 2,658
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -106,002)
-20,636 -4,418 -43,836 -41,540 -58,724 -106,012 -106,978 10 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.3 35.1 58.6 63.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
43 20 49 59 55 119 107
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 423,465
COMMITMENTS
111,154 92,009 92,029 212,703 235,456 415,887 419,494 7,578 3,971
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 11,630)
6,684 12,888 -1,649 6,788 1,371 11,823 12,610 -193 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 21.7 21.7 50.2 55.6 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 8 33 35 33 76 66
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 76,536
COMMITMENTS
12,481 9,050 46,421 17,448 20,765 76,350 76,237 185 299
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,021)
507 420 3,739 1,774 1,989 6,019 6,148 1 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.8 60.7 22.8 27.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 6 20 14 16 35 38
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 6,334
COMMITMENTS
415 14 1,020 4,884 5,183 6,319 6,217 14 116
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -576)
-497 14 95 -182 -700 -584 -591 8 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 16.1 77.1 81.8 99.8 98.2 0.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 14 14 18 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,552,533
COMMITMENTS
935,019 109,796 632,376 946,621 1777807 2514016 2519979 38,517 32,554
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 13,326)
13,077 11,534 -16,832 21,226 12,917 17,471 7,619 -4,145 5,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 4.3 24.8 37.1 69.6 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
33 19 42 81 74 129 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 757,267
COMMITMENTS
66,952 175,427 152,376 530,858 423,266 750,186 751,069 7,081 6,198
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -98,448)
10,431 -48,430 -40,031 -71,025 -11,113 -100,625 -99,574 2,177 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 23.2 20.1 70.1 55.9 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 25 24 35 32 61 65
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 11,393
COMMITMENTS
1,265 1,595 1,932 8,154 7,370 11,351 10,897 42 496
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -392)
-60 -31 257 -526 -590 -329 -364 -63 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.0 17.0 71.6 64.7 99.6 95.6 0.4 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 82,925
COMMITMENTS
37,053 17,439 17,959 27,190 46,755 82,202 82,153 723 772
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,417)
1,193 1,430 -353 532 275 1,372 1,352 45 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 21.0 21.7 32.8 56.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 17 29 15 15 52 47
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 33,804
COMMITMENTS
5,778 18,014 3,351 24,317 11,696 33,446 33,061 358 743
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -195)
195 -365 70 -530 95 -265 -200 70 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 53.3 9.9 71.9 34.6 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 20 12 11 33 38
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 37,436
COMMITMENTS
1,957 652 2,951 32,067 33,561 36,976 37,164 461 272
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,385)
-258 -122 -616 5,181 4,989 4,307 4,251 79 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.7 7.9 85.7 89.6 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 7 6 42 54 55 65
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,315
COMMITMENTS
164 91 14 1,715 1,642 1,893 1,747 422 568
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 45)
35 21 14 124 79 173 114 -128 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.9 0.6 74.1 70.9 81.8 75.5 18.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 21 21 24 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,443
COMMITMENTS
238 0 61 818 902 1,117 963 326 480
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 74)
50 0 0 25 96 75 96 -1 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 4.2 56.7 62.5 77.4 66.7 22.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 3 16 18 20 21
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,864
COMMITMENTS
454 131 76 3,231 3,565 3,761 3,772 103 92
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 342)
40 46 0 372 345 412 391 -70 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.4 2.0 83.6 92.3 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 3 32 36 38 41
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,006
COMMITMENTS
938 2,348 1,214 52,617 51,156 54,770 54,719 3,236 3,287
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 250)
287 210 -96 398 139 588 252 -339 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.0 2.1 90.7 88.2 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 4 32 34 36 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,515
COMMITMENTS
441 84 255 8,778 9,990 9,474 10,329 1,041 186
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.8 2.4 83.5 95.0 90.1 98.2 9.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 11 14 12 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,972
COMMITMENTS
1,481 0 483 5,232 7,169 7,196 7,652 776 320
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 19)
3 0 -4 -61 22 -61 19 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 6.1 65.6 89.9 90.3 96.0 9.7 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 8,109
COMMITMENTS
1,196 80 284 5,745 6,996 7,225 7,360 884 749
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.0 3.5 70.8 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,522
COMMITMENTS
0 734 1,176 8,500 8,460 9,676 10,370 1,846 1,152
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 10.2 73.8 73.4 84.0 90.0 16.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 20 17 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,898
COMMITMENTS
955 1,055 0 26,432 26,822 27,387 27,877 511 21
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 127 63 127 0 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.8 0.0 94.7 96.1 98.2 99.9 1.8 0.1
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 603,021
COMMITMENTS
4,680 4,680 0 598,341 598,341 603,021 603,021 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,896)
0 0 0 4,896 4,896 4,896 4,896 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,202
COMMITMENTS
1,572 0 0 12,333 13,905 13,905 13,905 297 297
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 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 AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 183,534
COMMITMENTS
16,634 0 0 166,900 183,534 183,534 183,534 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 90.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 12 11 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,868
COMMITMENTS
0 0 0 51,358 51,614 51,358 51,614 510 254
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 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: 22)
0 0 0 12 18 12 18
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 799,199
COMMITMENTS
0 0 0 799,199 799,199 799,199 799,199 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 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 18 16 18
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 100,448
COMMITMENTS
9,625 1,435 2,805 88,018 96,167 100,448 100,407 0 41
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,105)
-771 0 -123 1,999 1,228 1,105 1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.4 2.8 87.6 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 28 24 30 28
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,811,486
COMMITMENTS
534 184,060 29,301 1781651 1598125 1811486 1811486 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,720)
0 -1,618 0 -3,720 -2,102 -3,720 -3,720 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 2 2 28 26 30 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/26/13 |
--------------------------------------------------------------| 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 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,116
COMMITMENTS
3,308 0 3,330 53,478 56,786 60,116 60,116 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 762)
-123 0 0 885 762 762 762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 5.5 89.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 24 21 26 23
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 0 2,048 41,484 43,420 45,468 45,468 255 255
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 -1,020 0 0 1,020 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 4.5 90.7 95.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 22 20 23
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,503
COMMITMENTS
0 100 105 58,357 58,298 58,462 58,503 41 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 546)
-1,275 0 0 1,821 546 546 546 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 99.8 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 23 27 24
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,330
COMMITMENTS
24,878 3,420 43,740 299,712 321,170 368,330 368,330 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,070)
0 0 0 4,070 4,070 4,070 4,070 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,415
COMMITMENTS
0 12,129 48,016 843,399 831,270 891,415 891,415 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,264)
0 0 0 3,264 3,264 3,264 3,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 5.4 94.6 93.3 100.0 100.0 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,259,304
COMMITMENTS
181,321 0 47,842 1030141 1211462 1259304 1259304 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 16,080)
-1,618 0 0 17,698 16,080 16,080 16,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 3.8 81.8 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 22 17 24 19
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 0 408 531,256 663,332 663,740 663,740 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 -28,080 0 0 28,080 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.0 0.1 80.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 18 20 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 12,944 0 672,986 660,042 672,986 672,986 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 -3,111 0 0 3,111 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 24 21 24 22
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 454,880
COMMITMENTS
0 8,720 0 454,880 446,160 454,880 454,880 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 31,256)
0 0 0 31,256 31,256 31,256 31,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 14 16 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,338
COMMITMENTS
209 0 246 4,882 5,091 5,338 5,338 0 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -308)
-81 0 33 -260 -341 -308 -308 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 4.6 91.5 95.4 100.0 100.0 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,116
COMMITMENTS
570 0 567 21,738 22,160 22,875 22,727 241 389
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,869)
25 0 462 1,380 1,409 1,867 1,871 2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 2.5 94.0 95.9 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 4 39 35 45 39
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,944
COMMITMENTS
149 1,275 120 15,455 14,216 15,724 15,611 220 333
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 467)
0 0 0 427 467 427 467 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.0 0.8 96.9 89.2 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 31 26 33 30
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,429
COMMITMENTS
110 769 42 6,002 5,239 6,154 6,050 275 379
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 111)
0 -4 0 111 115 111 111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.0 0.7 93.4 81.5 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 17 12 19 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,128,224
COMMITMENTS
445,168 104,838 727,813 863,045 1207927 2036025 2040578 92,199 87,647
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 26,154)
2,907 7,239 26,035 -6,714 -10,029 22,228 23,245 3,926 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.9 34.2 40.6 56.8 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
145 79 171 89 100 306 289
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,262
COMMITMENTS
28,190 3,865 36,702 22,097 45,282 86,989 85,849 273 1,413
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 10,269)
7,845 3,860 2,031 328 4,465 10,203 10,356 65 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 4.4 42.1 25.3 51.9 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 7 10 11 18 18
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,546
COMMITMENTS
62,012 18,456 556 64,453 113,558 127,021 132,570 32,525 26,976
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,605)
463 -192 0 387 1,416 850 1,224 755 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 11.6 0.3 40.4 71.2 79.6 83.1 20.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 5 19 20 27 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,607
COMMITMENTS
6,304 915 2,554 12,580 18,161 21,438 21,630 1,169 977
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,133)
440 -36 290 417 891 1,146 1,144 -13 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.0 11.3 55.6 80.3 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 3 8 13 13 24 24
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 176,360
COMMITMENTS
22,265 528 17,266 128,286 147,017 167,818 164,811 8,542 11,548
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,435)
-1,146 273 327 -457 -1,912 -1,276 -1,312 -159 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.3 9.8 72.7 83.4 95.2 93.5 4.8 6.5
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,383
COMMITMENTS
14,031 16,040 20,401 30,327 25,012 64,758 61,452 3,625 6,931
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,513)
1,248 408 1,575 -1,633 -796 1,190 1,187 323 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 23.5 29.8 44.3 36.6 94.7 89.9 5.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 10 17 15 15 34 34
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,718
COMMITMENTS
1,429 1,063 4,002 52,117 57,839 57,548 62,905 15,169 9,813
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,032)
513 591 132 3,467 3,929 4,112 4,652 920 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 5.5 71.7 79.5 79.1 86.5 20.9 13.5
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,660
COMMITMENTS
1,439 11,861 3,090 14,828 5,116 19,357 20,067 1,303 593
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 647)
372 1,041 -203 535 133 704 971 -57 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 57.4 15.0 71.8 24.8 93.7 97.1 6.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 3 6 15 11 24 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 38,063
COMMITMENTS
25,590 3,124 1,583 8,875 32,228 36,048 36,935 2,015 1,128
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2,847)
-3,079 -206 -991 1,311 -1,713 -2,759 -2,911 -88 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 8.2 4.2 23.3 84.7 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
79 33 23 31 39 121 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,738
COMMITMENTS
41,137 14,233 1,863 15,732 44,187 58,731 60,282 5,007 3,456
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 732)
-1,172 5,312 397 1,104 -5,241 330 469 402 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 22.3 2.9 24.7 69.3 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
80 44 19 37 36 128 94
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,605
COMMITMENTS
79,152 31,186 34,236 112,506 165,992 225,894 231,414 20,711 15,191
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -22,322)
2,033 -1,524 -6,082 -19,875 -12,916 -23,924 -20,522 1,602 -1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 12.6 13.9 45.6 67.3 91.6 93.8 8.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
64 36 56 75 91 166 162
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,801
COMMITMENTS
3,977 507 1,117 5,621 7,945 10,715 9,569 3,086 4,232
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 791)
348 -133 54 1,324 554 1,726 475 -935 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.7 8.1 40.7 57.6 77.6 69.3 22.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 6 15 14 23 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,119
COMMITMENTS
0 300 0 15,040 13,489 15,040 13,789 1,079 2,330
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 445)
0 300 0 439 993 439 1,293 6 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 93.3 83.7 93.3 85.5 6.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 18 15 19
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 14,303
COMMITMENTS
0 150 0 13,456 12,757 13,456 12,907 847 1,396
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,909)
0 150 0 3,084 2,334 3,084 2,484 -175 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.1 89.2 94.1 90.2 5.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 21 21 21 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,540
COMMITMENTS
9,156 1,564 174 6,985 14,389 16,315 16,127 2,225 2,413
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 76)
-98 125 99 -56 -48 -55 176 131 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 8.4 0.9 37.7 77.6 88.0 87.0 12.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 15 17 17 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,609
COMMITMENTS
3,713 3,764 3,489 7,284 7,328 14,486 14,581 123 28
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 203)
-450 -133 283 311 40 144 190 59 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 25.8 23.9 49.9 50.2 99.2 99.8 0.8 0.2
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,050
COMMITMENTS
1,098 836 750 6,142 6,292 7,990 7,878 60 172
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 255)
300 0 -150 105 405 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.4 9.3 76.3 78.2 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 4 23 26 30 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 74,186
COMMITMENTS
7,082 1,196 1,100 65,442 71,437 73,624 73,733 562 453
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,541)
0 -250 -50 4,591 4,796 4,541 4,496 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.6 1.5 88.2 96.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 2 41 38 50 43
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,226
COMMITMENTS
1,854 0 43 10,221 12,123 12,118 12,166 108 60
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 435)
75 0 0 360 435 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 0.4 83.6 99.2 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,392
COMMITMENTS
643 5,410 615 49,113 44,367 50,371 50,392 21 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,666)
-25 0 0 1,691 1,666 1,666 1,666 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.7 1.2 97.5 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 33 20 36 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 1,476 35 9,971 9,025 10,571 10,536 190 225
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -75)
0 -25 -25 -50 -25 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.7 0.3 92.7 83.9 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 2 23 23 27 29
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,232
COMMITMENTS
2,047 4,214 1,325 28,538 26,367 31,910 31,906 322 326
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -271)
-132 -722 96 -255 955 -291 329 20 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 13.1 4.1 88.5 81.8 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 9 5 43 36 52 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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 5,162 5,902 5,597 192 497
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -45 0 -45 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.1 0.0 90.9 84.7 96.8 91.8 3.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 11 14 13
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,933
COMMITMENTS
300 12 203 1,250 1,718 1,753 1,933 180 0
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.6 10.5 64.7 88.9 90.7 100.0 9.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 10 10 14 12
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,848
COMMITMENTS
104 874 262 11,392 10,456 11,758 11,592 90 256
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 357)
-250 45 36 571 246 357 327 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.4 2.2 96.2 88.3 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 5 4 28 34 32 41
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 3,461
COMMITMENTS
946 250 315 2,140 2,726 3,401 3,291 60 170
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 190)
-10 85 40 150 35 180 160 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.2 9.1 61.8 78.8 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 5 7 26 26 38 35
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,841
COMMITMENTS
4,050 300 1,310 16,893 20,751 22,253 22,361 588 480
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.3 5.7 74.0 90.8 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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,441
COMMITMENTS
2,190 1,098 255 22,681 23,049 25,126 24,402 4,315 5,039
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,207)
167 81 0 1,088 102 1,255 183 -48 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 0.9 77.0 78.3 85.3 82.9 14.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 22 19 24
Updated December 2, 2013