GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,785
COMMITMENTS
533 0 340 47,820 48,146 48,693 48,486 92 299
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -542)
75 0 -104 -513 -438 -542 -542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.7 98.0 98.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 0 1 43 47 46 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,553
COMMITMENTS
0 0 0 14,415 14,453 14,415 14,453 138 100
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,153)
0 -50 0 2,153 2,203 2,153 2,153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 30 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,009
COMMITMENTS
24 293 283 9,744 9,397 10,051 9,973 958 1,036
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 409)
24 12 64 355 295 443 371 -34 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.7 2.6 88.5 85.4 91.3 90.6 8.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 35 40 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,086
COMMITMENTS
621 76 288 5,681 6,004 6,590 6,368 496 718
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 299)
-124 -65 136 267 336 279 407 20 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 1.1 4.1 80.2 84.7 93.0 89.9 7.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 3 49 52 54 57
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,735
COMMITMENTS
0 0 0 3,061 2,296 3,061 2,296 674 1,439
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.0 61.5 82.0 61.5 18.0 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 20 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,133
COMMITMENTS
310 548 96 2,112 2,239 2,518 2,883 615 250
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 86)
0 -15 0 56 81 56 66 30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 17.5 3.1 67.4 71.5 80.4 92.0 19.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 23 22 27 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,377
COMMITMENTS
0 95 15 1,159 925 1,174 1,035 203 342
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 89)
0 40 15 123 145 138 200 -49 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 1.1 84.2 67.2 85.3 75.2 14.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 18 13 19 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,641
COMMITMENTS
58 135 6 1,087 1,137 1,151 1,278 490 363
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -38)
0 -20 0 -51 -89 -51 -109 13 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 8.2 0.4 66.2 69.3 70.1 77.9 29.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 16 15 18
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,466
COMMITMENTS
0 0 0 3,451 3,451 3,451 3,451 15 15
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 655)
0 0 0 655 640 655 640 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,625
COMMITMENTS
0 0 0 9,595 9,308 9,595 9,308 30 317
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -235)
0 0 0 -235 -235 -235 -235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 96.7 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 26 17 26 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,805
COMMITMENTS
0 423 276 27,529 27,106 27,805 27,805 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,906)
0 175 -175 2,081 1,906 1,906 1,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 1.0 99.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 30 29 31 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,748
COMMITMENTS
58,415 37,509 30,405 153,447 193,840 242,267 261,754 44,481 24,994
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -10,826)
-2,609 -357 -6,392 2,011 -4,351 -6,990 -11,100 -3,836 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 13.1 10.6 53.5 67.6 84.5 91.3 15.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 26 40 79 84 148 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,248
COMMITMENTS
950 851 550 12,674 12,697 14,174 14,098 74 150
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 998)
700 271 -100 998 777 1,598 948 -600 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 6.0 3.9 89.0 89.1 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 3 43 46 48 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,049
COMMITMENTS
853 410 100 6,910 7,374 7,863 7,884 186 165
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 200)
-150 100 0 350 200 200 300 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 5.1 1.2 85.8 91.6 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 1 24 21 30 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 991,038
COMMITMENTS
177,646 348,667 329,162 419,168 264,544 925,976 942,373 65,062 48,665
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -5,897)
10,131 2,541 -8,307 -5,877 -3,769 -4,053 -9,535 -1,844 3,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 35.2 33.2 42.3 26.7 93.4 95.1 6.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
87 124 125 88 76 253 261
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,226
COMMITMENTS
0 10,383 2,370 54,601 42,844 56,971 55,597 3,255 4,629
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 576)
0 428 0 870 1,859 870 2,287 -294 -1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.2 3.9 90.7 71.1 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 15 19 18 22
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,794
COMMITMENTS
3,995 3,564 629 45,786 45,841 50,410 50,034 7,384 7,760
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 6.2 1.1 79.2 79.3 87.2 86.6 12.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 16 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,375
COMMITMENTS
2,838 499 2,862 77,677 85,194 83,377 88,555 9,998 4,820
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 167)
-63 499 -77 226 0 86 422 81 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.5 3.1 83.2 91.2 89.3 94.8 10.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 18 22 21 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,598,339
COMMITMENTS
466,697 177,321 737,160 1359916 1661892 2563773 2576373 34,566 21,966
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 61,697)
8,027 17,052 29,095 13,023 4,584 50,145 50,731 11,552 10,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 6.8 28.4 52.3 64.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 26 50 104 92 165 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,146,694
COMMITMENTS
202,247 90,210 245,396 694,571 806,223 1142214 1141829 4,480 4,865
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 35,457)
30,092 -11,195 24,229 -19,630 20,840 34,691 33,874 766 1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 7.9 21.4 60.6 70.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 16 35 42 40 83 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,954
COMMITMENTS
436 1,434 160 18,249 16,992 18,845 18,586 109 368
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 544)
335 27 96 589 438 1,020 561 -476 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 7.6 0.8 96.3 89.6 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 8 6 39 45 47 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,669
COMMITMENTS
30 156 203 1,776 1,601 2,009 1,960 660 709
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 308)
30 -7 -13 515 424 532 404 -224 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.8 7.6 66.5 60.0 75.3 73.4 24.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 22 25 26
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,437
COMMITMENTS
128 0 0 1,034 1,146 1,162 1,146 275 291
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 126)
50 0 -5 230 191 275 186 -149 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 0.0 72.0 79.7 80.9 79.7 19.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 24 21 26 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,732
COMMITMENTS
23,410 180 2,642 29,219 53,639 55,271 56,461 2,461 1,271
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 745)
314 0 -19 248 812 543 793 202 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 0.3 4.6 50.6 92.9 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 3 35 29 39 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,809
COMMITMENTS
80 1,106 1,250 13,299 12,967 14,629 15,323 1,180 486
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 92)
40 -126 -34 59 249 65 89 27 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.0 7.9 84.1 82.0 92.5 96.9 7.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 22 22 25 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,771
COMMITMENTS
742 720 428 7,484 9,024 8,654 10,172 2,117 599
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 34)
10 0 0 24 10 34 10 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 6.7 4.0 69.5 83.8 80.3 94.4 19.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 16 18 19
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,041
COMMITMENTS
3,314 352 88 7,720 10,520 11,122 10,960 919 1,081
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 180)
120 120 0 -60 300 60 420 120 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 2.9 0.7 64.1 87.4 92.4 91.0 7.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 13 15 16 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,386
COMMITMENTS
2,678 3,190 238 22,999 22,516 25,915 25,944 2,471 2,442
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 466)
-120 0 0 454 214 334 214 132 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 11.2 0.8 81.0 79.3 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 23 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,741
COMMITMENTS
4,248 168 570 4,632 8,601 9,450 9,339 1,291 1,402
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 811)
480 150 90 201 399 771 639 40 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 1.6 5.3 43.1 80.1 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 16 19 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,982
COMMITMENTS
0 1,788 592 11,294 9,976 11,886 12,356 1,096 626
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 322)
0 278 -30 330 66 300 314 22 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.8 4.6 87.0 76.8 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 20 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,841
COMMITMENTS
0 0 0 62,799 62,841 62,799 62,841 42 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 7,815)
0 0 0 7,967 7,815 7,967 7,815 -152 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,052,688
COMMITMENTS
0 0 0 1052688 1052688 1052688 1052688 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 134,058)
0 0 0 136,817 134,058 136,817 134,058 -2,759 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 28)
0 0 0 19 17 19 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,541
COMMITMENTS
105 21,126 0 36,436 15,415 36,541 36,541 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,335)
0 1,785 0 4,335 2,550 4,335 4,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 57.8 0.0 99.7 42.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 8 14 9
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 342,972
COMMITMENTS
0 0 0 342,972 342,972 342,972 342,972 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,309
COMMITMENTS
0 0 0 39,309 39,309 39,309 39,309 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 23)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 727,626
COMMITMENTS
0 0 0 727,626 727,626 727,626 727,626 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,614
COMMITMENTS
210 0 0 127,149 127,614 127,359 127,614 255 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 16 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,170,823
COMMITMENTS
7,930 0 0 2162893 2170823 2170823 2170823 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 19 29 20 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,727
COMMITMENTS
1,275 1,894 2,047 49,405 48,786 52,727 52,727 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,432)
0 -1,150 640 3,792 4,942 4,432 4,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.6 3.9 93.7 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 2 29 24 32 28
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,192,553
COMMITMENTS
46,920 55,450 9,285 1136348 1127818 1192553 1192553 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.6 0.8 95.3 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 27 23 30 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,489
COMMITMENTS
0 612 0 53,447 52,622 53,447 53,234 42 255
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 99.9 98.4 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 18 20 20
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,005
COMMITMENTS
0 4,932 294 17,711 12,779 18,005 18,005 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 27.4 1.6 98.4 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 8 14 10
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,691
COMMITMENTS
126 0 0 24,565 24,691 24,691 24,691 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,061)
0 0 0 2,061 2,061 2,061 2,061 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,437
COMMITMENTS
2,550 855 420 43,341 45,162 46,311 46,437 126 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.8 0.9 93.3 97.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 16 19 18 20
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,228
COMMITMENTS
18,583 0 2,917 13,473 32,311 34,973 35,228 255 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,785)
1,785 0 0 0 1,785 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 0.0 8.3 38.2 91.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 10 15 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,784
COMMITMENTS
765 196 147 17,064 18,186 17,976 18,529 808 255
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 256)
0 0 0 0 256 0 256 256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.0 0.8 90.8 96.8 95.7 98.6 4.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 14 16 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,723
COMMITMENTS
23,400 40,941 1,224 946,099 928,558 970,723 970,723 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,704)
0 0 0 4,704 4,704 4,704 4,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.2 0.1 97.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 22 22 24 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 980,219
COMMITMENTS
89,980 0 0 890,239 980,219 980,219 980,219 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
-3,875 0 0 3,875 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 0.0 90.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 16 19 16
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,780
COMMITMENTS
0 3,965 0 131,780 127,815 131,780 131,780 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 12 11 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,437
COMMITMENTS
280 56 112 21,897 22,099 22,289 22,267 148 170
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 512)
20 0 25 485 481 530 506 -18 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.2 0.5 97.6 98.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 4 40 40 45 44
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,446
COMMITMENTS
150 0 0 10,040 9,923 10,190 9,923 256 523
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 144)
0 0 0 171 55 171 55 -27 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 96.1 95.0 97.5 95.0 2.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 20 18 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,243
COMMITMENTS
0 0 0 6,980 6,948 6,980 6,948 263 295
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 193)
0 -70 0 138 208 138 138 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.4 95.9 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 22 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,612
COMMITMENTS
0 0 0 8,947 9,408 8,947 9,408 1,665 1,204
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 134)
0 -20 -5 -127 109 -132 84 266 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.3 88.7 84.3 88.7 15.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 21 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,295,618
COMMITMENTS
313,952 156,606 329,069 573,814 751,277 1216835 1236952 78,783 58,666
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -61,507)
-7,166 8,895 -10,288 -42,689 -43,245 -60,143 -44,638 -1,364 -16,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 12.1 25.4 44.3 58.0 93.9 95.5 6.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
114 83 129 88 105 267 260
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,450
COMMITMENTS
47,194 15,455 5,038 117,475 141,682 169,707 162,175 37,743 45,275
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,427)
1,400 -2,231 -254 878 1,235 2,024 -1,250 1,403 4,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 7.4 2.4 56.6 68.3 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 8 20 23 30 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,816
COMMITMENTS
525 766 125 14,888 14,648 15,538 15,539 278 277
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,942)
0 0 0 1,686 1,666 1,686 1,666 256 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.8 0.8 94.1 92.6 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 31 28 34 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,294
COMMITMENTS
2,898 12,078 1,622 47,590 37,102 52,110 50,802 4,184 5,492
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -14,568)
-1,161 -2,502 -1,294 -13,886 -10,656 -16,341 -14,452 1,773 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 21.5 2.9 84.5 65.9 92.6 90.2 7.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 7 21 16 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,281
COMMITMENTS
2,653 2,892 200 22,204 20,501 25,057 23,593 2,224 3,688
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 503)
-52 0 0 255 198 203 198 300 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 10.6 0.7 81.4 75.1 91.8 86.5 8.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 1 13 15 16 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,185
COMMITMENTS
2,627 100 0 8,510 11,035 11,137 11,135 48 50
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 0 -30 0 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 0.9 0.0 76.1 98.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,793
COMMITMENTS
11,102 4,948 330 7,133 12,984 18,565 18,262 1,228 1,531
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 946)
-388 934 -34 1,329 -503 907 397 39 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 25.0 1.7 36.0 65.6 93.8 92.3 6.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 39 6 30 33 74 77
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,807
COMMITMENTS
27,062 6,259 249 6,112 29,708 33,423 36,216 5,384 2,591
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 255)
291 1,237 -4 228 -941 515 292 -260 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 16.1 0.6 15.7 76.6 86.1 93.3 13.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
67 36 6 18 33 87 73
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,769
COMMITMENTS
78,871 26,866 29,387 159,764 214,731 268,022 270,984 17,747 14,785
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -11,780)
-3,180 961 944 -7,402 -15,450 -9,638 -13,545 -2,142 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 9.4 10.3 55.9 75.1 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
65 28 47 83 84 174 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,788
COMMITMENTS
8,527 0 963 7,310 15,954 16,800 16,917 5,988 5,871
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 203)
-259 0 117 380 94 238 211 -35 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 0.0 4.2 32.1 70.0 73.7 74.2 26.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 3 13 17 18 20
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,705
COMMITMENTS
0 0 0 24,210 22,765 24,210 22,765 495 1,940
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 92.1 98.0 92.1 2.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 17 12 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,594
COMMITMENTS
0 170 0 6,574 6,404 6,574 6,574 20 20
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 200)
0 170 0 200 30 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.0 99.7 97.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 30 27 30 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,920
COMMITMENTS
525 119 51 58,444 59,257 59,020 59,427 900 493
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 4,736)
-400 -117 0 5,126 4,932 4,726 4,815 10 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.2 0.1 97.5 98.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 2 44 33 48 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,800
COMMITMENTS
0 50 19 14,661 14,731 14,680 14,800 120 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,616)
0 0 0 1,616 1,616 1,616 1,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.1 99.1 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 16 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,095
COMMITMENTS
450 2,500 0 5,645 3,595 6,095 6,095 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 325)
450 25 0 325 300 775 325 -450 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 41.0 0.0 92.6 59.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 0 25 18 26 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,196
COMMITMENTS
0 76 87 4,646 4,901 4,733 5,064 463 132
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -175)
0 -232 0 -200 -15 -200 -247 25 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 1.7 89.4 94.3 91.1 97.5 8.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 17 21 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,248
COMMITMENTS
620 3,633 1,099 23,509 20,438 25,228 25,170 20 78
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,381)
-990 -326 230 2,141 1,477 1,381 1,381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 14.4 4.4 93.1 80.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 6 4 41 43 45 51
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,883
COMMITMENTS
1,908 1,720 0 3,911 3,939 5,819 5,659 64 224
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 0)
0 -150 0 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 29.2 0.0 66.5 67.0 98.9 96.2 1.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,944
COMMITMENTS
1,738 480 970 10,143 11,413 12,851 12,863 93 81
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 588)
-15 362 -94 722 437 613 705 -25 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 3.7 7.5 78.4 88.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 3 33 32 39 36
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,081
COMMITMENTS
10,929 1,550 1,076 22,834 31,982 34,839 34,608 242 473
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 389)
0 -125 -25 414 539 389 389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 4.4 3.1 65.1 91.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 28 39 35 47
Updated November 28, 2011