GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,172
COMMITMENTS
786 0 503 47,785 48,327 49,074 48,830 98 342
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,094)
-32 0 32 6,105 6,073 6,105 6,105 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.0 97.2 98.3 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 1 45 44 47 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,396
COMMITMENTS
0 0 0 12,233 12,281 12,233 12,281 163 115
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 99)
0 0 0 99 99 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 29 28 29 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,781
COMMITMENTS
102 352 201 9,444 8,966 9,747 9,519 1,034 1,262
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -57)
-3 5 10 -38 -100 -31 -85 -26 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 1.9 87.6 83.2 90.4 88.3 9.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 34 41 38 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,339
COMMITMENTS
793 43 67 6,009 6,262 6,869 6,372 470 967
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 670)
57 -40 -40 624 722 641 642 29 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.6 0.9 81.9 85.3 93.6 86.8 6.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 3 47 52 52 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,961
COMMITMENTS
0 0 0 3,049 2,424 3,049 2,424 912 1,537
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 61)
0 0 0 61 42 61 42 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.0 61.2 77.0 61.2 23.0 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 19 17 19
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
360 494 90 2,133 2,321 2,583 2,905 564 242
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 54)
0 95 0 49 -25 49 70 5 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 15.7 2.9 67.8 73.8 82.1 92.3 17.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 19 24 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,206
COMMITMENTS
0 140 101 1,637 1,686 1,738 1,927 468 279
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 81)
0 -30 20 70 89 90 79 -9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 4.6 74.2 76.4 78.8 87.4 21.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 21 23 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,993
COMMITMENTS
0 0 0 8,948 8,706 8,948 8,706 45 287
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 809)
0 0 0 809 804 809 804 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 96.8 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 18 24 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,887
COMMITMENTS
0 917 436 20,451 19,534 20,887 20,887 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 595)
0 -32 0 595 627 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.1 97.9 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 26 27 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,174
COMMITMENTS
50,809 29,364 73,806 195,546 234,755 320,161 337,925 47,013 29,250
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -4,301)
3,475 3,663 2,472 -15,220 -11,243 -9,272 -5,107 4,972 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.0 20.1 53.3 63.9 87.2 92.0 12.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
38 27 46 83 87 150 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 84,383
COMMITMENTS
485 7,502 32,783 48,605 42,829 81,874 83,114 2,509 1,269
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,334)
-45 565 7,988 -10,209 -10,908 -2,266 -2,355 -68 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.9 38.9 57.6 50.8 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 10 17 17 27 27
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,331
COMMITMENTS
385 405 115 14,831 14,704 15,331 15,224 0 107
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,452)
50 100 0 1,402 1,252 1,452 1,352 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.6 0.8 96.7 95.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 3 43 45 48 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,911
COMMITMENTS
1,011 615 200 6,590 6,986 7,801 7,801 110 110
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 935)
600 -300 200 85 985 885 885 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.8 2.5 83.3 88.3 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 1 21 21 26 25
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,610
COMMITMENTS
0 0 0 1,560 1,610 1,560 1,610 50 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,021,824
COMMITMENTS
143,804 306,135 382,605 427,015 285,669 953,424 974,409 68,400 47,415
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -21,086)
-9,319 -10,958 4,761 -11,218 -8,399 -15,776 -14,596 -5,311 -6,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 30.0 37.4 41.8 28.0 93.3 95.4 6.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
80 135 145 96 84 268 283
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,807,836
COMMITMENTS
72,376 99,025 643,373 1086581 1058907 1802330 1801305 5,506 6,531
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -5,530)
382 -8,990 2,719 -8,556 1,031 -5,455 -5,239 -75 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.5 35.6 60.1 58.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
40 32 60 68 65 138 127
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 23,946
COMMITMENTS
4,692 4,272 10,527 6,006 6,338 21,226 21,137 2,721 2,809
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.8 44.0 25.1 26.5 88.6 88.3 11.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 10 6 7 16 19
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,450
COMMITMENTS
25,915 23,697 18,257 11,334 14,060 55,506 56,014 944 436
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,130)
4,080 2,941 631 -579 402 4,132 3,975 -2 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 42.0 32.3 20.1 24.9 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 16 12 16 30 35
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,031
COMMITMENTS
1,098 9,424 2,718 57,321 46,491 61,137 58,633 2,894 5,398
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 458)
-304 0 0 0 0 -304 0 762 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.7 4.2 89.5 72.6 95.5 91.6 4.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 13 18 16 21
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,750
COMMITMENTS
3,739 3,564 681 48,868 48,458 53,288 52,703 7,462 8,047
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -226)
0 -480 0 -418 254 -418 -226 192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.9 1.1 80.4 79.8 87.7 86.8 12.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 16 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,833
COMMITMENTS
4,084 0 3,010 81,948 92,036 89,042 95,046 10,791 4,787
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -208)
135 -23 -158 -185 -26 -208 -208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 3.0 82.1 92.2 89.2 95.2 10.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,490,081
COMMITMENTS
464,122 145,985 686,438 1306358 1637128 2456918 2469551 33,163 20,530
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 26,942)
-1,720 5,820 -10,502 38,361 35,542 26,139 30,860 803 -3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.9 27.6 52.5 65.7 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 22 51 105 95 167 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,107,239
COMMITMENTS
190,224 87,655 233,694 678,469 774,553 1102387 1095902 4,852 11,337
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 43,377)
-5,703 -5,345 30,436 19,002 11,661 43,735 36,752 -358 6,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 7.9 21.1 61.3 70.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 20 37 42 40 82 80
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,708
COMMITMENTS
0 45 105 6,067 6,231 6,172 6,381 536 327
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.6 90.4 92.9 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 16 18 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,830
COMMITMENTS
421 1,599 134 18,906 17,816 19,461 19,549 369 281
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -1,590)
124 390 -5 -1,714 -1,985 -1,595 -1,600 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.1 0.7 95.3 89.8 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 5 4 39 43 45 51
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,342
COMMITMENTS
0 285 78 1,380 981 1,458 1,344 884 998
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 172)
0 -28 6 -40 68 -34 46 206 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 3.3 58.9 41.9 62.3 57.4 37.7 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 17 16 18 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,415
COMMITMENTS
80 48 101 728 797 909 946 506 469
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 56)
31 0 -16 21 33 36 17 20 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.4 7.1 51.4 56.3 64.2 66.9 35.8 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 16 18 19 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 200,842
COMMITMENTS
19,772 3,417 22,596 156,381 173,748 198,750 199,761 2,092 1,082
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 642)
878 73 -594 207 1,155 492 635 150 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.7 11.3 77.9 86.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 7 35 33 43 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,845
COMMITMENTS
574 578 2,746 23,249 23,759 26,569 27,083 1,276 762
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -206)
-264 -364 100 34 -50 -130 -314 -76 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 9.9 83.5 85.3 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 21 26 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,158
COMMITMENTS
535 738 290 7,074 7,915 7,899 8,943 2,259 1,215
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 282)
-12 18 12 530 158 530 188 -248 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.3 2.9 69.6 77.9 77.8 88.0 22.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 14 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,145
COMMITMENTS
2,222 2,800 314 22,095 22,385 24,631 25,499 2,514 1,646
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 544)
512 0 0 114 690 626 690 -82 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.3 1.2 81.4 82.5 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 21 19 24 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,949
COMMITMENTS
0 1,594 544 10,628 8,999 11,172 11,137 777 812
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 846)
0 640 224 526 226 750 1,090 96 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 4.6 88.9 75.3 93.5 93.2 6.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 2 21 15 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,655
COMMITMENTS
2,151 0 399 52,042 54,235 54,592 54,634 63 21
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 22)
-84 0 84 22 -62 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.7 95.2 99.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 14 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 927,847
COMMITMENTS
32,918 0 0 894,929 927,847 927,847 927,847 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 14 18 14
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,188
COMMITMENTS
750 0 510 21,695 22,678 22,955 23,188 233 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 2.2 93.6 97.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 11 11 12 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 373,980
COMMITMENTS
16,652 0 9,408 347,920 364,572 373,980 373,980 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 2.5 93.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 10 12 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,501
COMMITMENTS
0 0 0 42,501 42,501 42,501 42,501 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,682
COMMITMENTS
0 0 0 791,682 791,682 791,682 791,682 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 135,315
COMMITMENTS
1,501 0 1,113 132,446 134,202 135,060 135,315 255 0
CHANGES FROM 10/18/11 (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
1.1 0.0 0.8 97.9 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 18 27 20 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,356,538
COMMITMENTS
7,930 30,405 14,886 2333722 2311247 2356538 2356538 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 45,123)
0 3,080 0 45,123 42,043 45,123 45,123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.6 99.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 19 28 21 29
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,746
COMMITMENTS
3,889 1,538 1,203 39,654 42,005 44,746 44,746 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 231)
510 0 0 -279 231 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.4 2.7 88.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 22 30 27
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,094,319
COMMITMENTS
59,820 10,042 13,160 1021339 1071117 1094319 1094319 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 15,040)
5,005 0 0 10,035 15,040 15,040 15,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.9 1.2 93.3 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 25 21 29 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,742
COMMITMENTS
0 1,698 105 52,574 50,684 52,679 52,487 63 255
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 42)
0 42 0 42 0 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 99.7 96.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 18 21 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,026
COMMITMENTS
0 5,977 211 17,815 11,838 18,026 18,026 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -1,055)
-650 625 -405 0 -1,275 -1,055 -1,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 33.2 1.2 98.8 65.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 13 7 14 10
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,223
COMMITMENTS
126 0 0 24,097 24,202 24,223 24,202 0 21
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,441
COMMITMENTS
0 3,558 777 44,517 41,043 45,294 45,378 147 63
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -1,275)
0 -765 0 -1,275 -510 -1,275 -1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 1.7 98.0 90.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 14 15 16 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,451
COMMITMENTS
19,048 0 4,147 11,001 30,304 34,196 34,451 255 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 0.0 12.0 31.9 88.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 9 14 12 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,283
COMMITMENTS
765 365 168 20,287 20,494 21,220 21,028 63 255
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 170)
0 -105 0 107 20 107 -85 63 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.7 0.8 95.3 96.3 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 14 18 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 975,806
COMMITMENTS
23,400 42,136 3,984 948,422 929,686 975,806 975,806 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 385)
-1,536 3,854 1,151 770 -4,620 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 0.4 97.2 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 22 21 25 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,933
COMMITMENTS
110,988 225 26,037 777,908 888,671 914,933 914,933 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 23,475)
0 225 11,625 11,850 11,625 23,475 23,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 2.8 85.0 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 16 13 19 15
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,724
COMMITMENTS
0 6,005 0 131,724 125,719 131,724 131,724 0 0
CHANGES FROM 10/18/11 (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 4.6 0.0 100.0 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,694
COMMITMENTS
195 66 177 24,114 24,238 24,486 24,481 208 213
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 442)
0 0 0 447 442 447 442 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.7 97.7 98.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 4 41 39 45 43
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,669
COMMITMENTS
135 35 130 10,275 10,256 10,540 10,421 129 248
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -3)
0 0 0 45 30 45 30 -48 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 1.2 96.3 96.1 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 19 21 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,550
COMMITMENTS
0 80 0 7,116 7,001 7,116 7,081 434 469
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 195)
0 0 0 165 165 165 165 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.3 92.7 94.3 93.8 5.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 20 25 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,729
COMMITMENTS
0 0 0 10,504 10,563 10,504 10,563 1,225 1,166
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 357)
0 0 0 499 367 499 367 -142 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 90.1 89.6 90.1 10.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 21 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,625,791
COMMITMENTS
344,436 118,960 891,526 1315944 1536758 2551907 2547245 73,884 78,546
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -36,692)
14,298 2,003 -18,201 -39,399 -19,617 -43,301 -35,815 6,608 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.5 34.0 50.1 58.5 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
141 112 198 92 102 333 324
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 227,399
COMMITMENTS
108,578 16,228 20,637 97,003 187,936 226,218 224,801 1,181 2,598
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -24,649)
-4,097 -4,113 -5,562 -15,194 -14,196 -24,853 -23,872 204 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 7.1 9.1 42.7 82.6 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 13 18 27 26 46 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,881
COMMITMENTS
48,287 21,024 5,379 118,183 143,224 171,849 169,627 38,032 40,254
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,729)
-279 2,549 -266 1,261 -710 716 1,573 1,013 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 10.0 2.6 56.3 68.2 81.9 80.8 18.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 9 18 23 29 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,980
COMMITMENTS
18,364 1,827 17,901 70,415 87,946 106,680 107,674 3,300 2,306
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 658)
-171 -1,183 399 527 1,459 756 675 -98 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.7 16.3 64.0 80.0 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 8 23 27 25 57 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 518,795
COMMITMENTS
31,462 4,217 95,834 377,177 403,605 504,473 503,657 14,322 15,138
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,450)
3,533 644 1,417 3,803 6,416 8,753 8,477 -303 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.8 18.5 72.7 77.8 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 3 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,227
COMMITMENTS
500 1,049 350 15,355 14,828 16,205 16,227 22 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 424)
0 0 0 422 424 422 424 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.5 2.2 94.6 91.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 3 32 30 36 36
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,302
COMMITMENTS
3,906 14,826 5,515 62,955 49,815 72,376 70,156 1,926 4,146
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -6,845)
300 -2,431 -6,430 -542 2,152 -6,672 -6,709 -173 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 20.0 7.4 84.7 67.0 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 15 25 22 40 37
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,032
COMMITMENTS
4,061 2,329 3,635 25,371 27,295 33,067 33,259 2,965 2,773
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,834)
731 -1,624 -2,034 -1,775 710 -3,078 -2,948 244 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.5 10.1 70.4 75.8 91.8 92.3 8.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 5 5 16 17 24 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,685
COMMITMENTS
3,327 150 0 10,210 13,330 13,537 13,480 148 205
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 150)
-648 0 0 750 150 102 150 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 1.1 0.0 74.6 97.4 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 17 16 19 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,709
COMMITMENTS
4,527 2,287 8,015 12,692 14,457 25,234 24,758 3,475 3,950
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,106)
-524 440 1,036 1,516 308 2,028 1,783 78 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.0 27.9 44.2 50.4 87.9 86.2 12.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 10 12 12 24 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,019
COMMITMENTS
2,053 3,360 1,992 19,093 17,584 23,138 22,937 881 1,082
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -1,236)
-1,070 281 -163 -20 -1,311 -1,253 -1,192 17 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.0 8.3 79.5 73.2 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 18 13 19 22 34 43
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,523
COMMITMENTS
6,034 843 8,654 62,332 63,851 77,020 73,349 11,503 15,174
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 268)
253 -241 -370 39 760 -77 149 345 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 9.8 70.4 72.1 87.0 82.9 13.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 5 19 20 24 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,458
COMMITMENTS
10,989 4,024 734 7,565 14,303 19,288 19,061 1,170 1,397
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -799)
-791 -346 1 67 -115 -722 -460 -77 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 19.7 3.6 37.0 69.9 94.3 93.2 5.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
44 42 10 26 35 76 84
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,947
COMMITMENTS
25,870 5,622 1,006 9,394 32,228 36,270 38,856 5,677 3,091
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -330)
-306 46 26 -331 -497 -611 -425 281 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 13.4 2.4 22.4 76.8 86.5 92.6 13.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
68 35 11 26 34 98 76
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,263
COMMITMENTS
85,843 23,686 35,632 159,957 229,101 281,431 288,419 19,832 12,844
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,944)
7,682 -684 -1,173 -4,605 1,765 1,905 -92 39 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 7.9 11.8 53.1 76.0 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
80 20 51 75 89 176 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,186
COMMITMENTS
8,308 280 996 7,587 17,295 16,891 18,571 7,295 5,615
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 256)
-244 0 180 146 567 82 747 174 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 1.2 4.1 31.4 71.5 69.8 76.8 30.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 11 17 15 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,855
COMMITMENTS
0 0 0 25,375 24,265 25,375 24,265 480 1,590
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,070)
0 0 0 1,070 500 1,070 500 0 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 93.9 98.1 93.9 1.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,820
COMMITMENTS
100 0 0 6,687 6,800 6,787 6,800 33 20
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.0 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 33 31 34 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,151
COMMITMENTS
300 342 27 54,090 54,303 54,417 54,672 734 479
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,706)
0 -508 2 1,942 1,884 1,944 1,378 -238 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 98.1 98.5 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 2 43 33 46 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,772
COMMITMENTS
0 300 0 15,652 15,447 15,652 15,747 120 25
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 65)
0 0 0 65 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 99.2 97.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 19 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,445
COMMITMENTS
0 3,300 0 6,445 3,145 6,445 6,445 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,210)
0 300 0 1,255 910 1,255 1,210 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 51.2 0.0 100.0 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 0 29 15 29 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,919
COMMITMENTS
164 0 68 5,378 5,761 5,610 5,829 309 90
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -31)
-30 0 30 -31 -61 -31 -31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.1 90.9 97.3 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 16 20 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,848
COMMITMENTS
816 2,436 776 20,251 18,601 21,843 21,813 5 35
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 266)
93 0 -24 222 315 291 291 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.1 3.6 92.7 85.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 5 5 41 41 47 50
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,586
COMMITMENTS
1,414 0 857 11,214 12,625 13,485 13,482 101 104
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 354)
469 0 80 -204 265 345 345 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 6.3 82.5 92.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 2 33 30 37 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,328
COMMITMENTS
11,211 865 733 22,112 32,079 34,056 33,677 272 651
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 653)
-330 0 0 983 653 653 653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 2.5 2.1 64.4 93.4 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 27 36 34 44
Updated October 28, 2011