GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,327
COMMITMENTS
458 0 444 48,333 48,584 49,235 49,028 92 299
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,524)
125 -25 -81 1,480 1,625 1,524 1,519 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.9 98.0 98.5 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 1 41 45 44 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,400
COMMITMENTS
0 50 0 12,262 12,250 12,262 12,300 138 100
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 551)
0 50 0 551 501 551 551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.9 98.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 26 23 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,600
COMMITMENTS
0 281 219 9,389 9,102 9,608 9,602 992 998
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 514)
0 -37 30 603 666 633 659 -119 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.1 88.6 85.9 90.6 90.6 9.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 3 35 40 38 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,787
COMMITMENTS
745 141 152 5,414 5,668 6,311 5,961 476 826
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 326)
-46 -10 57 257 198 268 245 58 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.1 2.2 79.8 83.5 93.0 87.8 7.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 3 2 47 52 51 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,047
COMMITMENTS
310 563 96 2,056 2,158 2,462 2,817 585 230
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 170)
0 50 0 92 115 92 165 78 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 18.5 3.2 67.5 70.8 80.8 92.5 19.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 22 22 26 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,679
COMMITMENTS
58 155 6 1,138 1,226 1,202 1,387 477 292
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 38)
0 0 0 33 53 33 53 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.2 0.4 67.8 73.0 71.6 82.6 28.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 17 15 19
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,811
COMMITMENTS
0 0 0 2,796 2,811 2,796 2,811 15 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,860
COMMITMENTS
0 0 0 9,830 9,543 9,830 9,543 30 317
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 121)
0 0 0 121 121 121 121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 96.8 99.7 96.8 0.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 16 26 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,899
COMMITMENTS
0 248 451 25,448 25,200 25,899 25,899 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,910)
0 -90 90 4,820 4,910 4,910 4,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.7 98.3 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 29 28 30 30
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 369,272
COMMITMENTS
58,768 33,047 77,243 182,469 232,168 318,479 342,458 50,793 26,814
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -1,564)
289 -1,977 10,085 -4,018 1,341 6,356 9,448 -7,921 -11,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.9 20.9 49.4 62.9 86.2 92.7 13.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
49 26 45 83 97 160 146
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 78,052
COMMITMENTS
78 5,668 30,225 45,420 40,847 75,722 76,741 2,330 1,312
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,778)
-67 751 6,807 2,419 2,657 9,159 10,215 -4,381 -5,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 38.7 58.2 52.3 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 10 17 17 27 27
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,250
COMMITMENTS
250 580 650 11,676 11,920 12,576 13,150 674 100
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -3,882)
-185 375 -115 -4,256 -4,235 -4,556 -3,975 674 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.4 4.9 88.1 90.0 94.9 99.2 5.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 3 43 42 47 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,849
COMMITMENTS
1,003 310 100 6,560 7,174 7,663 7,584 186 265
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 510)
-174 -100 0 600 435 426 335 84 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.9 1.3 83.6 91.4 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 1 23 20 29 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,038,447
COMMITMENTS
171,209 352,394 358,976 435,101 279,676 965,285 991,045 73,162 47,401
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 33,544)
23,130 43,688 5,374 5,976 835 34,481 49,897 -937 -16,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 33.9 34.6 41.9 26.9 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
94 130 139 91 82 268 277
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,893,020
COMMITMENTS
78,447 106,745 695,490 1113985 1083723 1887922 1885958 5,097 7,061
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 150,453)
13,290 18,706 80,457 58,711 52,098 152,458 151,261 -2,005 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.6 36.7 58.8 57.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
38 28 54 67 63 130 120
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 21,216
COMMITMENTS
10,616 9,182 4,667 3,605 5,014 18,888 18,863 2,328 2,354
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 43.3 22.0 17.0 23.6 89.0 88.9 11.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 11 6 7 18 20
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 63,953
COMMITMENTS
29,762 28,707 21,295 11,366 12,967 62,422 62,969 1,531 984
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,650)
4,486 5,225 951 -445 -1,236 4,993 4,940 658 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 44.9 33.3 17.8 20.3 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 11 16 11 16 28 35
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,650
COMMITMENTS
0 9,955 2,370 53,731 40,985 56,101 53,310 3,549 6,340
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 427)
-618 1,299 232 -362 -2,691 -748 -1,160 1,175 1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 4.0 90.1 68.7 94.1 89.4 5.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 13 17 16 20
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: -60)
-156 0 48 0 -108 -108 -60 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,008
COMMITMENTS
2,692 71 3,148 79,251 86,714 85,091 89,933 9,917 5,075
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 329)
-369 71 238 460 -836 329 -527 0 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.1 3.3 83.4 91.3 89.6 94.7 10.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 19 22 22 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,536,642
COMMITMENTS
458,670 160,269 708,065 1346893 1657308 2513628 2525642 23,014 11,000
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 126,212)
40,047 10,149 70,822 84,832 77,745 195,701 158,716 -69,489 -32,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.3 27.9 53.1 65.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 25 48 102 92 161 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,111,237
COMMITMENTS
172,155 101,405 221,167 714,201 785,383 1107523 1107955 3,714 3,282
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 22,686)
8,776 583 -887 14,961 24,001 22,850 23,697 -164 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.1 19.9 64.3 70.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 17 35 40 40 78 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,650
COMMITMENTS
101 1,407 64 17,873 16,772 18,038 18,243 611 407
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 524)
-1 127 -81 645 488 563 534 -39 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.5 0.3 95.8 89.9 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 7 4 39 46 44 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,361
COMMITMENTS
0 163 216 1,261 1,177 1,477 1,556 884 805
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 246)
0 -6 31 221 306 252 331 -6 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 9.1 53.4 49.9 62.6 65.9 37.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 19 19 22 23
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,311
COMMITMENTS
78 0 5 804 955 887 960 424 351
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 58)
0 0 0 173 116 173 116 -115 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.4 61.3 72.8 67.7 73.2 32.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 19 20 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 203,241
COMMITMENTS
18,236 2,960 26,390 155,362 171,954 199,988 201,303 3,254 1,938
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 8,837)
-1,505 43 4,694 4,987 4,029 8,177 8,766 661 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.5 13.0 76.4 84.6 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 35 32 41 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,039
COMMITMENTS
1,990 1,297 3,127 24,769 26,133 29,886 30,556 1,153 483
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,950)
1,264 373 228 1,464 2,345 2,956 2,946 -6 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.2 10.1 79.8 84.2 96.3 98.4 3.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 23 26 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,777
COMMITMENTS
732 720 428 7,500 9,054 8,660 10,202 2,117 575
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 410)
222 -138 138 24 698 384 698 26 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 6.7 4.0 69.6 84.0 80.4 94.7 19.6 5.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,362
COMMITMENTS
3,379 232 236 7,928 10,552 11,542 11,020 820 1,342
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 130)
257 0 -44 -38 152 174 108 -44 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.9 1.9 64.1 85.4 93.4 89.1 6.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 15 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,920
COMMITMENTS
2,798 3,190 238 22,545 22,302 25,581 25,730 2,339 2,190
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 218)
8 0 10 83 224 101 234 117 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.4 0.9 80.7 79.9 91.6 92.2 8.4 7.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,930
COMMITMENTS
3,768 18 480 4,431 8,202 8,679 8,700 1,251 1,230
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 522)
240 18 480 162 162 882 660 -360 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 0.2 4.8 44.6 82.6 87.4 87.6 12.6 12.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,660
COMMITMENTS
0 1,510 622 10,964 9,910 11,586 12,042 1,074 618
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 516)
0 616 -176 668 76 492 516 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 4.9 86.6 78.3 91.5 95.1 8.5 4.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,026
COMMITMENTS
0 0 0 54,832 55,026 54,832 55,026 194 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,532)
0 0 0 1,380 1,532 1,380 1,532 152 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 918,630
COMMITMENTS
0 0 0 915,871 918,630 915,871 918,630 2,759 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 27,095)
0 0 0 24,336 27,095 24,336 27,095 2,759 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 16 19 16
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,206
COMMITMENTS
105 19,341 0 32,101 12,865 32,206 32,206 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 60.1 0.0 99.7 39.9 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (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: 20)
0 0 0 11 11 11 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (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 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (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 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 1,630)
0 0 0 1,630 1,630 1,630 1,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,295
COMMITMENTS
1,275 3,044 1,407 45,613 43,844 48,295 48,295 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,559)
-729 1,821 729 2,559 9 2,559 2,559 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.3 2.9 94.4 90.8 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,033
COMMITMENTS
46,920 55,450 9,285 1112828 1104298 1169033 1169033 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 40,315)
0 0 0 40,315 40,315 40,315 40,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.7 0.8 95.2 94.5 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,234
COMMITMENTS
0 612 0 53,192 52,367 53,192 52,979 42 255
CHANGES FROM 11/08/11 (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
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 609)
0 -294 294 315 609 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,630
COMMITMENTS
126 0 0 22,504 22,630 22,630 22,630 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
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 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 147 105 147 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,443
COMMITMENTS
16,798 0 2,917 13,473 30,526 33,188 33,443 255 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 15)
-750 0 0 765 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 0.0 8.7 40.3 91.3 99.2 100.0 0.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,150
COMMITMENTS
765 1,238 147 18,686 18,510 19,598 19,895 552 255
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 670)
0 546 0 160 124 160 670 510 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.1 0.7 92.7 91.9 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 14 17 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 966,019
COMMITMENTS
23,400 40,941 1,224 941,395 923,854 966,019 966,019 0 0
CHANGES FROM 11/08/11 (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 TRADER
2.4 4.2 0.1 97.5 95.6 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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
93,855 0 0 886,364 980,219 980,219 980,219 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -408)
0 0 0 -408 -408 -408 -408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 90.4 100.0 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 11/08/11 (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 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
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,034
COMMITMENTS
413 1,705 953 9,642 8,342 11,008 11,000 26 34
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 605)
294 268 -91 403 429 606 606 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 15.5 8.6 87.4 75.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 15 17 20 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,925
COMMITMENTS
260 56 87 21,412 21,618 21,759 21,761 166 164
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 206)
50 0 0 156 204 206 204 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.4 97.7 98.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 3 39 40 43 43
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,302
COMMITMENTS
150 0 0 9,869 9,868 10,019 9,868 283 434
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 437)
-87 0 -25 473 398 361 373 76 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.8 95.8 97.3 95.8 2.7 4.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,050
COMMITMENTS
0 70 0 6,842 6,740 6,842 6,810 208 240
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 336)
0 0 0 221 186 221 186 115 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.0 95.6 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 21 23 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,478
COMMITMENTS
0 20 5 9,074 9,299 9,079 9,324 1,399 1,154
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -129)
0 20 5 -200 -256 -195 -231 66 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 86.6 88.7 86.6 89.0 13.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 21 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,252,017
COMMITMENTS
349,169 110,944 722,513 1091413 1333275 2163095 2166732 88,922 85,284
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -352,443)
6,822 2,478 -131,764 -210,135 -204,652 -335,078 -333,937 -17,365 -18,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.9 32.1 48.5 59.2 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
137 85 162 88 101 301 282
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,511
COMMITMENTS
102,933 16,066 21,750 89,793 175,471 214,476 213,287 1,035 2,225
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,292)
2,805 -858 -2,158 -4,976 -1,032 -4,328 -4,047 36 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 7.5 10.1 41.7 81.4 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 12 16 27 26 45 46
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,023
COMMITMENTS
45,794 17,686 5,292 116,597 140,447 167,683 163,425 36,340 40,598
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,442)
678 81 255 1,553 1,214 2,486 1,550 956 1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 8.7 2.6 57.1 68.8 82.2 80.1 17.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 9 19 22 30 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,961
COMMITMENTS
17,587 1,549 8,643 48,819 65,678 75,049 75,870 2,912 2,091
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -34,684)
-2,377 376 -8,167 -22,253 -26,008 -32,797 -33,798 -1,887 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.0 11.1 62.6 84.2 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 5 12 22 23 39 37
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 536,301
COMMITMENTS
38,555 2,676 94,723 389,660 423,392 522,938 520,791 13,363 15,510
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 21,652)
3,573 -45 3,566 14,065 17,921 21,204 21,441 448 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 17.7 72.7 78.9 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 2 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,874
COMMITMENTS
525 766 125 13,202 12,982 13,852 13,873 22 1
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,743)
0 -450 0 1,743 2,192 1,743 1,742 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.5 0.9 95.2 93.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 29 28 32 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,862
COMMITMENTS
4,059 14,580 2,916 61,476 47,758 68,451 65,254 2,411 5,608
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,408)
71 -357 -1,760 -2,777 -3,093 -4,466 -5,210 58 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 20.6 4.1 86.8 67.4 96.6 92.1 3.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 11 26 23 38 34
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,778
COMMITMENTS
2,705 2,892 200 21,949 20,303 24,854 23,395 1,924 3,383
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -8,843)
-317 -3,713 -113 -7,217 -5,383 -7,647 -9,209 -1,196 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.8 0.7 82.0 75.8 92.8 87.4 7.2 12.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,215
COMMITMENTS
2,627 100 0 8,540 11,035 11,167 11,135 48 80
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.9 0.0 76.1 98.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 17 18 18
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,572
COMMITMENTS
3,277 4,346 7,697 12,016 10,848 22,990 22,891 4,582 4,681
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -69)
-178 1,605 24 884 -1,206 729 422 -798 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.8 27.9 43.6 39.3 83.4 83.0 16.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 10 9 11 10 22 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,538
COMMITMENTS
2,534 2,084 1,295 13,321 14,360 17,151 17,739 1,388 799
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,750)
-1,055 -130 -837 -3,170 -3,395 -5,062 -4,362 312 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.2 7.0 71.9 77.5 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 6 14 15 23 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,847
COMMITMENTS
7,130 729 8,494 68,341 71,002 83,965 80,225 11,882 15,622
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,438)
699 -551 89 4,820 5,449 5,608 4,986 -170 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 8.9 71.3 74.1 87.6 83.7 12.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 5 17 19 23 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,308
COMMITMENTS
11,509 3,755 898 6,805 14,683 19,211 19,336 1,096 972
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -730)
270 79 -79 -613 -452 -422 -452 -308 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 18.5 4.4 33.5 72.3 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
46 41 15 31 36 84 85
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,236
COMMITMENTS
27,483 4,978 963 9,065 34,594 37,511 40,534 5,725 2,702
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -867)
-105 -184 -37 -502 -381 -643 -601 -223 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 11.5 2.2 21.0 80.0 86.8 93.8 13.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
69 32 10 24 35 96 74
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 319,441
COMMITMENTS
82,277 24,416 38,257 178,710 243,493 299,243 306,165 20,198 13,276
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 15,541)
1,498 3,268 4,487 13,753 9,913 19,738 17,669 -4,197 -2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.6 12.0 55.9 76.2 93.7 95.8 6.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
70 26 57 87 93 181 159
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,585
COMMITMENTS
8,786 0 846 6,930 15,860 16,562 16,706 6,023 5,879
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,564)
1,734 0 -150 -116 1,591 1,468 1,441 96 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 0.0 3.7 30.7 70.2 73.3 74.0 26.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 3 10 16 15 19
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,855
COMMITMENTS
0 0 0 24,360 22,915 24,360 22,915 495 1,940
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -515)
0 0 0 -515 -335 -515 -335 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 92.2 98.0 92.2 2.0 7.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,394
COMMITMENTS
0 0 0 6,374 6,374 6,374 6,374 20 20
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 30 27 30 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,184
COMMITMENTS
925 236 51 53,318 54,325 54,294 54,612 890 572
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,495)
550 0 0 3,953 4,495 4,503 4,495 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.4 0.1 96.6 98.4 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 2 41 33 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,184
COMMITMENTS
0 50 19 13,045 13,115 13,064 13,184 120 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 91)
0 -38 19 85 135 104 116 -13 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.1 98.9 99.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 17 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,770
COMMITMENTS
0 2,475 0 5,320 3,295 5,320 5,770 450 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 535)
0 0 0 85 535 85 535 450 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.9 0.0 92.2 57.1 92.2 100.0 7.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 23 14 23 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,371
COMMITMENTS
0 308 87 4,846 4,916 4,933 5,311 438 60
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 729)
0 94 0 729 635 729 729 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 1.6 90.2 91.5 91.8 98.9 8.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 17 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,867
COMMITMENTS
1,610 3,959 869 21,368 18,961 23,847 23,789 20 78
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,494)
958 1,378 155 2,381 1,961 3,494 3,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 16.6 3.6 89.5 79.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 6 4 40 44 44 53
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| 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 1,870 0 3,911 3,789 5,819 5,659 64 224
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 31.8 0.0 66.5 64.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,356
COMMITMENTS
1,753 118 1,064 9,421 10,976 12,238 12,158 118 198
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 668)
539 118 91 73 315 703 524 -35 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 1.0 8.6 76.2 88.8 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 2 32 30 38 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,692
COMMITMENTS
10,929 1,675 1,101 22,420 31,443 34,450 34,219 242 473
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 342)
-215 985 365 192 -736 342 614 0 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 4.8 3.2 64.6 90.6 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 5 28 39 35 48
Updated November 18, 2011