GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,990
COMMITMENTS
394 0 0 45,383 45,648 45,777 45,648 213 342
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 4,349)
0 0 0 4,207 4,294 4,207 4,294 142 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 99.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 0 0 42 51 44 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,752
COMMITMENTS
0 0 0 18,603 18,668 18,603 18,668 149 84
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,521)
0 0 0 3,521 3,521 3,521 3,521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 30 24 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,915
COMMITMENTS
141 458 155 9,758 9,471 10,054 10,084 861 831
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 549)
44 85 -20 611 516 635 581 -86 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.2 1.4 89.4 86.8 92.1 92.4 7.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 37 41 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,745
COMMITMENTS
453 86 312 5,348 5,577 6,113 5,975 632 770
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 419)
83 5 -15 274 409 342 399 77 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.3 4.6 79.3 82.7 90.6 88.6 9.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 3 42 41 46 46
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,886
COMMITMENTS
126 0 62 3,243 2,595 3,431 2,657 455 1,229
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 100)
15 0 0 120 148 135 148 -35 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.6 83.5 66.8 88.3 68.4 11.7 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 21 20 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,055
COMMITMENTS
140 493 6 2,141 2,233 2,287 2,732 768 323
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 87)
45 0 0 117 147 162 147 -75 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.1 0.2 70.1 73.1 74.9 89.4 25.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 20 22 23 24
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,105
COMMITMENTS
0 0 0 8,934 8,974 8,934 8,974 171 131
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,303
COMMITMENTS
0 448 126 24,177 23,729 24,303 24,303 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,944)
0 0 0 1,944 1,944 1,944 1,944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.5 99.5 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 28 27 29 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,523
COMMITMENTS
43,443 34,841 48,467 177,973 194,651 269,883 277,959 39,640 31,564
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -6,923)
-2,542 2,934 298 -3,020 -13,805 -5,264 -10,573 -1,658 3,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.3 15.7 57.5 62.9 87.2 89.8 12.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
39 24 38 78 84 137 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,371
COMMITMENTS
30 8,587 16,135 30,809 22,783 46,974 47,505 1,397 865
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -819)
30 -147 -226 -549 -421 -745 -794 -74 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 17.8 33.4 63.7 47.1 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 6 7 17 17 25 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,104
COMMITMENTS
400 1,312 300 12,404 11,342 13,104 12,954 0 150
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,064)
100 356 -50 1,014 758 1,064 1,064 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.0 2.3 94.7 86.6 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 5 2 47 40 54 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,982
COMMITMENTS
1,020 505 0 7,804 8,332 8,824 8,837 158 145
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 375)
0 300 0 375 75 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.6 0.0 86.9 92.8 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 0 27 23 33 27
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,032,909
COMMITMENTS
180,119 341,436 357,534 422,208 286,872 959,861 985,842 73,049 47,068
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 12,366)
4,705 2,099 10,172 -2,890 2,029 11,987 14,300 379 -1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 33.1 34.6 40.9 27.8 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
99 123 136 88 78 266 262
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,041,814
COMMITMENTS
69,691 128,535 804,316 1163178 1101682 2037184 2034532 4,630 7,282
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 102,574)
6,035 11,012 61,558 34,698 29,765 102,291 102,335 283 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.3 39.4 57.0 54.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 30 55 65 60 129 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 29,047
COMMITMENTS
13,314 11,854 7,559 6,006 7,293 26,879 26,705 2,167 2,341
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,254)
92 770 145 1,006 132 1,243 1,047 11 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 40.8 26.0 20.7 25.1 92.5 91.9 7.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 11 6 8 20 21
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,475
COMMITMENTS
43,333 37,861 26,158 11,942 18,394 81,433 82,414 1,042 62
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 8,418)
4,994 3,370 3,481 -104 1,513 8,371 8,364 47 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 45.9 31.7 14.5 22.3 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 13 16 11 14 30 35
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 27,601
COMMITMENTS
4,917 806 6,814 15,721 18,949 27,451 26,569 149 1,032
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,698)
-659 -168 962 1,397 920 1,700 1,714 -2 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.9 24.7 57.0 68.7 99.5 96.3 0.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 12 13 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,176
COMMITMENTS
0 9,614 1,852 49,990 35,521 51,842 46,987 3,334 8,189
CHANGES FROM 12/13/11 (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 17.4 3.4 90.6 64.4 94.0 85.2 6.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 12 15 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,617
COMMITMENTS
1,987 321 3,120 75,279 76,172 80,386 79,613 9,231 10,004
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 515)
93 266 -101 306 381 298 546 217 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 3.5 84.0 85.0 89.7 88.8 10.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 17 17 20 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,626,020
COMMITMENTS
462,833 217,866 734,823 1395484 1651668 2593140 2604357 32,880 21,663
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 58,107)
7,248 16,668 13,247 39,599 29,233 60,094 59,148 -1,987 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 8.3 28.0 53.1 62.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
28 29 49 99 88 155 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,183,047
COMMITMENTS
267,378 93,351 243,944 666,675 842,282 1177997 1179577 5,050 3,470
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 32,659)
16,790 -278 13,264 1,908 19,281 31,962 32,267 697 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 7.9 20.6 56.4 71.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 18 35 41 41 78 79
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,941
COMMITMENTS
211 1,016 178 14,393 13,608 14,782 14,802 159 139
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 219)
0 -39 18 255 330 273 309 -54 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.8 1.2 96.3 91.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 7 5 36 38 42 46
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,582
COMMITMENTS
175 93 56 1,721 1,870 1,952 2,019 630 563
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -50)
50 0 -90 -66 -36 -106 -126 56 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.6 2.2 66.7 72.4 75.6 78.2 24.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 21 22 24 25
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,687
COMMITMENTS
93 315 25 1,249 1,040 1,367 1,380 320 307
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 136)
20 76 25 117 24 162 125 -26 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 18.7 1.5 74.0 61.6 81.0 81.8 19.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 22 24 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 227,587
COMMITMENTS
15,056 3,111 37,610 172,169 185,109 224,835 225,830 2,752 1,757
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 12,747)
764 2,594 2,115 9,718 7,843 12,596 12,553 151 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.4 16.5 75.6 81.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 6 33 32 39 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,969
COMMITMENTS
3,260 690 3,842 26,434 29,997 33,536 34,530 1,433 439
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 486)
160 -60 -31 339 559 468 468 18 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.0 11.0 75.6 85.8 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 24 27 28
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,666
COMMITMENTS
487 858 410 7,336 8,523 8,233 9,791 2,433 875
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -162)
-100 138 -138 30 -252 -208 -252 46 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.0 3.8 68.8 79.9 77.2 91.8 22.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 16 18 19
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,588
COMMITMENTS
3,450 990 552 8,779 11,178 12,781 12,720 807 868
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 999)
-56 328 345 657 223 946 896 53 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 7.3 4.1 64.6 82.3 94.1 93.6 5.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 17 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,508
COMMITMENTS
2,394 2,460 402 23,412 23,579 26,208 26,441 2,300 2,067
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -17)
-888 -360 140 682 32 -66 -188 49 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.6 1.4 82.1 82.7 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 24 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,129
COMMITMENTS
4,870 0 570 4,667 9,045 10,107 9,615 1,022 1,514
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 60)
40 0 -8 64 158 96 150 -36 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 0.0 5.1 41.9 81.3 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 19 18 21 19
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,218
COMMITMENTS
3,334 2,362 164 8,625 9,137 12,123 11,663 1,095 1,555
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 726)
434 726 -18 144 -240 560 468 166 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 17.9 1.2 65.3 69.1 91.7 88.2 8.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 15 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,838
COMMITMENTS
0 2,154 574 11,188 9,143 11,762 11,871 1,076 967
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 28)
0 168 0 28 -180 28 -12 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.8 4.5 87.1 71.2 91.6 92.5 8.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 21 17 23 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,921
COMMITMENTS
0 0 0 68,900 68,921 68,900 68,921 21 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,489)
0 0 0 1,489 1,489 1,489 1,489 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: 28)
0 0 0 20 18 20 18
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,084,209
COMMITMENTS
0 0 0 1084209 1084209 1084209 1084209 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 13,352)
0 0 0 13,352 13,352 13,352 13,352 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: 28)
0 0 0 20 17 20 17
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,196
COMMITMENTS
147 22,558 0 37,049 14,638 37,196 37,196 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 60.6 0.0 99.6 39.4 100.0 100.0 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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637
COMMITMENTS
0 0 0 315,637 315,637 315,637 315,637 0 0
CHANGES FROM 12/13/11 (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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,907
COMMITMENTS
0 0 0 35,907 35,907 35,907 35,907 0 0
CHANGES FROM 12/13/11 (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 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481
COMMITMENTS
0 0 0 659,481 659,481 659,481 659,481 0 0
CHANGES FROM 12/13/11 (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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 124,113
COMMITMENTS
105 0 0 123,753 124,113 123,858 124,113 255 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 17 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078
COMMITMENTS
4,080 0 0 2001998 2006078 2006078 2006078 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 17 28 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,426
COMMITMENTS
3,489 3,239 8,523 49,414 49,664 61,426 61,426 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,191)
0 0 0 1,191 1,191 1,191 1,191 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.3 13.9 80.4 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 28 23 32 28
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,199,254
COMMITMENTS
37,512 59,155 23,325 1138417 1116774 1199254 1199254 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 23,216)
-3,770 19,750 3,770 23,216 -304 23,216 23,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.9 1.9 94.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 28 23 31 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,654
COMMITMENTS
0 790 0 51,633 50,609 51,633 51,399 21 255
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.0 100.0 99.5 0.0 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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962
COMMITMENTS
0 4,806 294 24,668 19,862 24,962 24,962 0 0
CHANGES FROM 12/13/11 (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 19.3 1.2 98.8 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 9 14 10
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,104
COMMITMENTS
2,550 2,340 210 53,239 53,554 55,999 56,104 105 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 703)
0 0 0 703 703 703 703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.2 0.4 94.9 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 16 21 18 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,208
COMMITMENTS
18,515 0 2,770 20,668 39,438 41,953 42,208 255 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 0.0 6.6 49.0 93.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,973
COMMITMENTS
765 1,267 21 16,400 16,430 17,186 17,718 787 255
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -7)
0 0 0 -7 -7 -7 -7 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.0 0.1 91.2 91.4 95.6 98.6 4.4 1.4
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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 921,258
COMMITMENTS
23,400 41,851 1,224 896,634 878,183 921,258 921,258 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,925)
0 5,925 0 5,925 0 5,925 5,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.5 0.1 97.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 21 23 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452
COMMITMENTS
95,735 0 0 881,717 977,452 977,452 977,452 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 90.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 18 18 18
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845
COMMITMENTS
0 2,040 0 119,845 117,805 119,845 119,845 0 0
CHANGES FROM 12/13/11 (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 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,230
COMMITMENTS
849 254 1,104 11,277 11,856 13,230 13,215 0 16
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 773)
140 -17 20 632 795 792 797 -19 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.9 8.3 85.2 89.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 5 16 20 22 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,713
COMMITMENTS
280 36 42 19,198 19,413 19,520 19,491 193 222
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 324)
40 0 -10 294 357 324 347 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.2 97.4 98.5 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 2 39 37 43 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,343
COMMITMENTS
145 90 0 8,913 8,799 9,058 8,889 285 454
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -19)
0 0 0 10 10 10 10 -29 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.0 0.0 95.4 94.2 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 20 19 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,907
COMMITMENTS
0 65 25 6,732 6,632 6,757 6,722 150 185
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 75)
0 20 0 105 113 105 133 -30 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.4 97.5 96.0 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 22 24 23 26
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,969
COMMITMENTS
40 0 0 8,626 8,897 8,666 8,897 1,303 1,072
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -25)
40 0 0 -80 35 -40 35 15 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 86.5 89.2 86.9 89.2 13.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 22 26 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,207,528
COMMITMENTS
313,657 108,679 728,874 1079960 1303283 2122490 2140836 85,038 66,692
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -112,819)
-16,048 2,640 -71,206 -8,600 -34,694 -95,854 -103,260 -16,965 -9,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.9 33.0 48.9 59.0 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
131 80 161 88 100 293 277
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,850
COMMITMENTS
67,462 12,640 27,174 75,903 129,314 170,538 169,128 1,311 2,721
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -19,394)
-9,844 -330 -3,497 -5,454 -15,027 -18,795 -18,855 -598 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 7.4 15.8 44.2 75.2 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 8 19 18 27 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,567
COMMITMENTS
48,154 15,384 3,558 112,156 133,614 163,868 152,556 36,699 48,011
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 659)
57 -874 -123 392 261 326 -736 333 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.7 1.8 55.9 66.6 81.7 76.1 18.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 6 8 21 23 31 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,600
COMMITMENTS
17,577 1,395 15,161 46,952 64,140 79,690 80,696 3,910 2,904
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -2,166)
-709 -5 -140 -1,269 -1,833 -2,118 -1,978 -47 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 1.7 18.1 56.2 76.7 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 6 17 22 23 43 41
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 506,799
COMMITMENTS
31,368 2,242 89,227 375,746 404,093 496,341 495,562 10,458 11,237
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -9,396)
-4,400 113 -1,545 -3,172 -7,475 -9,117 -8,907 -279 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.4 17.6 74.1 79.7 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 3 14 35 36 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,839
COMMITMENTS
200 1,450 775 20,843 19,613 21,818 21,838 21 1
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 2,208)
0 175 0 2,208 2,033 2,208 2,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.6 3.5 95.4 89.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 5 3 34 32 38 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,777
COMMITMENTS
4,591 13,298 2,806 48,650 36,739 56,047 52,843 3,730 6,934
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,495)
-313 193 0 -1,650 -1,623 -1,963 -1,430 468 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 22.2 4.7 81.4 61.5 93.8 88.4 6.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 7 20 15 29 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,684
COMMITMENTS
3,805 2,002 2,791 22,204 23,775 28,800 28,568 1,884 2,116
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -514)
119 0 746 -1,329 -1,162 -464 -416 -50 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 6.5 9.1 72.4 77.5 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 5 13 15 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270
COMMITMENTS
2,227 50 0 6,995 9,195 9,222 9,245 48 25
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.5 0.0 75.5 99.2 99.5 99.7 0.5 0.3
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 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,735
COMMITMENTS
5,036 3,824 6,457 8,831 9,469 20,323 19,750 3,412 3,986
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,000)
265 145 -1,584 -538 -1,169 -1,857 -2,608 -1,143 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.1 27.2 37.2 39.9 85.6 83.2 14.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 8 10 10 22 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,557
COMMITMENTS
1,601 2,307 1,211 13,680 13,047 16,491 16,564 1,066 993
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 85)
-42 -168 1 203 119 161 -48 -76 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.1 6.9 77.9 74.3 93.9 94.3 6.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 8 6 14 15 24 27
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,101
COMMITMENTS
5,630 176 10,100 70,370 72,879 86,101 83,155 9,000 11,945
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -67)
-919 -593 519 1,536 1,819 1,136 1,746 -1,203 -1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.2 10.6 74.0 76.6 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 6 20 22 27 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,593
COMMITMENTS
10,067 4,102 451 7,968 13,889 18,485 18,442 1,108 1,151
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 17)
-244 -265 126 413 398 295 260 -279 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 20.9 2.3 40.7 70.9 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
43 31 13 29 35 79 73
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 46,718
COMMITMENTS
29,362 9,889 704 10,526 32,825 40,592 43,418 6,127 3,301
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 170)
-29 553 44 852 228 868 825 -698 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 21.2 1.5 22.5 70.3 86.9 92.9 13.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
73 42 15 30 40 108 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,118
COMMITMENTS
74,556 24,602 34,892 166,401 219,643 275,849 279,137 19,269 15,981
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 10,486)
-4,083 3,663 -1,668 15,994 6,056 10,243 8,051 242 2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 8.3 11.8 56.4 74.4 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
62 23 50 83 87 166 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,160
COMMITMENTS
7,438 0 1,143 6,583 12,842 15,164 13,985 4,996 6,175
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 280)
-214 0 150 0 148 -64 298 344 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 0.0 5.7 32.7 63.7 75.2 69.4 24.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 3 11 14 17 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,801
COMMITMENTS
0 0 0 8,829 8,506 8,829 8,506 972 1,295
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,304)
0 0 0 1,360 1,450 1,360 1,450 -56 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 86.8 90.1 86.8 9.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 16 17 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,730
COMMITMENTS
400 868 100 7,210 6,742 7,710 7,710 20 20
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 391)
0 235 -50 441 206 391 391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.2 1.3 93.3 87.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 26 29 29 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,815
COMMITMENTS
500 134 0 51,268 52,302 51,768 52,436 1,047 379
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -101)
-75 0 0 -408 -146 -483 -146 382 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.0 97.1 99.0 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 0 45 38 47 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,029
COMMITMENTS
0 150 0 13,667 13,729 13,667 13,879 362 150
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 734)
0 0 0 492 609 492 609 242 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.4 97.9 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,090
COMMITMENTS
200 2,875 0 6,890 4,215 7,090 7,090 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 600)
0 400 0 600 200 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 40.6 0.0 97.2 59.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 0 29 20 32 24
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,695
COMMITMENTS
9 0 78 3,196 3,515 3,283 3,593 412 102
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.1 86.5 95.1 88.8 97.2 11.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 11 18 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,019
COMMITMENTS
752 4,376 933 24,324 20,593 26,009 25,902 10 117
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,379)
0 0 0 1,379 1,365 1,379 1,365 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 16.8 3.6 93.5 79.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 5 4 41 41 45 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,420
COMMITMENTS
264 2,026 0 4,124 2,240 4,388 4,266 32 154
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 45.8 0.0 93.3 50.7 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 8 13 9 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,835
COMMITMENTS
1,979 625 612 10,193 11,583 12,784 12,820 51 15
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 448)
0 -210 0 536 818 536 608 -88 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.9 4.8 79.4 90.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 2 29 29 34 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,368
COMMITMENTS
10,871 2,396 816 21,471 29,753 33,158 32,965 210 403
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 233)
150 0 0 83 233 233 233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 7.2 2.4 64.3 89.2 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 4 5 27 36 34 44
Updated December 23, 2011