GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,455
COMMITMENTS
486 0 347 51,149 51,857 51,982 52,204 473 251
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,587)
121 0 -205 3,675 3,849 3,591 3,644 -4 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.7 97.5 98.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 0 1 39 44 41 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,701
COMMITMENTS
0 0 0 18,534 18,661 18,534 18,661 167 40
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,921)
0 0 0 1,921 1,921 1,921 1,921 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,826
COMMITMENTS
0 532 249 9,533 9,068 9,782 9,849 1,044 977
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 435)
0 73 -3 351 328 348 398 87 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 2.3 88.1 83.8 90.4 91.0 9.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 39 36 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,898
COMMITMENTS
771 38 192 5,217 5,904 6,180 6,134 718 764
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 137)
8 -31 -25 100 228 83 172 54 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 0.6 2.8 75.6 85.6 89.6 88.9 10.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 5 43 46 48 52
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,051
COMMITMENTS
85 0 62 3,574 3,089 3,721 3,151 330 900
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 64)
0 0 0 45 93 45 93 19 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 1.5 88.2 76.3 91.9 77.8 8.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 23 21 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,984
COMMITMENTS
124 512 6 2,172 2,181 2,302 2,699 682 285
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 62)
34 20 -4 36 86 66 102 -4 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 17.2 0.2 72.8 73.1 77.1 90.4 22.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 21 21 23 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,036
COMMITMENTS
13 0 13 1,571 1,728 1,597 1,741 439 295
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2)
-10 -5 -35 31 39 -14 -1 16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.6 77.2 84.9 78.4 85.5 21.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 15 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,447
COMMITMENTS
0 0 0 9,261 9,321 9,261 9,321 186 126
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 673)
0 0 0 673 673 673 673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 16 16 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,665
COMMITMENTS
0 938 35 29,390 28,692 29,425 29,665 240 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 463)
0 195 -12 475 280 463 463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 0.1 99.1 96.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 26 30 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,900
COMMITMENTS
51,697 29,788 30,755 148,784 192,826 231,236 253,369 43,664 21,531
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -3,628)
-636 -3,671 797 -374 2,486 -213 -388 -3,415 -3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 10.8 11.2 54.1 70.1 84.1 92.2 15.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
45 22 36 70 81 132 124
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,158
COMMITMENTS
259 3,341 200 15,681 12,617 16,140 16,158 18 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,858)
0 900 -50 1,908 1,549 1,858 2,399 0 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 20.7 1.2 97.0 78.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 4 2 43 42 46 48
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,203
COMMITMENTS
758 50 50 9,341 10,103 10,149 10,203 54 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 258)
-12 50 50 250 158 288 258 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.5 0.5 91.6 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 22 23 27 24
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,620
COMMITMENTS
0 0 0 3,580 3,620 3,580 3,620 40 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,203,330
COMMITMENTS
267,414 394,317 420,114 447,334 342,918 1134862 1157349 68,468 45,981
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 50,790)
20,563 6,270 16,249 18,900 32,696 55,712 55,215 -4,922 -4,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 32.8 34.9 37.2 28.5 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
103 130 134 76 69 264 261
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 87,863
COMMITMENTS
13,242 11,679 21,146 51,918 54,643 86,306 87,468 1,557 395
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29,528)
-944 -322 3,804 26,694 26,298 29,554 29,780 -26 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 13.3 24.1 59.1 62.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 11 9 8 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789
COMMITMENTS
0 7,806 2,438 46,580 34,534 49,018 44,778 3,771 8,011
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 62 0 0 0 0 62 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.8 4.6 88.2 65.4 92.9 84.8 7.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 12 14 15 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,297
COMMITMENTS
173 646 3,270 71,697 70,344 75,140 74,260 9,157 10,037
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -199)
-60 55 -3 -136 -251 -199 -199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.8 3.9 85.1 83.4 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 16 17 19 20
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,809,751
COMMITMENTS
543,537 328,124 764,162 1466385 1695481 2774084 2787767 35,667 21,984
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 23,154)
40,050 51,436 -17,598 -3,752 -10,052 18,700 23,786 4,454 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.7 27.2 52.2 60.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
34 23 48 92 86 149 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,268,111
COMMITMENTS
284,454 117,525 261,652 717,386 886,903 1263492 1266080 4,619 2,031
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -33,654)
5,157 -15,171 -25,254 -13,714 7,024 -33,811 -33,401 157 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 9.3 20.6 56.6 69.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 20 31 40 41 74 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,928
COMMITMENTS
357 601 325 11,922 11,777 12,604 12,703 324 225
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 647)
56 94 -1 657 500 712 593 -65 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 4.6 2.5 92.2 91.1 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 5 35 38 42 44
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,132
COMMITMENTS
131 0 29 1,176 1,407 1,336 1,436 796 696
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2)
0 0 0 16 -64 16 -64 -14 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 1.4 55.2 66.0 62.7 67.4 37.3 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,894
COMMITMENTS
25 432 46 1,547 1,134 1,618 1,612 276 282
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 215)
-24 3 22 189 224 187 249 28 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 22.8 2.4 81.7 59.9 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 23 20 25 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,371
COMMITMENTS
23,622 2,180 2,120 44,372 66,841 70,114 71,141 2,257 1,230
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,039)
-1,900 -60 172 631 -1,142 -1,097 -1,030 58 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 3.0 2.9 61.3 92.4 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 3 31 27 36 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,834
COMMITMENTS
28 688 1,786 13,878 13,774 15,692 16,248 1,142 586
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 219)
-10 30 -24 255 195 221 201 -2 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.1 10.6 82.4 81.8 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 21 22 24 26
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,875
COMMITMENTS
3,636 1,374 194 8,247 11,003 12,077 12,571 798 304
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -321)
102 0 -10 -621 -415 -529 -425 208 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.7 1.5 64.1 85.5 93.8 97.6 6.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 16 19 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,632
COMMITMENTS
1,540 2,690 274 24,427 23,992 26,241 26,956 2,391 1,676
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -110)
-120 0 -180 292 60 -8 -120 -102 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 9.4 1.0 85.3 83.8 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 22 28 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,220
COMMITMENTS
2,382 0 380 6,121 7,896 8,883 8,276 1,337 1,944
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9)
-320 0 0 329 9 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 0.0 3.7 59.9 77.3 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 18 18 20
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,821
COMMITMENTS
3,540 3,044 158 9,725 10,545 13,423 13,747 1,398 1,074
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 20.5 1.1 65.6 71.1 90.6 92.8 9.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 15 18 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,742
COMMITMENTS
0 2,236 416 10,994 9,234 11,410 11,886 1,332 856
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 160)
0 -60 0 76 220 76 160 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.5 3.3 86.3 72.5 89.5 93.3 10.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 16 14 18 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,379
COMMITMENTS
0 0 0 70,379 70,379 70,379 70,379 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,097,933
COMMITMENTS
0 0 0 1097933 1097933 1097933 1097933 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 16 17 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,740
COMMITMENTS
0 0 0 34,740 34,740 34,740 34,740 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 13 15 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,065
COMMITMENTS
0 0 0 634,065 634,065 634,065 634,065 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 133,348
COMMITMENTS
0 0 0 133,348 133,348 133,348 133,348 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 15,715)
0 0 0 15,715 15,715 15,715 15,715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,976,783
COMMITMENTS
0 0 0 1976783 1976783 1976783 1976783 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 101,475)
0 0 0 101,475 101,475 101,475 101,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 16 27 16 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 73,381
COMMITMENTS
2,550 4,283 10,737 60,094 58,106 73,381 73,126 0 255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,845)
0 0 0 4,845 4,845 4,845 4,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 5.8 14.6 81.9 79.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,219,024
COMMITMENTS
37,512 76,435 23,325 1158187 1119264 1219024 1219024 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 35,613)
0 0 0 35,613 35,613 35,613 35,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 6.3 1.9 95.0 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 28 23 31 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,514
COMMITMENTS
0 773 0 50,259 49,486 50,259 50,259 255 255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 99.5 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 14 17 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508
COMMITMENTS
2,550 2,550 0 51,364 51,364 53,914 53,914 594 594
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,027
COMMITMENTS
17,455 0 3,830 25,742 43,197 47,027 47,027 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 0.0 8.1 54.7 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 13 12 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,314
COMMITMENTS
765 63 0 14,527 15,996 15,292 16,059 1,022 255
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.4 0.0 89.0 98.1 93.7 98.4 6.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 15 14 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 886,986
COMMITMENTS
23,400 46,159 0 863,586 840,827 886,986 886,986 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.2 0.0 97.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303
COMMITMENTS
99,610 0 0 863,693 963,303 963,303 963,303 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.0 89.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 15 14 15
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,981
COMMITMENTS
240 0 0 18,473 18,506 18,713 18,506 268 475
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 372)
20 0 0 357 372 377 372 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 97.3 97.5 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 0 35 36 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,832
COMMITMENTS
150 60 0 8,050 8,167 8,200 8,227 632 605
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 29)
0 -30 0 -15 239 -15 209 44 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.7 0.0 91.1 92.5 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 18 16 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,350
COMMITMENTS
0 95 0 6,205 5,800 6,205 5,895 145 455
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 59)
0 0 0 38 28 38 28 21 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 97.7 91.3 97.7 92.8 2.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 20 15 20 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,208
COMMITMENTS
30 0 15 8,553 8,611 8,598 8,626 610 582
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 89)
-15 0 15 99 14 99 29 -10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.2 92.9 93.5 93.4 93.7 6.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,399,874
COMMITMENTS
321,176 150,477 421,012 571,809 773,269 1313997 1344758 85,877 55,116
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 58,064)
-1,179 5,967 38,077 22,173 18,366 59,071 62,410 -1,007 -4,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.7 30.1 40.8 55.2 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
120 78 147 89 92 285 255
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,113
COMMITMENTS
52,399 9,402 1,173 92,402 120,969 145,974 131,544 52,139 66,569
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,775)
7,487 -90 135 -365 -215 7,257 -170 -5,482 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 4.7 0.6 46.6 61.1 73.7 66.4 26.3 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 5 13 17 19 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,190
COMMITMENTS
0 842 575 19,606 18,773 20,181 20,190 9 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,911)
0 0 0 2,911 2,911 2,911 2,911 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 2.8 97.1 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 3 30 27 33 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,759
COMMITMENTS
4,790 13,793 9,970 55,832 43,475 70,592 67,238 3,167 6,521
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9,321)
-23 -388 5,424 4,120 4,685 9,521 9,721 -200 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 18.7 13.5 75.7 58.9 95.7 91.2 4.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 10 23 18 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,055
COMMITMENTS
5,070 1,647 8,484 28,636 30,763 42,190 40,894 1,865 3,161
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,324)
-124 -213 6,153 5,272 5,112 11,301 11,052 23 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 3.7 19.3 65.0 69.8 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 6 13 15 20 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,460
COMMITMENTS
3,075 0 282 5,055 8,160 8,412 8,442 48 18
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 270)
300 -181 0 -30 500 270 319 0 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 0.0 3.3 59.8 96.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 13 15 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,638
COMMITMENTS
5,752 3,390 5,550 7,601 8,864 18,903 17,804 2,735 3,834
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 387)
323 519 -125 170 312 368 706 19 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.7 25.6 35.1 41.0 87.4 82.3 12.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 7 10 9 18 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,398
COMMITMENTS
11,559 2,864 392 5,588 15,146 17,539 18,402 1,859 996
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,299)
843 -181 148 210 1,537 1,201 1,504 98 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 14.8 2.0 28.8 78.1 90.4 94.9 9.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
57 25 9 25 34 89 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,030
COMMITMENTS
30,967 5,991 240 7,047 36,519 38,254 42,750 6,776 2,280
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 925)
636 -2,256 -6 -274 3,516 356 1,254 569 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 13.3 0.5 15.6 81.1 85.0 94.9 15.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
79 26 8 16 34 98 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,384
COMMITMENTS
101,720 17,848 34,242 164,563 260,911 300,525 313,001 24,859 12,383
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -12,792)
7,640 1,451 -3,998 -15,135 -8,502 -11,493 -11,049 -1,299 -1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.5 10.5 50.6 80.2 92.4 96.2 7.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
99 18 48 79 91 191 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,714
COMMITMENTS
9,747 690 588 8,775 17,177 19,110 18,455 4,604 5,259
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 669)
-9 690 -156 178 580 13 1,114 656 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 2.9 2.5 37.0 72.4 80.6 77.8 19.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 3 9 19 15 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,013
COMMITMENTS
0 0 0 8,434 8,022 8,434 8,022 579 991
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 533)
0 0 0 733 608 733 608 -200 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.6 89.0 93.6 89.0 6.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 15 16 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,827
COMMITMENTS
396 1,636 204 7,171 5,937 7,771 7,777 56 50
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 468)
100 468 0 368 0 468 468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 20.9 2.6 91.6 75.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 1 27 28 30 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,359
COMMITMENTS
650 0 0 51,585 53,066 52,235 53,066 1,124 293
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,813)
275 0 0 4,337 4,799 4,612 4,799 201 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 96.7 99.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 0 42 37 45 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,625
COMMITMENTS
0 0 0 18,263 18,475 18,263 18,475 362 150
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,586)
0 0 0 2,586 2,586 2,586 2,586 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 99.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 15 21 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,275
COMMITMENTS
325 3,425 350 7,600 4,480 8,275 8,255 0 20
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 475)
-100 300 0 575 175 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 41.4 4.2 91.8 54.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 27 15 30 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,648
COMMITMENTS
492 115 21 2,966 3,465 3,479 3,601 169 47
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 142)
15 115 -3 130 30 142 142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 3.2 0.6 81.3 95.0 95.4 98.7 4.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 13 12 15 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,545
COMMITMENTS
724 4,725 1,197 24,567 20,514 26,488 26,436 57 109
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 632)
-553 -42 120 1,128 486 695 564 -63 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 17.8 4.5 92.5 77.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 4 38 43 43 49
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,276
COMMITMENTS
1,307 1,340 459 11,376 11,475 13,142 13,274 134 2
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -382)
-1,135 384 0 753 -766 -382 -382 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 10.1 3.5 85.7 86.4 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 1 26 30 29 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,786
COMMITMENTS
9,969 3,084 596 19,801 26,242 30,366 29,922 420 864
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 115)
-46 261 0 161 -230 115 31 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 10.0 1.9 64.3 85.2 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 5 23 30 28 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,896
COMMITMENTS
3,232 0 1,374 19,118 19,558 23,724 20,932 3,172 5,964
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,443)
118 0 250 1,874 204 2,242 454 -799 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.0 5.1 71.1 72.7 88.2 77.8 11.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 18 19 20
Updated February 3, 2012