GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,349
COMMITMENTS
269 0 352 45,324 45,734 45,945 46,086 404 263
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -6,106)
-217 0 5 -5,825 -6,123 -6,037 -6,118 -69 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.8 97.8 98.7 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 0 2 38 44 40 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,456
COMMITMENTS
0 0 0 17,296 17,428 17,296 17,428 160 28
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,245)
0 0 0 -1,238 -1,233 -1,238 -1,233 -7 -12
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 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,712
COMMITMENTS
0 483 196 8,550 8,140 8,746 8,819 966 893
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,114)
0 -49 -53 -983 -928 -1,036 -1,030 -78 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 2.0 88.0 83.8 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 33 35 35 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,263
COMMITMENTS
392 0 154 3,765 4,236 4,311 4,390 952 873
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,635)
-379 -38 -38 -1,452 -1,668 -1,869 -1,744 234 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 2.9 71.5 80.5 81.9 83.4 18.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 0 3 38 41 42 44
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,438
COMMITMENTS
80 369 0 1,567 1,558 1,647 1,927 791 511
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -546)
-44 -143 -6 -605 -623 -655 -772 109 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 15.1 0.0 64.3 63.9 67.6 79.0 32.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,438
COMMITMENTS
0 0 0 8,252 8,312 8,252 8,312 186 126
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,009)
0 0 0 -1,009 -1,009 -1,009 -1,009 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.8 98.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,283
COMMITMENTS
0 715 95 23,968 23,473 24,063 24,283 220 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,382)
0 -223 60 -5,422 -5,219 -5,362 -5,382 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 0.4 98.7 96.7 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,107
COMMITMENTS
61,589 32,166 29,512 147,466 201,097 238,567 262,775 46,540 22,332
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 10,207)
9,892 2,378 -1,243 -1,318 8,271 7,331 9,406 2,876 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 11.3 10.4 51.7 70.5 83.7 92.2 16.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
58 21 39 72 85 150 128
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,660
COMMITMENTS
59 2,897 225 12,358 9,498 12,642 12,620 18 40
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,498)
-200 -444 25 -3,323 -3,119 -3,498 -3,538 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 22.9 1.8 97.6 75.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 5 3 37 38 40 46
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,218
COMMITMENTS
758 100 0 8,406 9,118 9,164 9,218 54 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -985)
0 50 -50 -935 -985 -985 -985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 1.1 0.0 91.2 98.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 23 24 27 25
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,256,019
COMMITMENTS
265,207 392,053 441,587 476,244 374,648 1183038 1208288 72,981 47,731
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 52,689)
-2,207 -2,264 21,473 28,910 31,730 48,176 50,939 4,513 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.2 35.2 37.9 29.8 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
102 125 138 79 72 274 256
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 95,205
COMMITMENTS
13,723 11,838 24,563 55,068 58,243 93,354 94,644 1,851 561
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 7,342)
481 159 3,417 3,150 3,600 7,048 7,176 294 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 12.4 25.8 57.8 61.2 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 11 9 9 21 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,009
COMMITMENTS
0 6,870 2,072 43,374 31,683 45,446 40,625 3,563 8,384
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,780)
0 -936 -366 -3,206 -2,851 -3,572 -4,153 -208 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.0 4.2 88.5 64.6 92.7 82.9 7.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 11 14 14 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,710
COMMITMENTS
0 1,285 1,136 68,654 67,018 69,790 69,439 10,920 11,271
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,587)
-173 639 -2,134 -3,043 -3,326 -5,350 -4,821 1,763 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 1.4 85.1 83.0 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,848,241
COMMITMENTS
541,889 357,322 775,130 1494145 1692845 2811164 2825297 37,077 22,944
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 38,490)
-1,648 29,198 10,968 27,760 -2,636 37,080 37,530 1,410 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 12.5 27.2 52.5 59.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 25 48 94 88 151 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,345,386
COMMITMENTS
318,201 97,598 284,069 738,846 961,700 1341116 1343367 4,270 2,019
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 77,275)
33,747 -19,927 22,417 21,460 74,797 77,624 77,287 -349 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 7.3 21.1 54.9 71.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 20 32 42 41 79 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,759
COMMITMENTS
269 852 279 11,910 11,431 12,458 12,562 301 197
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -169)
-88 251 -46 -12 -346 -146 -141 -23 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 6.7 2.2 93.3 89.6 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 4 34 36 39 43
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,623
COMMITMENTS
28 276 61 1,366 1,067 1,455 1,404 168 219
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -271)
3 -156 15 -181 -67 -163 -208 -108 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 17.0 3.8 84.2 65.7 89.6 86.5 10.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 19 22 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,161
COMMITMENTS
21,830 2,180 3,260 47,770 68,475 72,860 73,915 2,301 1,246
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,790)
-1,792 0 1,140 3,398 1,634 2,746 2,774 44 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 2.9 4.3 63.6 91.1 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 3 31 26 36 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,115
COMMITMENTS
40 654 1,754 13,135 12,923 14,929 15,331 1,186 784
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -719)
12 -34 -32 -743 -851 -763 -917 44 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.1 10.9 81.5 80.2 92.6 95.1 7.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 20 21 23 25
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,885
COMMITMENTS
3,646 1,374 194 8,247 11,013 12,087 12,581 798 304
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 10)
10 0 0 0 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.7 1.5 64.0 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,969
COMMITMENTS
1,496 3,600 134 26,211 24,974 27,841 28,708 2,128 1,261
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,337)
-44 910 -140 1,784 982 1,600 1,752 -263 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.0 0.4 87.5 83.3 92.9 95.8 7.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 22 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,343
COMMITMENTS
1,358 0 320 6,411 6,881 8,089 7,201 1,254 2,142
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -877)
-1,024 0 -60 290 -1,015 -794 -1,075 -83 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.0 3.4 68.6 73.6 86.6 77.1 13.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,478
COMMITMENTS
0 2,314 416 10,671 8,962 11,087 11,692 1,391 786
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -264)
0 78 0 -323 -272 -323 -194 59 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.5 3.3 85.5 71.8 88.9 93.7 11.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 15 13 17 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,053
COMMITMENTS
0 0 0 69,053 69,053 69,053 69,053 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,326)
0 0 0 -1,326 -1,326 -1,326 -1,326 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,067,798
COMMITMENTS
0 0 0 1067798 1067798 1067798 1067798 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -30,135)
0 0 0 -30,135 -30,135 -30,135 -30,135 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,674
COMMITMENTS
0 0 0 38,674 36,134 38,674 36,134 0 2,540
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,934)
0 0 0 3,934 1,394 3,934 1,394 0 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 93.4 100.0 93.4 0.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 13 16 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 698,897
COMMITMENTS
0 0 0 698,897 698,897 698,897 698,897 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 64,832)
0 0 0 64,832 64,832 64,832 64,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 11 15 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 131,681
COMMITMENTS
0 0 0 131,681 131,681 131,681 131,681 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,667)
0 0 0 -1,667 -1,667 -1,667 -1,667 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 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,891,774
COMMITMENTS
0 0 0 1891774 1891774 1891774 1891774 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -85,009)
0 0 0 -85,009 -85,009 -85,009 -85,009 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 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,441
COMMITMENTS
2,445 3,968 10,737 57,259 55,481 70,441 70,186 0 255
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,940)
-105 -315 0 -2,835 -2,625 -2,940 -2,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 5.6 15.2 81.3 78.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 25 19 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,257,160
COMMITMENTS
75,648 142,411 23,325 1158187 1091424 1257160 1257160 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 38,136)
38,136 65,976 0 0 -27,840 38,136 38,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.3 1.9 92.1 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 28 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,000
COMMITMENTS
110 710 0 47,656 47,035 47,766 47,745 234 255
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,514)
110 -63 0 -2,603 -2,451 -2,493 -2,514 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.5 0.0 99.3 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 17 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,116
COMMITMENTS
2,340 2,550 0 50,182 49,972 52,522 52,522 594 594
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,392)
-210 0 0 -1,182 -1,392 -1,392 -1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 0.0 94.5 94.1 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848
COMMITMENTS
15,649 0 3,410 23,789 39,438 42,848 42,848 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,179)
-1,806 0 -420 -1,953 -3,759 -4,179 -4,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 0.0 8.0 55.5 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 11 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,432
COMMITMENTS
702 63 0 13,708 15,135 14,410 15,198 1,022 234
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -882)
-63 0 0 -819 -861 -882 -861 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.4 0.0 88.8 98.1 93.4 98.5 6.6 1.5
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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 842,082
COMMITMENTS
23,400 42,079 0 818,682 800,003 842,082 842,082 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -44,904)
0 -4,080 0 -44,904 -40,824 -44,904 -44,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 5.0 0.0 97.2 95.0 100.0 100.0 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 911,895
COMMITMENTS
91,450 0 0 820,445 911,895 911,895 911,895 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -51,408)
-8,160 0 0 -43,248 -51,408 -51,408 -51,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 0.0 90.0 100.0 100.0 100.0 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 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,487
COMMITMENTS
85 0 0 16,940 17,010 17,025 17,010 462 477
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,494)
-155 0 0 -1,533 -1,496 -1,688 -1,496 194 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 96.9 97.3 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 34 30 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,138
COMMITMENTS
248 0 30 7,333 7,618 7,611 7,648 527 490
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -694)
98 -60 30 -717 -549 -589 -579 -105 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.4 90.1 93.6 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 15 17 18 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,426
COMMITMENTS
0 0 0 7,877 7,898 7,877 7,898 549 528
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -782)
-30 0 -15 -676 -713 -721 -728 -61 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.5 93.7 93.5 93.7 6.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,484,546
COMMITMENTS
315,171 146,286 456,929 620,629 821,786 1392729 1425001 91,817 59,545
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 84,672)
-6,005 -4,191 35,917 48,820 48,517 78,732 80,243 5,940 4,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 9.9 30.8 41.8 55.4 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
124 80 153 92 95 293 268
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,543
COMMITMENTS
50,963 9,932 1,635 87,684 114,589 140,282 126,156 48,261 62,387
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -9,570)
-1,436 530 462 -4,718 -6,380 -5,692 -5,388 -3,878 -4,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 5.3 0.9 46.5 60.8 74.4 66.9 25.6 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 6 13 16 20 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,252
COMMITMENTS
600 325 450 16,202 16,477 17,252 17,252 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,938)
600 -517 -125 -3,404 -2,296 -2,929 -2,938 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.9 2.6 93.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 24 24 27 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,111
COMMITMENTS
4,818 12,005 8,227 55,476 44,634 68,521 64,866 3,590 7,245
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,648)
28 -1,788 -1,743 -356 1,159 -2,071 -2,372 423 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 16.6 11.4 76.9 61.9 95.0 90.0 5.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 10 23 18 34 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,649
COMMITMENTS
3,305 1,972 7,100 30,009 30,382 40,414 39,454 2,235 3,195
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,406)
-1,765 325 -1,384 1,373 -381 -1,776 -1,440 370 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 4.6 16.6 70.4 71.2 94.8 92.5 5.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 4 13 15 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,560
COMMITMENTS
2,950 0 702 4,830 7,810 8,482 8,512 78 48
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 100)
-125 0 420 -225 -350 70 70 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 0.0 8.2 56.4 91.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 13 15 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,900
COMMITMENTS
12,876 2,332 404 5,415 17,444 18,695 20,180 2,205 720
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,502)
1,317 -532 12 -173 2,298 1,156 1,778 346 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 11.2 1.9 25.9 83.5 89.4 96.6 10.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
71 21 8 24 38 100 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,584
COMMITMENTS
31,140 5,501 272 6,678 36,626 38,090 42,399 6,494 2,185
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -446)
173 -490 32 -369 107 -164 -351 -282 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 12.3 0.6 15.0 82.2 85.4 95.1 14.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
78 29 9 16 34 98 69
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,356
COMMITMENTS
105,336 16,553 36,670 165,189 266,785 307,195 320,008 25,161 12,348
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 6,972)
3,616 -1,295 2,428 626 5,874 6,670 7,007 302 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 5.0 11.0 49.7 80.3 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
87 16 49 84 90 190 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,288
COMMITMENTS
8,193 209 571 8,415 16,847 17,179 17,627 4,109 3,661
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,426)
-1,554 -481 -17 -360 -330 -1,931 -828 -495 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 1.0 2.7 39.5 79.1 80.7 82.8 19.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 3 8 20 14 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,790
COMMITMENTS
296 1,689 254 7,184 5,797 7,734 7,740 56 50
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -37)
-100 53 50 13 -140 -37 -37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 21.7 3.3 92.2 74.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 1 28 26 31 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,793
COMMITMENTS
825 0 0 46,918 48,511 47,743 48,511 1,050 282
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,566)
175 0 0 -4,667 -4,555 -4,492 -4,555 -74 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 96.2 99.4 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 0 0 41 34 44 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,081
COMMITMENTS
0 0 0 16,854 16,931 16,854 16,931 227 150
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,544)
0 0 0 -1,409 -1,544 -1,409 -1,544 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 12 22 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,015
COMMITMENTS
625 3,300 0 7,390 4,715 8,015 8,015 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -260)
300 -125 -350 -210 235 -260 -240 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 41.2 0.0 92.2 58.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 24 15 26 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,668
COMMITMENTS
670 90 43 2,797 3,504 3,510 3,637 158 31
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 20)
178 -25 22 -169 39 31 36 -11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 2.5 1.2 76.3 95.5 95.7 99.2 4.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 14 11 17 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,140
COMMITMENTS
945 3,867 1,624 20,514 17,534 23,083 23,025 57 115
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,405)
221 -858 427 -4,053 -2,980 -3,405 -3,411 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.7 7.0 88.7 75.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 5 3 33 39 39 45
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,600
COMMITMENTS
876 1,089 459 9,209 9,050 10,544 10,598 56 2
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,676)
-431 -251 0 -2,167 -2,425 -2,598 -2,676 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 10.3 4.3 86.9 85.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 1 24 28 28 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,674
COMMITMENTS
8,680 3,032 520 18,089 23,292 27,289 26,844 385 830
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,112)
-1,289 -52 -76 -1,712 -2,950 -3,077 -3,078 -35 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 11.0 1.9 65.4 84.2 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 5 24 29 29 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,839
COMMITMENTS
2,175 0 1,424 18,300 18,674 21,899 20,098 2,940 4,741
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -2,057)
-1,057 0 50 -818 -884 -1,825 -834 -232 -1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 5.7 73.7 75.2 88.2 80.9 11.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 20 20 22
Updated February 10, 2012