GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,145
COMMITMENTS
526 0 740 47,452 48,191 48,718 48,931 427 214
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,769)
470 -45 25 1,327 1,837 1,822 1,817 -53 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 1.5 96.6 98.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 2 40 46 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,697
COMMITMENTS
0 0 0 24,534 24,669 24,534 24,669 163 28
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,990)
0 0 0 2,990 2,990 2,990 2,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,270
COMMITMENTS
0 459 293 8,968 8,692 9,261 9,444 1,009 826
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 304)
0 -38 81 210 263 291 306 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.5 2.9 87.3 84.6 90.2 92.0 9.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 35 38 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,781
COMMITMENTS
648 145 233 5,073 5,690 5,954 6,068 827 713
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 459)
32 100 87 372 314 491 501 -32 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.1 3.4 74.8 83.9 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 4 45 45 52 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,604
COMMITMENTS
80 339 22 1,880 1,880 1,982 2,241 622 363
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 76)
0 -25 22 99 207 121 204 -45 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 13.0 0.8 72.2 72.2 76.1 86.1 23.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 18 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,141
COMMITMENTS
51 0 40 1,625 1,798 1,716 1,838 425 303
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 1.9 75.9 84.0 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 16 17 17
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,484
COMMITMENTS
0 0 0 2,484 2,484 2,484 2,484 0 0
CHANGES FROM 02/21/12 (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 18 8 18 8
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,055
COMMITMENTS
0 0 0 10,869 10,929 10,869 10,929 186 126
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 98.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 19 18 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,679
COMMITMENTS
0 265 0 9,265 8,927 9,265 9,192 414 487
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 0.0 95.7 92.2 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,559
COMMITMENTS
0 630 307 27,252 26,622 27,559 27,559 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 540)
0 250 0 540 290 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 1.1 98.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 29 28 30 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,742
COMMITMENTS
74,261 42,783 26,044 154,537 214,110 254,842 282,937 46,900 18,805
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -12,583)
6,914 3,002 -8,049 -7,906 -2,939 -9,041 -7,986 -3,542 -4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 14.2 8.6 51.2 71.0 84.5 93.8 15.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
61 22 39 76 84 155 130
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,297
COMMITMENTS
59 3,043 200 14,991 11,967 15,250 15,210 47 87
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 361)
0 25 -25 339 314 314 314 47 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 19.9 1.3 98.0 78.2 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 7 2 44 44 46 53
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,133
COMMITMENTS
758 100 0 9,321 10,033 10,079 10,133 54 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 1.0 0.0 92.0 99.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 0 24 27 28 28
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,914
COMMITMENTS
0 150 0 1,887 1,757 1,887 1,907 27 7
CHANGES FROM 02/21/12 (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 7.8 0.0 98.6 91.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,204,381
COMMITMENTS
245,919 377,375 403,822 484,555 377,433 1134296 1158630 70,085 45,751
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -48,532)
-13,289 -6,762 -37,170 1,613 -4,708 -48,846 -48,640 314 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 31.3 33.5 40.2 31.3 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
97 130 137 74 69 262 259
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,040
COMMITMENTS
427 14,879 1,076 54,214 39,287 55,717 55,242 6,323 6,798
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 24.0 1.7 87.4 63.3 89.8 89.0 10.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 12 12 14 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,580
COMMITMENTS
19,231 19,964 24,110 53,466 53,790 96,807 97,864 1,773 716
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -9,590)
992 5,413 -8,631 -1,870 -6,300 -9,509 -9,518 -81 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 20.3 24.5 54.2 54.6 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 15 9 9 25 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,515
COMMITMENTS
0 6,932 1,950 43,546 33,009 45,496 41,891 5,019 8,624
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 124)
0 -122 62 62 124 124 64 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.7 3.9 86.2 65.3 90.1 82.9 9.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 13 14 16 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,347
COMMITMENTS
337 1,653 2,687 70,523 68,313 73,547 72,653 8,800 9,694
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,061)
337 97 149 575 923 1,061 1,169 0 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.0 3.3 85.6 83.0 89.3 88.2 10.7 11.8
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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,761,983
COMMITMENTS
504,093 282,166 753,106 1469087 1705538 2726286 2740810 35,697 21,173
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -178,916)
-30,893 -82,414 -26,496 -119,372 -69,432 -176,761 -178,342 -2,155 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 10.2 27.3 53.2 61.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 24 43 93 84 148 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,231,179
COMMITMENTS
221,739 157,732 272,159 732,333 799,084 1226231 1228975 4,948 2,204
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -235,479)
-132,972 41,807 -78,082 -25,191 -199,646 -236,245 -235,921 766 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 12.8 22.1 59.5 64.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 19 30 40 39 75 72
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,068
COMMITMENTS
334 747 222 15,196 14,848 15,752 15,817 316 251
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 914)
-10 -79 -35 896 1,047 851 933 63 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.6 1.4 94.6 92.4 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 5 35 41 41 47
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,846
COMMITMENTS
36 296 25 1,651 1,257 1,712 1,578 134 268
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 57)
0 0 0 113 65 113 65 -56 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 16.0 1.4 89.4 68.1 92.7 85.5 7.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 22 24 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,046
COMMITMENTS
21,190 2,180 3,210 50,360 70,495 74,760 75,885 2,286 1,161
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,531)
-836 0 -18 2,390 1,648 1,536 1,630 -5 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 2.8 4.2 65.4 91.5 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 31 28 35 33
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,498
COMMITMENTS
0 772 1,626 13,682 13,496 15,308 15,894 1,190 604
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 315)
-26 -282 2 335 775 311 495 4 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 9.9 82.9 81.8 92.8 96.3 7.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 3 21 23 24 27
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,879
COMMITMENTS
3,718 1,346 222 9,169 12,103 13,109 13,671 770 208
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 638)
-30 -28 28 640 826 638 826 0 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 9.7 1.6 66.1 87.2 94.5 98.5 5.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 17 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,159
COMMITMENTS
1,496 3,600 254 26,267 25,274 28,017 29,128 2,142 1,031
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 258)
120 0 0 132 438 252 438 6 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 11.9 0.8 87.1 83.8 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 22 26 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,270
COMMITMENTS
1,306 0 290 7,166 7,694 8,762 7,984 1,508 2,286
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 318)
264 0 0 64 318 328 318 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.0 2.8 69.8 74.9 85.3 77.7 14.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 16 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,028
COMMITMENTS
0 2,434 400 11,017 9,278 11,417 12,112 1,611 916
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 402)
0 140 -16 198 268 182 392 220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.7 3.1 84.6 71.2 87.6 93.0 12.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 16 13 17 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,585
COMMITMENTS
0 0 0 69,585 69,585 69,585 69,585 0 0
CHANGES FROM 02/21/12 (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: 27)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,079,870
COMMITMENTS
0 0 0 1079870 1079870 1079870 1079870 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 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 18 16 18 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806
COMMITMENTS
0 0 0 38,806 38,806 38,806 38,806 0 0
CHANGES FROM 02/21/12 (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: 26)
0 0 0 16 14 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249
COMMITMENTS
0 0 0 701,249 701,249 701,249 701,249 0 0
CHANGES FROM 02/21/12 (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 12 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 134,793
COMMITMENTS
0 0 0 134,793 134,793 134,793 134,793 0 0
CHANGES FROM 02/21/12 (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: 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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,944,846
COMMITMENTS
0 0 0 1944846 1944846 1944846 1944846 0 0
CHANGES FROM 02/21/12 (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: 37)
0 0 0 15 27 15 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,461
COMMITMENTS
4,995 3,778 8,187 57,279 58,241 70,461 70,206 0 255
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -190)
0 -190 0 -190 0 -190 -190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 5.4 11.6 81.3 82.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 25 19 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,278,613
COMMITMENTS
65,013 119,011 46,725 1166875 1112877 1278613 1278613 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -6,027)
-10,635 0 0 4,608 -6,027 -6,027 -6,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 9.3 3.7 91.3 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,368
COMMITMENTS
0 1,282 110 50,024 48,976 50,134 50,368 234 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,606)
0 682 0 1,606 1,179 1,606 1,861 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.2 99.3 97.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 20 16 21 19
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182
COMMITMENTS
2,340 2,550 0 50,248 50,038 52,588 52,588 594 594
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 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 17 14 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| 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
15,429 0 3,410 24,009 39,438 42,848 42,848 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 0.0 8.0 56.0 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 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,652
COMMITMENTS
702 19 176 13,752 14,989 14,630 15,184 1,022 468
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 220)
0 -44 176 44 88 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.1 1.1 87.9 95.8 93.5 97.0 6.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 15 16 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,747
COMMITMENTS
362 878 0 11,917 11,720 12,279 12,598 468 149
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.9 0.0 93.5 91.9 96.3 98.8 3.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 9 15 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392
COMMITMENTS
23,400 43,643 0 832,992 812,749 856,392 856,392 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.1 0.0 97.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450
COMMITMENTS
68,050 0 17,645 847,755 915,805 933,450 933,450 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,897
COMMITMENTS
240 0 0 19,329 19,405 19,569 19,405 328 492
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,152)
20 0 0 1,130 1,152 1,150 1,152 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 97.1 97.5 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 31 35 33 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,150
COMMITMENTS
770 30 0 7,787 8,568 8,557 8,598 593 552
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 160)
195 27 -27 -6 160 162 160 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.3 0.0 85.1 93.6 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 15 16 18 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,378
COMMITMENTS
0 155 20 5,974 5,641 5,994 5,816 384 562
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 190 245 190 245 60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.3 93.7 88.4 94.0 91.2 6.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 14 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,209
COMMITMENTS
460 40 0 7,851 8,686 8,311 8,726 898 483
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 293)
10 0 0 69 443 79 443 214 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.4 0.0 85.3 94.3 90.2 94.8 9.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 15 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,517,833
COMMITMENTS
394,656 140,097 445,692 580,262 871,812 1420610 1457601 97,223 60,232
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 76,307)
27,276 897 5,905 37,495 67,367 70,676 74,169 5,631 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 9.2 29.4 38.2 57.4 93.6 96.0 6.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
144 73 164 90 99 320 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,130
COMMITMENTS
49,891 10,801 1,326 94,078 123,224 145,295 135,351 56,835 66,779
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,827)
-2,728 249 -427 665 1,642 -2,490 1,464 6,317 2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.3 0.7 46.5 61.0 71.9 67.0 28.1 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 4 13 17 19 22
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,367
COMMITMENTS
537 750 450 18,292 18,167 19,279 19,367 88 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,067)
125 25 0 942 1,042 1,067 1,067 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 3.9 2.3 94.4 93.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 2 26 25 30 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,251
COMMITMENTS
4,969 12,674 10,063 59,938 49,464 74,970 72,201 3,281 6,050
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,431)
184 -930 1,300 4,000 5,254 5,484 5,624 -53 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 16.2 12.9 76.6 63.2 95.8 92.3 4.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 7 9 24 19 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,526
COMMITMENTS
3,680 2,271 4,356 29,106 30,219 37,142 36,846 2,384 2,680
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,504)
-1,800 1,049 550 3,784 1,119 2,534 2,718 -30 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 5.7 11.0 73.6 76.5 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,260
COMMITMENTS
4,776 0 702 4,680 9,510 10,158 10,212 102 48
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 450)
750 0 0 -300 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 0.0 6.8 45.6 92.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 11 14 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,600
COMMITMENTS
6,736 3,726 6,754 7,386 10,580 20,876 21,060 2,724 2,540
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 342)
-155 789 -52 459 -401 252 336 90 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 15.8 28.6 31.3 44.8 88.5 89.2 11.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 8 12 10 23 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,864
COMMITMENTS
13,894 2,419 684 5,004 18,209 19,582 21,312 2,282 552
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 960)
1,113 401 -201 -6 773 906 973 54 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 11.1 3.1 22.9 83.3 89.6 97.5 10.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
78 19 8 22 34 107 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,337
COMMITMENTS
30,248 2,487 541 7,065 40,620 37,854 43,648 7,483 1,689
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 757)
-1,053 -466 35 831 1,431 -187 1,000 944 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 5.5 1.2 15.6 89.6 83.5 96.3 16.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
89 18 12 17 37 112 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,553
COMMITMENTS
113,571 19,805 32,549 184,153 292,610 330,273 344,964 26,280 11,589
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,770)
3,696 228 -4,532 5,770 8,918 4,934 4,614 -2,164 -1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 5.6 9.1 51.6 82.1 92.6 96.7 7.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
97 14 58 89 97 206 159
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,761
COMMITMENTS
9,816 418 313 9,916 18,062 20,045 18,793 4,716 5,968
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,555)
458 209 -125 717 665 1,050 749 505 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 1.7 1.3 40.0 72.9 81.0 75.9 19.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 11 23 18 27
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,098
COMMITMENTS
296 1,980 254 9,492 7,814 10,042 10,048 56 50
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 504)
0 0 0 504 504 504 504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 19.6 2.5 94.0 77.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 30 31 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,621
COMMITMENTS
1,600 299 1 56,300 57,948 57,901 58,248 720 373
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,920)
850 200 0 3,430 3,679 4,280 3,879 -360 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.5 0.0 96.0 98.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 1 42 32 47 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,076
COMMITMENTS
0 0 0 18,849 18,926 18,849 18,926 227 150
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 478)
0 0 0 478 478 478 478 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,365
COMMITMENTS
625 3,500 0 7,740 4,865 8,365 8,365 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 350)
0 200 0 350 150 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 41.8 0.0 92.5 58.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 26 18 28 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,040
COMMITMENTS
490 400 371 4,021 4,269 4,882 5,040 158 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 425)
-100 0 75 450 350 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 7.9 7.4 79.8 84.7 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 11 20 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,758
COMMITMENTS
981 2,915 1,774 21,973 19,968 24,728 24,657 30 101
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 748)
2 -617 260 520 1,192 782 835 -34 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 11.8 7.2 88.8 80.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 4 3 39 41 46 46
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,327
COMMITMENTS
100 2,099 0 4,227 2,097 4,327 4,196 0 131
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -18)
0 -164 0 -18 146 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 48.5 0.0 97.7 48.5 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 0 10 12 11 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,528
COMMITMENTS
926 2,229 240 11,286 10,039 12,452 12,508 76 20
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 726)
0 273 0 707 435 707 708 19 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 17.8 1.9 90.1 80.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 1 28 29 32 35
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,472
COMMITMENTS
12,650 2,882 325 16,112 25,538 29,087 28,745 385 727
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -13)
3,355 -150 -150 -3,218 287 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 9.8 1.1 54.7 86.7 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 6 4 23 29 29 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,975
COMMITMENTS
2,266 0 1,824 21,908 22,633 25,998 24,457 3,977 5,518
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,019)
189 0 0 -275 941 -86 941 1,105 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 6.1 73.1 75.5 86.7 81.6 13.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 16 21 19 23
Updated March 2, 2012