GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,913
COMMITMENTS
548 977 2,003 43,094 42,921 45,645 45,901 268 12
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 2,315)
-162 -157 266 2,211 2,209 2,315 2,318 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.1 4.4 93.9 93.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 40 44 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,430
COMMITMENTS
0 0 0 16,222 16,265 16,222 16,265 208 165
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 516 510 516 510 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 25 30 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 16,005
COMMITMENTS
147 621 735 14,132 13,669 15,014 15,025 991 980
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 228)
4 100 99 167 69 270 268 -42 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.9 4.6 88.3 85.4 93.8 93.9 6.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 5 44 47 49 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,460
COMMITMENTS
329 88 543 6,832 7,274 7,704 7,905 756 555
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 559)
50 25 47 373 474 470 546 89 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.0 6.4 80.8 86.0 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 3 7 51 54 59 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,188
COMMITMENTS
15 0 120 5,548 5,572 5,683 5,692 505 496
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 265)
0 0 0 205 265 205 265 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 1.9 89.7 90.0 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 22 24 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,980
COMMITMENTS
115 295 879 6,592 6,612 7,586 7,786 394 194
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 17)
0 -71 0 83 89 83 18 -66 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 3.7 11.0 82.6 82.9 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 32 29 35 32
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,482
COMMITMENTS
125 45 10 3,070 2,842 3,205 2,897 277 585
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 321)
0 45 -20 331 270 311 295 10 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.3 0.3 88.2 81.6 92.0 83.2 8.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,889
COMMITMENTS
35 84 77 2,257 2,238 2,369 2,399 520 490
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 222)
-23 -5 12 207 141 196 148 26 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.9 2.7 78.1 77.5 82.0 83.0 18.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 27 25 29 29
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,606
COMMITMENTS
0 0 0 2,571 2,586 2,571 2,586 35 20
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 113)
0 0 0 506 541 506 541 -393 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,520
COMMITMENTS
0 0 0 9,395 9,482 9,395 9,482 125 38
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 385 375 385 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 23 24 23
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,449
COMMITMENTS
0 207 260 7,894 7,898 8,154 8,365 295 84
CHANGES FROM 12/11/12 (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 2.4 3.1 93.4 93.5 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 19 20 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,059
COMMITMENTS
0 2,334 725 28,314 26,000 29,039 29,059 20 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,967)
0 -75 200 1,767 1,842 1,967 1,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 2.5 97.4 89.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,890
COMMITMENTS
49,536 28,009 47,016 141,153 171,644 237,705 246,669 35,185 26,221
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17,563)
4,026 -5,309 4,910 -24,854 -14,188 -15,918 -14,587 -1,645 -2,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 10.3 17.2 51.7 62.9 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 37 41 74 75 135 129
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,987
COMMITMENTS
0 3,978 0 7,868 4,321 7,868 8,299 3,119 2,688
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 258)
0 158 0 22 -100 22 58 236 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.2 0.0 71.6 39.3 71.6 75.5 28.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 13 13 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,167,143
COMMITMENTS
249,661 386,085 400,716 446,376 333,968 1096753 1120769 70,390 46,374
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 29,439)
10,619 20,886 -9,880 32,657 15,435 33,396 26,441 -3,957 2,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 33.1 34.3 38.2 28.6 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
90 102 132 82 64 262 225
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 147,148
COMMITMENTS
45,269 55,183 27,290 71,564 62,400 144,123 144,873 3,025 2,275
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12,882)
-194 295 4,192 8,681 8,038 12,679 12,525 203 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 37.5 18.5 48.6 42.4 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 16 24 24 46 43
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,449,578
COMMITMENTS
586,544 27,557 671,143 1151009 1724911 2408696 2423611 40,882 25,967
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,745)
9,794 -12,745 -9,446 -5,273 17,638 -4,925 -4,553 2,180 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 1.1 27.4 47.0 70.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 8 42 84 78 136 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,675
COMMITMENTS
89,059 234,057 195,454 667,910 522,418 952,423 951,929 3,252 3,746
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,423)
-10,015 -8,783 4,488 4,009 3,352 -1,518 -943 95 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 24.5 20.5 69.9 54.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 28 33 38 40 79 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,675
COMMITMENTS
1,699 30 773 4,615 6,455 7,087 7,258 588 417
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 65)
50 0 220 -445 -230 -175 -10 240 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 0.4 10.1 60.1 84.1 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 12 14 18 19
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,192
COMMITMENTS
1,980 672 627 6,459 7,644 9,066 8,943 126 249
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -162)
495 30 105 -717 -207 -117 -72 -45 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 7.3 6.8 70.3 83.2 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 15 16 19
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 30,943
COMMITMENTS
9,425 10,168 8,107 13,176 12,463 30,708 30,738 235 205
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,712)
402 262 600 695 865 1,697 1,727 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 32.9 26.2 42.6 40.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 14 21 13 13 35 37
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,295
COMMITMENTS
5,000 3,425 3,570 3,325 4,865 11,895 11,860 400 435
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 420)
75 295 380 25 -50 480 625 -60 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 27.9 29.0 27.0 39.6 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 12 17 8 10 27 27
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,884
COMMITMENTS
1,425 582 858 19,527 20,331 21,810 21,771 74 113
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 487)
-228 -13 -24 859 678 607 641 -120 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 2.7 3.9 89.2 92.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 6 30 38 38 47
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,783
COMMITMENTS
58 0 35 1,871 2,052 1,964 2,087 819 696
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 63)
0 0 0 -69 39 -69 39 132 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 1.3 67.2 73.7 70.6 75.0 29.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 18 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,541
COMMITMENTS
136 584 50 1,986 1,701 2,172 2,335 369 206
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 239)
1 43 0 168 171 169 214 70 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 23.0 2.0 78.2 66.9 85.5 91.9 14.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 27 26 31 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,985
COMMITMENTS
3,578 2,268 3,079 47,108 48,608 53,765 53,955 1,220 1,030
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -276)
0 -420 72 -348 72 -276 -276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.1 5.6 85.7 88.4 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 3 29 30 35 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140
COMMITMENTS
84 0 0 5,655 5,549 5,739 5,549 401 591
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 255 -256 255 -256 -255 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 92.1 90.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 15 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,754
COMMITMENTS
1,250 294 1,576 9,802 11,368 12,628 13,238 1,126 516
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12)
-20 0 0 20 20 0 20 12 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.1 11.5 71.3 82.7 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 18 24 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,648
COMMITMENTS
0 1,544 0 6,330 4,744 6,330 6,288 1,318 1,360
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -38 10 -38 10 24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.2 0.0 82.8 62.0 82.8 82.2 17.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,810
COMMITMENTS
1,818 440 814 8,635 10,100 11,267 11,354 543 456
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 24)
-130 0 14 120 10 4 24 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 3.7 6.9 73.1 85.5 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 18 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,628
COMMITMENTS
578 1,080 598 15,823 16,220 16,999 17,898 1,629 730
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -164)
48 0 0 -212 -164 -164 -164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 5.8 3.2 84.9 87.1 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 28 25 32 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,880
COMMITMENTS
962 0 168 4,919 5,835 6,049 6,003 1,831 1,877
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 24)
-48 0 48 20 0 20 48 4 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 2.1 62.4 74.0 76.8 76.2 23.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,853
COMMITMENTS
490 1,506 1,640 7,014 6,623 9,144 9,769 1,709 1,084
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -120)
-120 0 0 20 -120 -100 -120 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 13.9 15.1 64.6 61.0 84.3 90.0 15.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 16 16 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,676
COMMITMENTS
0 1,936 780 8,433 7,468 9,213 10,184 1,463 492
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 60)
0 60 0 60 0 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.1 7.3 79.0 70.0 86.3 95.4 13.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 19 13 22 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,145
COMMITMENTS
0 0 0 55,145 55,145 55,145 55,145 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 233)
0 0 0 233 233 233 233 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: 32)
0 0 0 26 19 26 19
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,822
COMMITMENTS
0 0 0 851,822 851,822 851,822 851,822 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 20,695)
0 0 0 20,695 20,695 20,695 20,695 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: 28)
0 0 0 20 19 20 19
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206
COMMITMENTS
41,680 377,417 0 408,526 72,789 450,206 450,206 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 83.8 0.0 90.7 16.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722
COMMITMENTS
805 0 0 66,662 67,595 67,467 67,595 255 127
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 17 29 19 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446
COMMITMENTS
848 0 0 888,598 889,446 889,446 889,446 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 20 24 21 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200
COMMITMENTS
5,530 0 2,260 47,155 52,940 54,945 55,200 255 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 28 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678
COMMITMENTS
32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 8.9 0.8 96.3 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192
COMMITMENTS
0 3,457 0 39,172 35,480 39,172 38,937 20 255
CHANGES FROM 12/11/12 (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 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890
COMMITMENTS
200 5,200 0 35,690 30,690 35,890 35,890 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 16 21 17 22
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,957
COMMITMENTS
5,425 0 3,305 15,227 20,652 23,957 23,957 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,280)
-1,280 0 1,280 1,280 0 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 0.0 13.8 63.6 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,780
COMMITMENTS
126 0 0 8,379 7,400 8,505 7,400 275 1,380
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 256)
0 0 0 256 256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 95.4 84.3 96.9 84.3 3.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,196
COMMITMENTS
60 3,166 0 20,073 18,010 20,133 21,176 1,063 20
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 14.9 0.0 94.7 85.0 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 20 15 21 18
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,864
COMMITMENTS
0 60 0 12,527 12,611 12,527 12,671 337 193
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 554)
0 0 0 554 510 554 510 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.0 97.4 98.0 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899
COMMITMENTS
0 20,963 23,400 583,499 562,536 606,899 606,899 0 0
CHANGES FROM 12/11/12 (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 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 13 21 15
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738
COMMITMENTS
4,240 119,360 0 844,498 729,378 848,738 848,738 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 16 21 17 22
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,231
COMMITMENTS
77,317 1,018 62,614 342,300 418,599 482,231 482,231 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 0.2 13.0 71.0 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 14 17 17 19
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 233,896
COMMITMENTS
0 4,680 0 233,896 229,216 233,896 233,896 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,361
COMMITMENTS
1,275 0 63 30,395 32,006 31,733 32,069 628 292
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 630)
-360 0 0 855 630 495 630 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 0.2 93.9 98.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 35 35 37 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,566
COMMITMENTS
1,710 0 0 4,421 6,382 6,131 6,382 435 184
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 234)
0 0 0 234 204 234 204 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 0.0 0.0 67.3 97.2 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 13 18 15 18
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,362
COMMITMENTS
92 1,060 41 5,919 4,802 6,052 5,903 310 459
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -16)
-20 240 -17 10 61 -27 284 11 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 16.7 0.6 93.0 75.5 95.1 92.8 4.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 22 25 24 29
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,723
COMMITMENTS
795 0 0 8,438 9,329 9,233 9,329 490 394
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 157)
100 0 0 44 117 144 117 13 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 0.0 86.8 95.9 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 20 20 20
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,364
COMMITMENTS
104 0 0 3,884 4,206 3,988 4,206 376 158
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 38)
0 0 0 38 38 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 89.0 96.4 91.4 96.4 8.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 16 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,493,851
COMMITMENTS
341,629 158,718 474,155 604,025 787,977 1419809 1420850 74,042 73,001
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -49,603)
-605 -17,177 -8,681 -27,060 -19,357 -36,346 -45,215 -13,257 -4,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.6 31.7 40.4 52.7 95.0 95.1 5.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
106 79 128 81 97 253 255
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,226
COMMITMENTS
55,772 15,826 413 71,464 106,346 127,649 122,585 41,577 46,641
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,382)
-2,234 912 -247 3,545 313 1,064 978 318 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 9.4 0.2 42.2 62.8 75.4 72.4 24.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 4 17 20 24 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,677
COMMITMENTS
6,908 1,347 7,226 55,602 56,236 69,736 64,809 1,941 6,868
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -73)
-940 0 -940 2,234 1,144 354 204 -427 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 1.9 10.1 77.6 78.5 97.3 90.4 2.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 6 18 17 27 23
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,871
COMMITMENTS
2,925 3,348 13,234 37,626 37,397 53,785 53,979 2,086 1,892
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -304)
78 -50 0 -462 -254 -384 -304 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.0 23.7 67.3 66.9 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 4 14 13 18 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,890
COMMITMENTS
0 3,532 496 29,147 27,333 29,643 31,361 24,247 22,529
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 50)
0 -770 43 -8 213 35 -514 15 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 0.9 54.1 50.7 55.0 58.2 45.0 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 17 18 20 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,071
COMMITMENTS
3,923 7,107 7,730 12,873 10,062 24,526 24,899 3,545 3,172
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,671)
-1,449 2,491 -2,119 754 -1,131 -2,814 -759 1,143 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 25.3 27.5 45.9 35.8 87.4 88.7 12.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 6 12 12 18 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,517
COMMITMENTS
20,649 2,964 262 3,058 22,081 23,969 25,307 2,548 1,210
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,661)
1,810 807 -43 -13 602 1,754 1,366 -93 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.9 11.2 1.0 11.5 83.3 90.4 95.4 9.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
81 27 5 21 38 105 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 64,501
COMMITMENTS
47,633 4,658 1,084 8,500 57,153 57,217 62,895 7,284 1,606
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 696)
934 -1,431 202 382 2,094 1,518 865 -822 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 7.2 1.7 13.2 88.6 88.7 97.5 11.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
114 22 15 26 35 149 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,588
COMMITMENTS
90,095 27,249 36,448 138,566 211,151 265,109 274,848 23,479 13,740
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 14,312)
-6,107 -7,576 -1,244 19,955 22,990 12,604 14,170 1,708 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 9.4 12.6 48.0 73.2 91.9 95.2 8.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
69 25 53 80 85 177 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,799
COMMITMENTS
3,814 995 221 7,197 7,933 11,232 9,149 1,567 3,650
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 474)
175 0 37 175 212 387 249 87 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 7.8 1.7 56.2 62.0 87.8 71.5 12.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 17 19 21
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 8,978
COMMITMENTS
0 0 200 7,818 7,968 8,018 8,168 960 810
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 2.2 87.1 88.8 89.3 91.0 10.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 1 17 15 18 16
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,240
COMMITMENTS
8,396 400 216 9,129 16,459 17,741 17,075 1,499 2,165
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -17)
-641 0 0 624 133 -17 133 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 2.1 1.1 47.4 85.5 92.2 88.7 7.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 17 15 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 10,550
COMMITMENTS
5,499 5,804 804 3,825 3,762 10,128 10,370 422 180
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -518)
204 -921 48 -770 355 -518 -518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 55.0 7.6 36.3 35.7 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 3 5 7 14 13
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,475
COMMITMENTS
615 465 135 7,695 7,875 8,445 8,475 30 0
CHANGES FROM 12/11/12 (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 5.5 1.6 90.8 92.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 14 15 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,218
COMMITMENTS
50 3,162 500 9,668 6,359 10,218 10,021 0 197
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 527)
0 170 200 327 157 527 527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 30.9 4.9 94.6 62.2 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 5 30 26 35 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,610
COMMITMENTS
2,505 675 0 39,587 41,895 42,092 42,570 518 40
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,865)
224 -125 0 4,602 5,009 4,826 4,884 39 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.6 0.0 92.9 98.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 2 0 43 34 51 36
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,983
COMMITMENTS
650 650 0 7,177 7,333 7,827 7,983 156 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,594)
-25 0 0 1,559 1,594 1,534 1,594 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 8.1 0.0 89.9 91.9 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 17 10 18 11
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,596
COMMITMENTS
539 400 0 14,834 15,196 15,373 15,596 223 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,402)
30 50 0 1,372 1,352 1,402 1,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.6 0.0 95.1 97.4 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 22 18 24 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,579
COMMITMENTS
1,325 8,579 100 14,154 6,900 15,579 15,579 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 730)
-75 1,075 0 805 -345 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 55.1 0.6 90.9 44.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 3 31 19 37 25
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,999
COMMITMENTS
1,623 25 0 5,346 6,974 6,969 6,999 30 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 40)
-35 0 0 75 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 0.4 0.0 76.4 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 12 12 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,255
COMMITMENTS
2,275 4,990 11,506 49,420 46,637 63,201 63,133 54 122
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,146)
32 -1,214 996 118 1,364 1,146 1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.9 18.2 78.1 73.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 10 7 43 46 52 59
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736
COMMITMENTS
521 0 50 4,949 5,227 5,520 5,277 216 459
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 13 17 14
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,849
COMMITMENTS
1,544 0 180 2,115 3,399 3,839 3,579 10 270
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 0.0 4.7 54.9 88.3 99.7 93.0 0.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 16 8 20 10
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,597
COMMITMENTS
358 4,974 1,280 16,827 11,887 18,465 18,141 132 456
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 711)
-101 678 -322 1,104 355 681 711 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 26.7 6.9 90.5 63.9 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 4 28 22 32 30
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,029
COMMITMENTS
3,626 1,882 785 19,804 18,337 24,215 21,004 1,814 5,025
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,643)
455 -180 0 1,236 1,331 1,691 1,151 -48 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.2 3.0 76.1 70.4 93.0 80.7 7.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 1 20 22 24 25
Updated December 21, 2012